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1401: 1396: 1391: 1386: 3646: 121:, which was published in 1812. Laplace expanded De Moivre's finding by approximating the binomial distribution with the normal distribution. But as with De Moivre, Laplace's finding received little attention in his own time. It was not until the twentieth century was at an end that the importance of the central limit theorem was discerned, when, in 1901, Russian mathematician 3570: 3979:
tables to format in limited pages; however, that sample size might be too small. See below "Using graphics and simulation.." by Marasinghe et al, and see "Identification of Misconceptions in the Central Limit Theorem and Related Concepts and Evaluation of Computer Media as a Remedial
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of a convolution is the product of the characteristic functions of the densities involved, the central limit theorem has yet another restatement: the product of the characteristic functions of a number of density functions tends to the characteristic function of the normal density as the number of
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of their densities (if these densities exist). Thus the central limit theorem can be interpreted as a statement about the properties of density functions under convolution: the convolution of a number of density functions tends to the normal density as the number of density functions increases
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Tool" by Yu, Chong Ho and Dr. John T. Behrens, Arizona State University & Spencer Anthony, Univ. of Oklahoma, Annual Meeting of the American Educational Research Association, presented April 19, 1995, paper revised in Feb 12, 1997, webpage (accessed 2007-10-25):
618: 113:, who, in a remarkable article published in 1733, used the normal distribution to approximate the distribution of the number of heads resulting from many tosses of a fair coin. This finding was far ahead of its time, and was nearly forgotten until the famous French mathematician 3971:> 29; however, research since 1990, has indicated larger samples, such as 100 or 250, might be needed if the population is skewed far from normal: the more skew, the larger the sample needed. The conditions might be rare, but critical when they occur: 1075: 1609:
The Central Limit Theorem, as an approximation for a finite number of observations, provides a reasonable approximation only when close to the peak of the normal distribution; it requires a very large number of observations to stretch into the tails.
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Whereas the central limit theorem for sums of random variables requires the condition of finite variance, the corresponding theorem for products requires the corresponding condition that the density function be square-integrable (see Rempala 2002).
1857: 3135: 2295: 3389: 1284: 38:, following a Gaussian distribution, or bell-shaped curve). The CLT indicates for large sample size (n>29 or 100), that the sampling distribution will have the same mean as the population, but variance divided by sample size (see: 3996:
Marasinghe, M., Meeker, W., Cook, D. & Shin, T.S.(1994 August), "Using graphics and simulation to teach statistical concepts", Paper presented at the Annual meeting of the American Statistician Association, Toronto,
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of a product is simply the sum of the logs of the factors, so the log of a product of random variables that take only positive values tends to have a normal distribution, which makes the product itself have a
2741: 2345:" The idea is that dividing the function by appropriate normalizing functions and looking at the limiting behavior of the result can tell us much about the limiting behavior of the original function itself. 2448: 506: 370: 3208: 3696: 3016: 3863: 3700: 2564: 3357: 2395: 955: 2646: 3688: 2808: 67:, this explains the high frequency occurrence of the normal probability distribution. For other generalizations for finite variance which do not require identical distribution, see 2343: 2118: 2678: 1717: 2510: 1895: 1649:
independent identical discrete variables, the curve that joins the centers of the upper faces of the rectangles forming the histogram converges toward a gaussian curve as
3787: 2832: 2765: 3027: 3565:{\displaystyle \lim _{n\to \infty }\sum _{i=1}^{n}{\mbox{E}}\left({\frac {(X_{i}-\mu _{i})^{2}}{s_{n}^{2}}}:\left|X_{i}-\mu _{i}\right|>\varepsilon s_{n}\right)=0} 1671: 2183: 1922: 1360: 2468: 2176: 2147: 2072: 1951: 57: 1095: 3807: 3711:
There are a number of useful and interesting examples arising from the central limit theorem. Below are brief outlines of two such examples and here are a
4030:, Nauchnoe Nasledie P.L.Chebysheva. Vypusk Pervyi: Matematika. (Russian) Edited by S. N. Bernstein.] Academiya Nauk SSSR, Moscow-Leningrad, 1945. 174 pp. 125:
defined it in general terms and proved precisely how it worked mathematically. Nowadays, the central limit theorem is considered to be the unofficial
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is the largest power of n which if serves as a normalizing function would provide a non-trivial (non-zero) limiting behavior. Interestingly enough,
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tells us what is happening "in between" The Law of Large Numbers and The Central Limit Theorem. Specifically it says that the normalizing function
4097: 3755:. Due to the central limit theorem this smoothing can be approximated by several filter steps that can be computed much faster, like the simple 1958: 109:
The central limit theorem has an interesting history. The first version of this theorem was postulated by the French-born English mathematician
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But, this limit is just the characteristic function of a standard normal distribution, N(0,1), and the central limit theorem follows from the
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Flipping a large number of coins will result in a normal distribution for the total number of heads (or equivalently total number of tails).
