Definition

According to this theorem, the sampling distribution of the sample mean is approximated by a Normal distribution as the sample size increases, irrespective of the shape of the original distribution. This is a very important result in Statistics, forming the basis to many quantitative tools of analysis, such as Hypothesis testing.

External Links

Click here for an animated demonstration of the CLT, from RAND Corporation: - http://www.rand.org/statistics/applets/clt.html