Okay kiddo, so imagine you have a bunch of numbers, and you want to see how they're spread out. Sometimes when we have a lot of numbers, it's hard to tell what's going on just by looking at them. Zolotarev's Lemma is a way to help us understand how they're spread out without having to look at all of them one by one.
One way to think about it is by imagining a seesaw. Imagine putting a bunch of of our numbers on one side of the seesaw and putting another bunch of numbers on the other side. If the seesaw is balanced, that means the two groups of numbers have the same sort of average value. If the seesaw tips more to one side, that means one group of numbers, on average, is bigger than the other group.
Zolotarev's Lemma gives us a way of knowing how much the seesaw is tipping without actually having to balance the numbers on a seesaw. It tells us that we can use something called "probability distributions" to find out how different sets of numbers compare to one another.
Now, probability distributions are a little tricky, but you can think of them as sort of like recipes. Just like a recipe tells you how much of each ingredient to use to make a cake, a probability distribution tells you how likely it is that a certain number will show up in a group. When we use probability distributions to compare two sets of numbers, we can see how much they overlap. The more they overlap, the more likely it is that they have the same average value.
So, Zolotarev's Lemma helps us compare two sets of numbers just by looking at their probability distributions. We can see how much they overlap, and that tells us how balanced they are. It's kind of like using a seesaw, but without having to actually balance the numbers on it.