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article details such an application of the central limit theorem in the simple case of a discrete variable taking only two possible values.
2860: 751: 420: 629: 613:{\displaystyle \lim _{n\rightarrow \infty }{\mbox{P}}\left({\frac {{\overline {X}}_{n}-\mu }{\sigma /{\sqrt {n}}}}\leq z\right)=\Phi (z)} 3868: 2888:. Many physical quantities (especially mass or length, which are a matter of scale and cannot be negative) are the product of different 2879:
The central limit theorem tells us what to expect about the sum of independent random variables, but what about the product? Well, the
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In the same setting and with the same notation as above, we can replace the Lyapunov condition with the following weaker one (from
3150: 2947: 3812: 3712: 1617:, although in this case the convergence of the sum toward a normal distribution has singular properties: namely, a sum of 2905: 2517: 3293: 2360: 1417:
A graphical representation of the centra limit theorem can be formed by plotting random means of a population. Consider
1070:{\displaystyle Z_{n}={\frac {n{\overline {X}}_{n}-n\mu }{\sigma {\sqrt {n}}}}=\sum _{i=1}^{n}{Y_{i} \over {\sqrt {n}}}.} 2149:
and its approximation and then dividing by the next term in the expansion we arrive to a more refined statement about
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is being studied in classical probability theory. Under certain regularity conditions, by The Law of Large Numbers,
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as well as The Central Limit Theorem are partial solutions to a general problem: "What is the limiting behavior of
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S. Artstein, K. Ball, F. Barthe and A. Naor, "Solution of Shannon's Problem on the Monotonicity of Entropy",
2768: 86: 4081: 2774: 2848: 1634: 1374: 82: 49: 4067: 2302: 2077: 1852:{\displaystyle f(n)=a_{1}\varphi _{1}(n)+a_{2}\varphi _{2}(n)+O(\varphi _{3}(n))\ (n\rightarrow \infty ).} 2299:
here one can say that: "the difference between the function and its approximation grows approximately as
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For the CLT, it is recommended to plot the means upwards to 30 points (sample size 30).If we standardize
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There are some theorems which treat the case of sums of non-independent variables, for instance the
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be a sequence of independent random variables defined on the same probability space. Assume that
2885: 2813: 2746: 69: 2290:{\displaystyle \lim _{n\to \infty }{\frac {f(n)-a_{1}\varphi _{1}(n)}{\varphi _{2}(n)}}=a_{2}} 1674: 1656: 1924:- the coefficient at the highest-order term in the expansion representing the rate at which 1900: 1685: 1626: 1338: 1325: 1306: 1279:{\displaystyle \left^{n}=\left^{n}\,\rightarrow \,e^{-t^{2}/2},\quad n\rightarrow \infty .} 114: 2453: 2152: 2123: 2048: 1927: 8: 4105:
is a site with many resources for teaching statistics including the Central Limit Theorem
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to that of the normal distribution, as proven by Artstein, Ball, Barthe and Naor.
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By simple properties of characteristic functions, the characteristic function of
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will tend to be distributed according to a particular "attractor distribution".
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density functions increases without bound, under the conditions stated above.
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The theorem most often called the central limit theorem is the following. Let
3981: 143: 4080:(Select the Sampling Distribution CLT Experiment from the drop-down list of 3759:. From the central limit theorem you know, that for achieving a Gaussian of 1613:
The Central Limit theorem also applies to sums of independent and identical
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are used to illustrate the cases. The cutoff with n > 29 has allowed
2036:{\displaystyle \lim _{n\to \infty }{\frac {f(n)}{\varphi _{1}(n)}}=a_{1}.} 4091: 3748: 3724: 2871:, since the characteristic function is essentially a Fourier transform. 2852: 1378: 1294: 731: 408: 384: 138:
See Bernstein (1945) for a historical discussion focusing on the work of
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of The Central Limit Theorem provides a non-trivial limiting behavior.
