Source: wikibot/edgeworth-s-limit-theorem

= Edgeworth's limit theorem
{wiki=Edgeworth's_limit_theorem}

Edgeworth's limit theorem is a result in probability theory and statistics that relates to the asymptotic distribution of sample averages. Specifically, it provides insight into the behavior of the distribution of sample means as the sample size increases, particularly when the underlying distribution of the population is not normally distributed. The theorem states that under certain conditions, the distribution of the sample mean can be approximated by a normal distribution, but it goes a step further by describing the nature of the convergence.