Category:Central Limit Theorem
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This category contains pages concerning Central Limit Theorem:
Let $X_1, X_2, \ldots$ be a sequence of independent identically distributed real-valued random variables with:
- expectation $\expect {X_i} = \mu \in \R$
- variance $\var {X_i} = \sigma^2 > 0$
Let:
- $\ds S_n = \sum_{i \mathop = 1}^n X_i$
Then:
- $\dfrac {S_n - n \mu} {\sqrt {n \sigma^2} } \xrightarrow D \Gaussian 0 1$ as $n \to \infty$
that is, converges in distribution to a standard Gaussian.
Pages in category "Central Limit Theorem"
The following 2 pages are in this category, out of 2 total.