video thumbnail 13:15
So why is the "central limit" a normal distribution?

2023-07-11

[public] 192K views, 21.8K likes, dislikes audio only

channel thumb3Blue1Brown
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A visual trick to compute the sum of two normally distributed variables.

3b1b mailing list: https://3blue1brown.substack.com/

Help fund future projects: https://www.patreon.com/3blue1brown

Special thanks to these supporters: https://www.3blue1brown.com/lessons/gaussian-convolution#thanks

For the technically curious who want to go deeper, here's a proof of the central limit theorem using Moment generating functions:

https://www.cs.toronto.edu/~yuvalf/CLT.pdf

And here's a nice discussion of methods using entropy:

https://mathoverflow.net/questions/182752/central-limit-theorem-via-maximal-entropy

Relevant previous videos

Central limit theorem

/youtube/video/zeJD6dqJ5lo

Why π is there, and the Herschel-Maxwell derivation

/youtube/video/cy8r7WSuT1I

Convolutions and adding random variables

/youtube/video/IaSGqQa5O-M

Time stamps

0:00 - Recap on where we are

2:10 - What direct calculation would look like

3:38 - The visual trick

8:27 - How this fits into the Central Limit Theorem

12:30 - Mailing list

Thanks to these viewers for their contributions to translations

German: lprecord, qoheniac

Spanish: Pablo Asenjo Navas-Parejo

Vietnamese: Duy Tran

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These animations are largely made using a custom Python library, manim. See the FAQ comments here:

https://www.3blue1brown.com/faq#manim

https://github.com/3b1b/manim

https://github.com/ManimCommunity/manim/

You can find code for specific videos and projects here:

https://github.com/3b1b/videos/

Music by Vincent Rubinetti.

https://www.vincentrubinetti.com/

Download the music on Bandcamp:

https://vincerubinetti.bandcamp.com/album/the-music-of-3blue1brown

Stream the music on Spotify:

https://open.spotify.com/album/1dVyjwS8FBqXhRunaG5W5u

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3blue1brown is a channel about animating math, in all senses of the word animate. And you know the drill with YouTube, if you want to stay posted on new videos, subscribe: http://3b1b.co/subscribe

Various social media stuffs:

Website: https://www.3blue1brown.com

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Recap on where we are
/youtube/video/d_qvLDhkg00?t=0
What direct calculation would look like
/youtube/video/d_qvLDhkg00?t=130
The visual trick
/youtube/video/d_qvLDhkg00?t=218
How this fits into the Central Limit Theorem
/youtube/video/d_qvLDhkg00?t=507
Mailing list
/youtube/video/d_qvLDhkg00?t=750
The absurd circle division pattern (updated) | Moser's circle problem 514,870 views
/youtube/video/YtkIWDE36qU
Mailing list 3blue1bro…stack.com
https://3blue1brown.substack.com/
3Blue1Brown 3Blue1Brown, by Grant Sanderson, is some combination of math and entertainment, depending on your disposition. The goal is for explanations to be driven by animations and for difficult problems to be made simple with changes in perspective. For more information, other projects, FAQs, and inquiries see the website: https://www.3blue1brown.com
/youtube/channel/UCYO_jab_esuFRV4b17AJtAw