Central Limit Theorem

Friday, 16 August 2019

4:54 PM

Even if the data is not normal, the result holds true most of the time

The sum of a large number of independent random variables has a distribution that is approximately normal

Machine generated alternative text:
Central Limit Theorem
, , ... is a random sample taken from a population with
mean and finite variance 02, and if R is the sample mean, then the
limiting distribution of
as n + 00, is the standard normal distribution

Created with Microsoft OneNote 2016.