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is one of the most popular tools employed to approach such questions.
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converges towards the standard normal distribution N(0,1) as above.
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G. Rempala and J. Wesolowski, "Asymptotics of products of sums and
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which provide values of first two constants in informal expansion:
928:, it is easy to see that the standardised mean of the observations 720:{\displaystyle {\overline {X}}_{n}=S_{n}/n=(X_{1}+\cdots +X_{n})/n} 287:
In order to clarify the word "approaches" in the last sentence, we
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and zero otherwise. Then the distribution of the standardized sum
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parameter to this template to explain the issue with the article.
2736:{\displaystyle {\frac {S_{n}-n\mu }{n^{\frac {1}{\beta }}}}\to 0} 1297:
of characteristic functions implies convergence in distribution.
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that led to the first proofs of the C.L.T. in a general setting.
2443:{\displaystyle {\frac {S_{n}-n\mu }{\sqrt {n}}}\rightarrow \xi } 1316:− μ)) exists and is finite, then the above convergence is 750:, the central limit theorem has a remarkably simple proof using 365:{\displaystyle Z_{n}={\frac {S_{n}-n\mu }{\sigma {\sqrt {n}}}}.} 2889: 2810:
intermediate in size between n of The Law of Large Numbers and
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The probability distribution for total distance covered in a
3203:{\displaystyle \lim _{n\to \infty }{\frac {r_{n}}{s_{n}}}=0.} 4070:
interactive simulation w/ a variety of modifiable parameters
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interactive simulation to experiment with various parameters
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as above, and it approaches a standard normal distribution.
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Since many real populations yield distributions with finite
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converges towards the standard normal distribution N(0,1).
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The convergence normal is monotonic, in the sense that the
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and the speed of convergence is at least on the order of 1/
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Informally, something along these lines is happening when
3011:{\displaystyle s_{n}^{2}=\sum _{i=1}^{n}\sigma _{i}^{2}.} 4013:
Understanding Probability: Chance Rules in Everyday Life
2874: 2837: 259:. Furthermore, informally speaking, the distribution of 58:
independent and identically-distributed random variables
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of the sum of two or more independent variables is the
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represents a single random variable from the sample:
