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Visualising the Central Limit Theorem. ver 1.1 (2014) Maciej Workiewicz (Mac13kW)

Summary

If you ever wondered how does the CLT really work, but didn't find the mathematical proof enough, then you can try this Python script and see for yourself how does the distribution of the sample of means change in response to the change in the size of each sample. You can also vary the number of the samples.

Installation

This script has been tested with Python 2.7 (Anaconda Pyton Distribution)

Required modules include:

  • numpy
  • random
  • matplotlib.pyplot
  • scipy.stats

You can find more instructions on how to alter the code in the file itself.