Central limit theorem: Use with caution

@article{Fante2001CentralLT,
  title={Central limit theorem: Use with caution},
  author={Ronald L. Fante},
  journal={IEEE Transactions on Aerospace and Electronic Systems},
  year={2001},
  volume={37},
  pages={739-740}
}
  • R. Fante
  • Published 2001
  • Mathematics
  • IEEE Transactions on Aerospace and Electronic Systems
The validity of the Central Limit Theorem for the sum of N, K distributed random phasors is investigated. It is demonstrated that the number of phasors that must be summed to obtain an amplitude distribution that can be approximated by a Rayleigh depends strongly on the underlying K-distribution, and is of order 200 for Weibull statistics. 

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Rule of thumb