The central limit theorem ensures that the sum of many independent random variables converges to a Gaussian distribution, even if the underlying distribution is uniform or other shapes, and this convergence happens very quickly (by 3 samples for uniform distribution you see non-flat distribution, by 10 samples you are approaching Gaussian).
factualpending
Speaker
Nassim TalebEvidence Quote
“by summing up three numbers you almost have a gaussian [17:16]”
Source
A conversation between Nassim Nicholas Taleb and Stephen Wolfram at the Wolfram Summer School 2021— WolframCreated: 8/11/2026, 1:49:43 AM
My Notes
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