CLT

Thanks to 子预. His article helped me a lot in understanding this topic. This is a brief (but not rigorous) proof of the Central Limit Theorem (CLT). The CLT is one of the most fundamental results in probability theory, showing that the sum of many independent random variables tends toward a normal distribution, regardless of their original distribution. Intuitively, the CLT explains why many natural phenomena follow the bell curve: individual randomness averages out into a predictable pattern. ...