But what is the Central Limit Theorem?
by Grant Sanderson · 3Blue1Brown
Grant Sanderson's animated half-hour on the central limit theorem: Galton boards, sums of dice, mean and variance under addition, where the Gaussian formula comes from, and which assumptions the theorem genuinely needs. Most CLT videos state the theorem and show a histogram converging. This one builds the mental model: why variance adds, why the sqrt(n) normalisation is forced, why the limit is universal, and where the theorem fails. It is the intuition layer the measure-theoretic texts assume you already have.
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