The Central Limit Theorem (CLT) states that the sample average of N i.i.d. random variables approaches the normal
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.
Choqueuse Vincent (2023). Illustration of the Central Limit Theorem (https://www.mathworks.com/matlabcentral/fileexchange/30254-illustration-of-the-central-limit-theorem), MATLAB Central File Exchange. Retrieved .
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