For some reason people don’t seem to put much time into explaining things with the intent that people gain a sense of understanding. When I look up something online I tend to find either explanations I don’t trust or one’s that assume I’m already an expert.
I want to change that.
Go look at the wikipedia page on the Central Limit Theorem, I’ll wait. It is a very complete explanation of the concept but all the parts that a passing reader is interested in are buried in jargon and calculus that most people have no way of knowing beforehand. The closest thing you get to a clear explanation of what the CLT means is: “In probability theory, the central limit theorem (CLT) states that, given certain conditions, the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed.”
That’s not wrong. It’s worse, it’s intimidating. I bet you could figure it out if you spent a little while thinking about the words and looking up the jargon you’d get an idea of what it means but I don’t feel like you should have to. Here’s a quick explanation stripped of the jargon: “The central limit theorem says that the average of a big random sample will usually be pretty close to the average of whatever it is a sample of.”
That’s it.
It’s pretty vague, I’ll admit, but if all you want is an understanding of the CLT it’s plenty. The specifics are important (actually the details are responsible for the whole field of statistics) but they’re not always necessary.
So the purpose of this blog is to take complicated subjects and pull the important details out of piles of overwhelming details.
Intuitor 