Statistics › Section G · The central limit theorem › Topic G.1

The central limit theorem for sample means

Draw one sample, get one mean; draw another, get a different one. Statistics vary - and the central limit theorem turns that nuisance into the foundation of all inference: averages are approximately normal, centred on the truth, with a spread that shrinks predictably as samples grow.

In this topic

  • Averages have their own behaviour
  • Sampling variability
  • The sampling distribution
  • Centre and spread: the standard error
  • The central limit theorem
  • Worked example: clinic waiting times
  • Worked example: bottle fills
  • Bias and variability
  • Why this chapter matters
  • Common mistakes to avoid
  • Key takeaways

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