Foundations
Central Limit Theorem
The distribution of the sample mean of i.i.d. variables approaches a normal distribution as sample size grows, regardless of the underlying distribution (provided its variance is finite).
Why interviewers ask about it
It is a statement about sample means, not about raw data. Candidates routinely misstate this as 'my data becomes normal'.
This term is part of the free AI/ML Engineer interview preparation module - browse the full glossary for every definition.