1341: 1098: 958: 787: 737: 632: 509: 423: 308: 2892:factors, so they follow a log-normal distribution. 2559:{\displaystyle S_{n}\approx \mu n+\xi {\sqrt {n}}.} 1637:corresponding to a continuous variable (namely the 1633:whose probability distribution converges towards a 1473:. N represents the size of the population. Derive 1369:Pictures of a distribution being "smoothed out" by 4028:On the work of P.L.Chebyshev in Probability Theory 3926: 3857: 3801: 3781: 3564: 3352:{\displaystyle Z_{n}={\frac {S_{n}-m_{n}}{s_{n}}}} 3351: 3202: 3129: 3010: 2856:without bound, under the conditions stated above. 2826: 2802: 2759: 2735: 2672: 2640: 2558: 2504: 2462: 2442: 2390:{\displaystyle {\frac {S_{n}}{n}}\rightarrow \mu } 2389: 2337: 2289: 2170: 2141: 2112: 2066: 2035: 1945: 1916: 1889: 1851: 1665: 1354: 1278: 1069: 870: 719: 612: 489: 364: 183:of random variables which are defined on the same 153: 3599:}), i.e., the expectation of the random variable 117:rescued it from obscurity in his monumental work 56:. They all express the fact that any sum of many 4068:CLT in NetLogo (Connected Probability - ProbLab) 3394: 3155: 2188: 1963: 1701:approaches infinity?" In mathematical analysis, 742:For a theorem of such fundamental importance to 511: 425: 1435:will represent the mean of a random sample and 4016:, Cambridge: Cambridge University Press, 2004. 2641:{\displaystyle E(|X_{1}|)^{\beta }<\infty } 3655:needs attention from an expert in Mathematics 1377:and three subsequent summations, obtained by 4021:Journal of the American Mathematical Society 3992: 3990: 3706: 1708:Suppose we have an asymptotic expansion of 1300: 897:  that goes to zero more rapidly than 3967:For decades, large sample size was set as 3697:central limit theorem for mixing processes 2867:An equivalent statement can be made about 754:. It is similar to the proof of a (weak) 3987: 3751:of a signal with an appropriately scaled 1410:Illustration of the central limit theorem 1231: 1227: 20:Illustration of the central limit theorem 4088:Generate sampling distributions in Excel 4039:Electronic Communications in Probability 3727:(biased or unbiased) will tend toward a 919:− μ)/σ, the standardised value of 3963: 3961: 3959: 3701:central limit theorem for convex bodies 3635: 770:) = 1), the characteristic function of 4074:General Central Limit Theorem Activity 3743:Signals can be smoothed by applying a 3670:may be able to help recruit an expert. 3374: 3217:condition). We again consider the sum 3021:Assume that the third central moments 2803:{\displaystyle {\sqrt {n\log \log n}}} 2899: 2875:Products of positive random variables 2838:Alternative statements of the theorem 1412:for further details on these images.) 3956: 3738: 3639: 2842: 2338:{\displaystyle a_{2}\varphi _{2}(n)} 2113:{\displaystyle a_{1}\varphi _{1}(n)} 1681:Relation to the law of large numbers 102: 119:Théorie Analytique des Probabilités 13: 3809:filters with windows of variances 3404: 3165: 2635: 2397:and by The Central Limit Theorem, 2198: 1973: 1897:and taking the limit will produce 1840: 1660: 1645:of the realisations of the sum of 1270: 738:Proof of the central limit theorem 598: 521: 472: 435: 14: 4115: 4045: 3689:m-dependent central limit theorem 2769:The Law of the Iterated Logarithm 2673:{\displaystyle 1\leq \beta <2} 2120:". Taking the difference between 1641:). This means that if we build a 1625:, so that we are confronted to a 1482:from 1 to whichever sample size. 3713:large number of CLT applications 3693:martingale central limit theorem 3644: 2906:Lyapunov's central limit theorem 2505:{\displaystyle N(0,\sigma ^{2})} 1399: 1394: 1389: 1384: 405:cumulative distribution function 2935:and finite standard deviation σ 1890:{\displaystyle \varphi _{1}(n)} 1597:), we obtain the same variable 1263: 858: 154:Classical central limit theorem 4090:Specify arbitrary population, 3472: 3445: 3401: 