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How to calculate how big of a sample size is needed for the Central Limit Theorem?

 
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Jul11-11, 09:05 AM   #1
 

How to calculate how big of a sample size is needed for the Central Limit Theorem?


Is there a way to calculate/estimate how big a sample from a parent distribution would need to be for the distribution of the mean of that sample to be approximately normally distributed?
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Jul11-11, 09:14 AM   #2
 
You can't just calculate it, it depends on the distribution of the data. But about 30 is the rule of thumb.
Jul11-11, 08:33 PM   #3
 
The Berry-Esseen theorem may be useful here.
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