To quote from “The girl next door”

The first lesson of politics is “Always know whether the squeeze is worth the juice”. Now i was trying to finally make a genuine effort at understanding Central Limit theorem. Throughout my life(30 years), i have always been suspicious whenever statistics goes beyond the mean, median, mode, SD and Variance. (i.e to say, whenever any stat goes above first and second moments). Part of it because i never really learnt or rather never paid enough attention to convince myself of the theorems involved in reasoning with distributions. Anyways, i figured Central limit theorem would be a good place to start and in learning by teaching am summarizing what i’ve learnt so far.

It started off as i came across this post on HN and going through comments and critique realized the demo is more of a special case and while i did get that specific example(and sure of what CLT says) am still unsure of why Central limit theorem is true or how one formulate it in math terms. It is important for me to understand those, if i am ever to be able to question someone claiming some implication of CLT. Anyway, i came across the squeeze theorem in one of the HN comments and since it seems it’s part of the proof for CLT, I ended up reading and here’s the result of that.

Anyway, enough story. Let’s go onwards. So here goes straight from the wikipedia page:

Assumptions:

There are three functions defined over a limit .

is a limit point.

may not be defined at , since it is the limit point.

To be proved:

Proof:

Limits:

I’ll try and clarify what is a limit as mathematically defined, and hopefully without equations,but words only.

Well, according to wikipedia page, limit of a function f(x) means that the function f(x) can be made as close to a value (say L),

by making x sufficiently close to c.

Or to write out the equation