Visualize how sample means form a Normal distribution.
Simulation Control
N = 5
Distribution of Means
Total Trials0
Sample Size (N)5
Press "Add Samples" to start
With small N, it begins to bell shape.
Overview
The Central Limit Theorem (CLT) states that the sampling distribution of the sample mean approaches a normal distribution as the sample size gets larger, regardless of the shape of the population distribution.
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Pro Tips
Try 'U-Shape' or 'Exponential' with N=1 to see the non-normal start. Then increase N to 30.
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Fun Facts
"This is why the Normal distribution is so common in nature; many variables are the sum of many small independent effects."
"Typically, a sample size (N) of 30 is sufficient for the approximation to hold well."