3269:and its standard deviation is 3162: 2727: 2623: 2618: 2603: 2599: 2499: 2480: 2434: 2381: 2332: 2326: 2268: 2262: 2247: 2241: 2215: 2209: 2195: 2165: 2159: 2136: 2130: 2107: 2101: 2061: 2055: 2011: 2005: 1990: 1984: 1970: 1953:changes in its leading term. 1940: 1934: 1884: 1878: 1843: 1837: 1831: 1825: 1822: 1816: 1803: 1794: 1788: 1762: 1756: 1730: 1724: 1267: 1228: 862: 852: 839: 804: 798: 706: 674: 607: 601: 518: 481: 475: 466: 447: 432: 1: 4004: 3383:in 1920). For every ε > 0 238:. Then the expected value of 229: + ... +  4052:Animated examples of the CLT 1635:probability density function 984: 758:. For any random variable, 639: 547: 389:standard normal distribution 100:Tijms (2004, p.169) writes: 7: 3937: 3782:{\displaystyle \sigma ^{2}} 3715:, presented as part of the 2929:has finite expected value μ 2827:{\displaystyle {\sqrt {n}}} 2760:{\displaystyle {\sqrt {n}}} 397:convergence in distribution 395:approaches ∞ (this is 10: 4120: 4057:Central Limit Theorem Java 4041:, vol. 7, pp. 47-54, 2002. 2568:It could be shown that if 2045:Informally, one can say: " 1293:, which confirms that the 407:of N(0,1), then for every 95: 3707:Applications and examples 3362:then the distribution of 1631:discrete random variables 1619:discrete random variables 1615:discrete random variables 28:The Central Limit Theorem 3949: 3235:. The expected value of 1686:The law of large numbers 1623:discrete random variable 1301:Convergence to the limit 752:characteristic functions 189:probability distribution 4094:, and sample statistic. 3668:WikiProject Mathematics 2886:log-normal distribution 2861:characteristic function 2589:, ... are i.i.d. and 2074:grows approximately as 1861:dividing both parts by 1666:{\displaystyle \infty } 1381:of density functions): 1375:density of distribution 1291:Lévy continuity theorem 893:" for some function of 766:and unit variance (var( 210:exist and are finite. 198:. Assume that both the 129:of probability theory. 3928: 3859: 3803: 3783: 3566: 3429: 3353: 3204: 3131: 3069: 3012: 2989: 2828: 2804: 2761: 2737: 2674: 2642: 2560: 2506: 2464: 2444: 2391: 2339: 2291: 2172: 2143: 2114: 2068: 2037: 1947: 1918: 1891: 1853: 1667: 1356: 1280: 1071: 1042: 872: 721: 614: 491: 375:Then, distribution of 366: 4062:Central Limit Theorem 3929: 3860: 3804: 3784: 3567: 3409: 3354: 3205: 3140:are finite for every 3132: 3049: 3013: 2969: 2829: 2805: 2762: 2738: 2675: 2643: 2561: 2507: 2465: 2445: 2392: 2340: 2292: 2173: 2144: 2115: 2069: 2038: 1948: 1919: 1917:{\displaystyle a_{1}} 1892: 1854: 1675:binomial distribution 1668: 1357: 1355:{\displaystyle Z_{n}} 1305:If the third central 1281: 1072: 1022: 873: 722: 615: 492: 367: 46:central limit theorem 4076:& corresponding 3869: 3813: 3793: 3766: 3747:, which is just the 3636:Non-independent case 3390: 3294: 3278:. If we standardize 3151: 3028: 2948: 2814: 2775: 2747: 2684: 2652: 2593: 2518: 2474: 2463:{\displaystyle \xi } 2454: 2401: 2361: 2303: 2184: 2171:{\displaystyle f(n)} 2153: 2142:{\displaystyle f(n)} 2124: 2078: 2067:{\displaystyle f(n)} 2049: 1959: 1946:{\displaystyle f(n)} 1928: 1901: 1865: 1718: 1657: 1339: 1326:Berry-Esséen theorem 1096: 956: 785: 756:law of large numbers 630: 507: 421: 399:). This means: if Φ( 306: 115:Pierre-Simon Laplace 32:normally distributed 4023:17, 975-982 (2004). 