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Central Limit Theorem

Music and Lyrics © 2016 Greg Crowther

The sample means have a normal distribution
Even if the population does not.
Their center is the center of the population.
When this is true, you can sure do a lot.

Whoa-oh-oh-oh, Central Limit Theorem
For populations with finite variance and mean.
If you know-oh-oh-oh the samples are independent
And distributed identically: that's a stat person's dream.

The further that the population is from normal,
The larger that your sample size must be.
If you're sampling Chicago household incomes,
Sample lots of them to use the CLT!