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As already pointed out, the central limit theorem does not apply to all distributions. You must state the theorem carefully. In the case of the chi-square distribution it is easy to demonstrate by example with MathCad or a similar program that the large N limit is not Gaussian.
Regards,
Jack
On Fri, 10 Nov 2006, Polvani, Donald G. wrote:
Jack Uretsky wrote:
This is a misconception. There are many distributions that becomeGaussian in the large N limit, but not all.
The chi-squared distribution is an example of one that does not.However, for the SUM of independent, identically distributed random
variables, each with mean mu and variance sigma^2, the central limit
theorem tells us that the distribution (of the sum) tends to a Gaussian
as N approaches infinity.
Don Polvani
Northrop Grumman Corp.
Undersea Systems
Annapolis, MD 21404
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