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Illustration of the Central Limit Theorem

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This script illustrates the central Limit theorem.

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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)
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