Explain the Central Limit Theorem (CLT).

Explain the Central Limit Theorem (CLT).

Approach: Describe the convergence of the sum of random variables to a normal distribution.

A theorem stating that the distribution of the sum (or average) of a large number of independent, identically distributed variables will be approximately normal, regardless of the underlying distribution, provided they have finite variance.

Follow-up: How large does the sample size N usually need to be?

Key concepts: independence, sample mean, gaussian.