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Medical Definition of Central limit theorem
1. The sum (or average) of n realizations of the same process, provided only that it has a finite variance, will approach the gaussian distribution as n becomes indefinitely large. This theory provides a broad warrant for the use of normal theory even for nongaussian data. In the form stated here, it constitutes the classical version; more general versions allow serious relaxation of the usual assumptions. (05 Mar 2000)
Lexicographical Neighbors of Central Limit Theorem
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