Central Limit Theorem Calculator

Understanding the Central Limit Theorem

The Central Limit Theorem (CLT) is one of the most important concepts in statistics. It states that the distribution of sample means approximates a normal distribution as the sample size becomes larger, regardless of the population's underlying distribution.

Key Components:

• Population Mean (μ): The average value of the entire population
• Population Standard Deviation (σ): Measures the spread of the population values
• Sample Size (n): Number of observations in each sample
• Standard Error (SE): Standard deviation of the sampling distribution (σ/√n)