Central Limit Theorem

Averages of many independent contributions approach the normal distribution, whatever each contribution looks like.

Specifications & Metrics

proved

Laplace 1810; general forms by Lyapunov and Lindeberg, 1901–1922

Core Principles & Analysis

• It is why the bell curve appears wherever many small causes add up.
• Laplace proved it for coin flips as a by-product of his work on celestial mechanics.
• Error analysis, polling and measurement science are all theorems in disguise.