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: