HomeMathematicsCLT Convergence-Rate Diagnostic (2D log-log)

CLT Convergence-Rate Diagnostic (2D log-log)

Interactive 2D companion to the 3D CLT histogram: instead of one histogram at one sample size, this simulator tracks the standardized statistic's robust spread across eight sample sizes at once and plots it log-log against n, live-fitting the convergence exponent and comparing it to the generalized-CLT prediction n^(1/alpha-1/2) for heavy-tailed sources.

Mathematics2DAdvanced60 FPS📱 Mobile-adapted⇄ 3D version
2d-central-limit-theorem-convergence ↗ Open standalone

This is the 2D companion to the 3D Central Limit Theorem histogram, and instead of re-rendering the same single-n bar chart, it plots the actual quantity that decides whether the classical CLT applies at all: how the standardized statistic's spread scales with sample size. Eight independently-simulated sample sizes from 4 to 512 each track their own running, robust (interquartile-range-based) estimate of the spread of Z_n=√n·(X̄_n−μ)/σ, and a live least-squares fit through those eight points gives an empirical convergence exponent that is plotted directly against the generalized-CLT prediction n^(1/α−1/2). For Gaussian and Exponential sources that exponent fits to essentially zero, exactly as the classical theorem demands; for Cauchy it fits to 0.500, matching an exact closed-form result (a sum of Cauchy draws is itself Cauchy at unchanged scale); for Pareto with tail index 1.5 it fits above the asymptotic 0.167 at small n and visibly drifts toward it as the sample-size range is pushed higher, a real and independently-verified finite-sample effect rather than an error. The choice of a robust IQR-based spread estimator, rather than raw sample variance, is deliberate: for the infinite-variance sources here a raw second moment never stabilizes at any sample count and would make the entire diagnostic meaningless.

⚙ Under the hood

A 2D companion to the 3D CLT histogram: eight sample sizes (n=4..512) are simulated simultaneously, each tracking a robust IQR-based spread of the standardized sample mean, plotted log-log against n with a live-fitted convergence exponent compared against the generalized-CLT prediction n^(1/alpha-1/2) for Gaussian, Exponential, Pareto (alpha=3 and alpha=1.5) and Cauchy sources.

central limit theoremstatisticsprobabilitystable distributionsheavy tailsPareto distributionconvergence ratelog-log plot

2D · HTML5 Canvas 2D · 60 FPS target · runs fully client-side, no install

What did you find?

Add reproduction steps (optional)