Central Limit Theorem Calculator

Large-sample normal approximation for iid observations; may be inaccurate for small samples or heavy tails.

Large-sample normal approximation for iid observations; may be inaccurate for small samples or heavy tails.

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Result

Enter your values and run the tool to see your result.

How to use this tool

Check the units, enter your values, and run the tool. Results follow the assumptions and method below.

Calculation method

Standard error of sample meansd/sqrt(n)
Normal-approximation cumulative probability(1+erf((x-mean)/(sd/sqrt(n)*sqrt(2))))/2

References