jeudi, 20 novembre 2008

The central limit theorem

A funny quote from "A First Course in Probability" by S. Ross on the central limit theorem. It is attributed to Francis Galton (whom I never heard of before):

"I know of scarcely anything so apt to impress the imagination as the wonderful form of cosmic order expressed by the 'Law of Frequency of Error'. The Law would have been personified by the Greeks and deified, if they had known of it. It reigns with serenity and in complete self-effacement amidst the wildest confusion. The huger the mob and the greater the apparent anarchy, the more perfect is its sway. It is the supreme law of unreason."