Jargonautica
Maths and Statistics

Central Limit Theorem

Add up enough independent random things and the total tends towards a bell curve, regardless of what the individual things looked like. It is why averages are well behaved even when individual measurements are not, and it is the licence behind a great deal of routine statistics.

Technical view

The normalised sum of independent, identically distributed variables with finite variance converges to a normal distribution. The conditions matter: it fails for heavy-tailed distributions with infinite variance, and convergence is slow for skewed data, so small-sample normal approximations can be poor. It justifies confidence intervals for means and underlies the practice of averaging across evaluation runs.


Part of AI Terminology Index, section: Maths and Statistics.

How it connects

Central Limit Theorem links to 4 other terms. The faint lines are links between those terms. See it in the full graph.

Confidence IntervalConfidence IntervalSampling and Sampling BiasSampling and Sampli…Variance and Standard DeviationVariance and Standa…Normal DistributionNormal DistributionCentral Limit Theorem