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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 |
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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 |
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You can't just calculate it, it depends on the distribution of the data. But about 30 is the rule of thumb.
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| Jul11-11, 08:33 PM | #3 |
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The Berry-Esseen theorem may be useful here.
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