central limit theorem
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English
Alternative forms
- (the theorem): Central Limit Theorem
Noun
central limit theorem (plural central limit theorems)
- (statistics and mathematics, singular only) The theorem that states that if the sum of independent identically distributed random variables has a finite variance, then it will be approximately normally distributed.
- 2011, Sharon Bertsch McGrayne, The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy, Yale University Press, →ISBN, pages 30-31:
- Laplace continued his research throughout France’s political upheavals. In 1810 he announced the central limit theorem, one of the great scientific and statistical discoveries of all time. It asserts that, with some exceptions, any average of a large number of similar terms will have a normal, bell-shaped distribution. Suddenly, the easy-to-use bell curve was a real mathematical construct. Laplace’s probability of causes had limited him to binomial problems, but his final proof of the central limit theorem let him deal with almost any kind of data. In providing the mathematical justification for taking the mean of many data points, the central limit theorem had a profound effect on the future of Bayes’ rule. At the age of 62, Laplace, its chief creator and proponent, made a remarkable about-face. He switched allegiances to an alternate, frequency-based approach he had also developed. From 1811 until his death 16 years later Laplace relied primarily on this approach, which twentieth-century theoreticians would use to almost obliterate Bayes’ rule.
- (mathematics, countable) Any of various similar theorems.
Translations
the theorem
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any similar theorem
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