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It is usually supposed that the central limit theorem explains why various quantities we find in nature are approximately normally distributed-people's heights, examination grades, snowflake sizes, and so on. This sort of explanation is found in many textbooks across the sciences, particularly in biology, economics, and sociology. Contrary to this received wisdom, I argue that in many cases we are not justified in claiming that the central limit theorem explains why a particular quantity is normally distributed, and that in some cases, we are actually wrong.
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