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I am not a matematician. I have, however, to teach my students about some important teorems in our statistics course. One of this teorems is the Central Limit Teorem.
I ussually do this using an animation I created using the R package ‘animation’. The code goes:
#you need the package animation
library(animation)
#sample 15 data points from a gamma with shape=1 and scale=1
meanVector1<-c(mean(rgamma(15,1,1)))
#sample 15 data points from a gamma with shape=3 and scale=1
meanVector2<-c(mean(rgamma(15,3,1)))
saveGIF({
#animation options
options<-ani.options(nmax=250)
for(i in 1:ani.options("nmax")){
#split the layout in four
par(mfrow=c(2,2))
#plot the generating distributions
plot(function(x) dgamma(x, 1, 1), 0, 10, main="Gamma(shape=1,scale=1)", ylab="Density", xlab="Size", col="dark green", lwd=2)
plot(function(x) dgamma(x, 2, 1), 0, 10, main="Gamma(shape=3,scale=1)", ylab="Density", xlab="Size", col="dark blue", lwd=2)
#plot the histograms of the means of the sampled values
hist(meanVector1, main="Histogram of means from gamma(1,1)")
hist(meanVector2, main="Histogram of means from gamma(3,1)")
ani.pause()
#sample again and append the value to the corresponding vector
meanVector1<-c(meanVector1, mean(rgamma(15,1,1)))
meanVector2<-c(meanVector2, mean(rgamma(15,3,1)))
}
}, interval=0.2, movie.name = "Central_Teorem.gif", ani.width=800, ani.height=600)
you will have an animated gif (i.e. Central_Teorem.gif) looking like this: