Central Limit Theorem — Misconceptions
How to avoid the most persistent misconceptions surrounding the Central Limit Theorem.
Central Limit Theorem is one of those concepts that I met multiple times over the course of my education, was pleasantly surprised for a while, and then promptly forgot that it existed. I think one of the main reasons is that I never saw a proper visualisation, and when I recently ran into the concept again, and searched for a nice representing chart, I could not find any either. (Sure, there are histograms, but as we will see later in the series, they do not count!) I decided to take matters into my own hands, and come up with a better visualisation method.
So I started working on that, by doing some research, seeing what others wrote, to avoid simply repeating already existing work. During this research, I realised how many misconceptions are floating out there, so I figured I need to clear these up first. It soon became clear that it is going to be too much for a single post. After all, everything can become rabbit hole, if you are curious enough!
I decided to split the story into multiple, easily digestible chunks. In this first introductory post, we will start our analysis by refreshing what the Central Limit Theorem, referred to as CLT in the future, states. We will also have a…
