The Central Limit Theorem says that if a number of probability distributions are summed:
A)the standard deviation of the sum equals the sum of the standard deviations.
B)the variance of the sum equals the sum of the variances.
C)the standard deviation of the sum is greater than the sum of the standard deviations.
D)the variance of the sum is less than the sum of the variances.

Question

Quizplus · Accepted Answer

The Central Limit Theorem states that as the number of probability distributions included in a sum increases, the distribution of the sum will approach a normal distribution, regardless of the underlying distributions. Additionally, the variance of the sum is equal to the sum of the variances of the individual distributions, while the standard deviation of the sum is equal to the square root of the sum of the variances of the individual distributions. Therefore, the correct choice is B.

The Central Limit Theorem Says That If a Number of Probability