Lab 4.3: Glossary
The Central Limit Theorem:
Basically, the Central Limit Theorem states that if certain assumptions
are satisfied, then no matter what distribution a population has, means of
data from that population tend to be normally distributed. Mathematically, if
are independent random variables from the same distribution
with mean 
and variance 
and if
,
then for large n, 
has approximately a N(0, 1) distribution.
Normal Quantile Plots:
A normal quantile plot is a scatterplot in which the data are plotted
against their associated normal quantiles. If the data are normal, the plot
should resemble a straight line.
Cauchy Distribution:
The Cauchy distribution is an example of a distribution for which a
variance is not defined (In fact, a mean is not defined for it, either.) The
probability density function of the Cauchy distribution model is