3973:computer animations 3923: 3899: 3854: 3830: 3729:normal distribution 3496: 3375:Lindeberg condition 3045: 3004: 2965: 1639:normal distribution 748:applied probability 270:normal distribution 48:is any of a set of 41:Illustration of CLT 3924: 3909: 3885: 3855: 3840: 3816: 3799: 3789:you have to apply 3779: 3562: 3482: 3435: 3408: 3349: 3200: 3169: 3127: 3075: 3031: 3008: 2990: 2951: 2900:Lyapunov condition 2869:Fourier transforms 2824: 2800: 2757: 2733: 2670: 2638: 2556: 2502: 2470:is distributed as 2460: 2440: 2387: 2335: 2287: 2202: 2168: 2139: 2110: 2064: 2033: 1977: 1943: 1914: 1887: 1849: 1663: 1373:(showing original 1352: 1276: 1067: 868: 717: 610: 531: 525: 500:or, equivalently, 487: 445: 439: 362: 204:standard deviation 148:Aleksandr Lyapunov 123:Aleksandr Lyapunov 54:probability theory 3802:{\displaystyle n} 3753:Gaussian function 3739:Signal processing 3717:SOCR CLT Activity 3685: 3684: 3611:} whose value is 3497: 3434: 3393: 3347: 3192: 3154: 3074: 2843:Density functions 2822: 2798: 2755: 2725: 2722: 2551: 2432: 2431: 2379: 2272: 2187: 2015: 1962: 1830: 1703:asymptotic series 1210: 1183: 1131: 1129: 1062: 1060: 1017: 1014: 987: 891:little o notation 831: 642: 582: 579: 550: 530: 510: 444: 424: 357: 354: 213:Consider the sum 187:, share the same 185:probability space 142:and his students 140:Pafnuty Chebyshev 136: 135: 111:Abraham de Moivre 4111: 4082:SOCR Experiments 3998: 3994: 3985: 3965: 3933: 3931: 3930: 3925: 3922: 3917: 3898: 3893: 3881: 3880: 3864: 3862: 3861: 3856: 3853: 3848: 3829: 3824: 3808: 3806: 3805: 3800: 3788: 3786: 3785: 3780: 3778: 3777: 3680: 3677: 3671: 3657:. Please add a 3648: 3647: 3640: 3571: 3569: 3568: 3563: 3555: 3551: 3550: 3549: 3534: 3530: 3529: 3528: 3516: 3515: 3498: 3495: 3490: 3481: 3480: 3479: 3470: 3469: 3457: 3456: 3443: 3436: 3432: 3428: 3423: 3407: 3358: 3356: 3355: 3350: 3348: 3346: 3345: 3336: 3335: 3334: 3322: 3321: 3311: 3306: 3305: 3209: 3207: 3206: 3201: 3193: 3191: 3190: 3181: 3180: 3171: 3168: 3136: 3134: 3133: 3128: 3126: 3122: 3121: 3116: 3115: 3111: 3110: 3109: 3097: 3096: 3076: 3072: 3068: 3063: 3044: 3039: 3017: 3015: 3014: 3009: 3003: 2998: 2988: 2983: 2964: 2959: 2833: 2831: 2830: 2825: 2823: 2818: 2809: 2807: 2806: 2801: 2799: 2779: 2766: 2764: 2763: 2758: 2756: 2751: 2742: 2740: 2739: 2734: 2726: 2724: 2723: 2715: 2709: 2699: 2698: 2688: 2679: 2677: 2676: 2671: 2647: 2645: 2644: 2639: 2631: 2630: 2621: 2616: 2615: 2606: 2565: 2563: 2562: 2557: 2552: 2547: 2530: 2529: 2511: 2509: 2508: 2503: 2498: 2497: 2469: 2467: 2466: 2461: 2449: 2447: 2446: 2441: 2433: 2427: 2426: 2416: 2415: 2405: 2396: 2394: 2393: 2388: 2380: 2375: 2374: 2365: 2344: 2342: 2341: 2336: 2325: 2324: 2315: 2314: 2296: 2294: 2293: 2288: 2286: 2285: 2273: 2271: 2261: 2260: 2250: 2240: 2239: 2230: 2229: 2204: 2201: 2177: 2175: 2174: 2169: 2148: 2146: 2145: 2140: 2119: 2117: 2116: 2111: 2100: 2099: 2090: 2089: 2073: 2071: 2070: 2065: 2042: 2040: 2039: 2034: 2029: 2028: 2016: 2014: 2004: 2003: 1993: 1979: 1976: 1952: 1950: 1949: 1944: 1923: 1921: 1920: 1915: 1913: 1912: 1896: 1894: 1893: 1888: 1877: 1876: 1858: 1856: 1855: 1850: 1828: 1815: 1814: 1787: 1786: 1777: 1776: 1755: 1754: 1745: 1744: 1672: 1670: 1669: 1664: 1403: 1398: 1393: 1388: 1361: 1359: 1358: 1353: 1351: 1350: 1285: 1283: 1282: 1277: 1259: 1258: 1254: 1249: 1248: 1226: 1225: 1220: 1216: 1215: 1211: 1206: 1205: 1196: 1184: 1182: 1174: 1173: 1164: 1147: 1146: 1141: 1137: 1136: 1132: 1130: 1125: 1120: 1114: 1113: 1076: 1074: 1073: 1068: 1063: 1061: 1056: 1054: 1053: 1044: 1041: 1036: 1018: 1016: 1015: 1010: 1004: 994: 993: 988: 980: 973: 968: 967: 877: 875: 874: 869: 