Illustration of the Central Limit Theorem

This script illustrates the central Limit theorem.

Description

The Central Limit Theorem (CLT) states that the sample average of N i.i.d. random variables approaches the normal
distribution.

This script displays the probability density function of the sample average of N i.i.d variables with respect to N. The variables can be distributed according to a chi-2, exponential or uniform distribution.

• MATLAB release: MATLAB 7.3 (R2006b)