Poincaré's baker
There's a story that, while almost certainly apocryphal, allows us to look in more detail at the way in which the central limit theorem allows us to reason about how distributions are formed. It concerns the celebrated nineteenth century French polymath Henri Poincaré who, so the story goes, weighed his bread every day for a year.
Baking was a regulated profession, and Poincaré discovered that, while the weights of the bread followed a normal distribution, the peak was at 950g rather than the advertised 1kg. He reported his baker to the authorities and so the baker was fined.
The next year, Poincaré continued to weigh his bread from the same baker. He found the mean value was now 1kg, but that the distribution was no longer symmetrical ...
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