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

  1. Jul 11, 2011 #1
    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?
     
  2. jcsd
  3. Jul 11, 2011 #2
    Re: How to calculate how big of a sample size is needed for the Central Limit Theorem

    You can't just calculate it, it depends on the distribution of the data. But about 30 is the rule of thumb.
     
  4. Jul 11, 2011 #3
    Re: How to calculate how big of a sample size is needed for the Central Limit Theorem

    The Berry-Esseen theorem may be useful here.
     
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