View source for Central limit theorem

The '''central limit theorem''' is a fundamental theorem in statistics.  It states that:

:the distribution of an average of samples, taken from '''''any''''' type of underlying [[probability function]] having a finite variance, will approach a [[Normal distribution]] as the sample size increases.

If the sample size is only one, then the distribution of the average of samples will not approach a [[Normal distribution]], but will approach the distribution of the underlying probability function.  But as the sample size increases, the distribution of their averages increasingly approaches a Normal distribution.
[[Category:Probability and Statistics]]