This makes some sense to me that i've just found....
The Central Limit Theorem
A very important and useful concept in statistics is the Central Limit Theorem. There are essentially three things we want to learn about any distribution: 1) The location of its center; 2) its width, 3) and how it is distributed. The central limit theorem helps us approximate all three.
Central Limit Theorem: As sample size increases, the sampling distribution of sample means approaches that of a normal distribution with a mean the same as the population and a standard deviation equal to the standard deviation of the population divided by the square root of n (the sample size).
Stated another way, if you draw simple random samples (SRS) of size n from any population whatsoever with mean (mu) and finite standard deviation (omega), when n is large, the sampling distribution of the sample means (Xbar)is close to a normal distribution with mean (mu) and standard deviation (omega/ square root of (n). This normal distribution is often denoted by: N(mu, omega / square root of (n)).