experiments

Normal Distribution of Sample Means

Normal Distribution of Sample Means

From Statistics Libre Text:

For samples of size 30 or more, the sample mean is approximately normally distributed, with mean μX = μ and standard deviation σX = σ/√n where n is the sample size. The larger the sample size, the better the approximation.

The above is a pretty typical assertion in statistics texts. The derivation must be a doozy, it’s never shown, and there’s rarely a discussion of the Central Limit Theory itself.

Risk Limiting Audits

Risk Limiting Audits

In 2020, when one particular political faction created a controversy by claiming that national elections might be rigged, I decided to check into how my state, Colorado, audited the results of elections.

Bonus Normal Distribution Post!

Bonus Normal Distribution Post!

From the Wikipedia article on Cauchy distributions:

When U and V are two independent normally distributed random variables with expected value 0 and variance 1, then the ratio U / V has the standard Cauchy distribution.

Since I’m limbered up by making linear combinations of Cauchy distributions, I feel like this one is easy.

Edit 2025-07-20: Dr Drang mentioned this post! He did an analytical solution and found my curve fit wanting! That’s cool, I violated the assumptions, so it should be wrong!

Stable Distributions

Stable Distributions

Wikipedia says, about stable distributions:

a distribution is said to be stable if a linear combination of two independent random variables with this distribution has the same distribution, up to location and scale parameters.