851: 850: 832: 827: 826: 817: 797: 796: 776:Taylor's theorem 726: 724: 723: 718: 713: 705: 704: 686: 685: 667: 662: 661: 649: 648: 643: 635: 619: 617: 616: 611: 594: 590: 583: 581: 580: 575: 573: 564: 557: 556: 551: 543: 539: 532: 528: 524: 496: 494: 493: 488: 459: 458: 446: 442: 438: 371: 369: 368: 363: 358: 356: 355: 350: 344: 334: 333: 323: 318: 317: 103: 50:weak-convergence 4119: 4118: 4114: 4113: 4112: 4110: 4109: 4108: 4078:SOCR CLT Applet 4048: 4026:S.N.Bernstein, 4007: 4002: 4001: 3995: 3988: 3966: 3957: 3952: 3944:Diversification 3940: 3918: 3913: 3894: 3889: 3876: 3872: 3870: 3867: 3866: 3849: 3844: 3825: 3820: 3814: 3811: 3810: 3794: 3791: 3790: 3773: 3769: 3767: 3764: 3763: 3745:Gaussian filter 3741: 3709: 3681: 3675: 3672: 3666: 3649: 3645: 3638: 3631: 3545: 3541: 3524: 3520: 3511: 3507: 3506: 3502: 3491: 3486: 3475: 3471: 3465: 3461: 3452: 3448: 3444: 3442: 3441: 3437: 3430: 3424: 3413: 3397: 3391: 3388: 3387: 3377: 3370: 3341: 3337: 3330: 3326: 3317: 3313: 3312: 3310: 3301: 3297: 3295: 3292: 3291: 3286: 3277: 3268: 3262: 3252: 3243: 3233: 3229: 3222: 3186: 3182: 3176: 3172: 3170: 3158: 3152: 3149: 3148: 3117: 3105: 3101: 3092: 3088: 3087: 3083: 3082: 3081: 3077: 3070: 3064: 3053: 3040: 3035: 3029: 3026: 3025: 2999: 2994: 2984: 2973: 2960: 2955: 2949: 2946: 2945: 2940: 2934: 2928: 2919: 2902: 2877: 2845: 2840: 2817: 2815: 2812: 2811: 2778: 2776: 2773: 2772: 2750: 2748: 2745: 2744: 2714: 2710: 2694: 2690: 2689: 2687: 2685: 2682: 2681: 2653: 2650: 2649: 2626: 2622: 2617: 2611: 2607: 2602: 2594: 2591: 2590: 2588: 2581: 2574: 2546: 2525: 2521: 2519: 2516: 2515: 2493: 2489: 2475: 2472: 2471: 2455: 2452: 2451: 2411: 2407: 2406: 2404: 2402: 2399: 2398: 2370: 2366: 2364: 2362: 2359: 2358: 2356: 2320: 2316: 2310: 2306: 2304: 2301: 2300: 2281: 2277: 2256: 2252: 2251: 2235: 2231: 2225: 2221: 2205: 2203: 2191: 2185: 2182: 2181: 2154: 2151: 2150: 2125: 2122: 2121: 2095: 2091: 2085: 2081: 2079: 2076: 2075: 2050: 2047: 2046: 2024: 2020: 1999: 1995: 1994: 1980: 1978: 1966: 1960: 1957: 1956: 1929: 1926: 1925: 1908: 1904: 1902: 1899: 1898: 1872: 1868: 1866: 1863: 1862: 1810: 1806: 1782: 1778: 1772: 1768: 1750: 1746: 1740: 1736: 1719: 1716: 1715: 1696: 1683: 1658: 1655: 1654: 1605: 1592: 1583: 1574: 1562: 1555: 1548: 1541: 1527: 1520: 1513: 1499: 1492: 1481: 1468: 1459: 1452: 1441: 1434: 1425: 1346: 1342: 1340: 1337: 1336: 1315: 1303: 1250: 1244: 1240: 1236: 1232: 1221: 1201: 1197: 1195: 1191: 1175: 1169: 1165: 1163: 1156: 1152: 1151: 1142: 1124: 1119: 1115: 1109: 1105: 1104: 1100: 1099: 1097: 1094: 1093: 1088: 1055: 1049: 1045: 1043: 1037: 1026: 1009: 1005: 989: 979: 978: 974: 972: 963: 959: 957: 954: 953: 947: 940: 933: 927: 918: 909: 846: 842: 822: 818: 816: 792: 788: 786: 783: 782: 740: 709: 700: 696: 681: 677: 663: 657: 653: 644: 634: 633: 631: 628: 627: 574: 569: 565: 552: 542: 541: 540: 538: 537: 533: 526: 514: 508: 505: 504: 454: 450: 440: 428: 422: 419: 418: 383: 349: 345: 329: 325: 324: 322: 313: 309: 307: 304: 303: 298: 268:approaches the 267: 246: 237: 228: 221: 178: 171: 164: 156: 98: 92: 44:). Formally, a 12: 11: 5: 4117: 4107: 4106: 4100: 4099:Another proof. 4095: 4085: 4071: 4065: 4059: 4054: 4047: 4046:External links 4044: 4043: 4042: 4037:-statistics", 4031: 4024: 4017: 4006: 4003: 4000: 3999: 3986: 3954: 3953: 3951: 3948: 3947: 3946: 3939: 3936: 3921: 3916: 3912: 3908: 3905: 3902: 3897: 3892: 3888: 3884: 3879: 3875: 3852: 3847: 3843: 3839: 3836: 3833: 3828: 3823: 3819: 3798: 3776: 3772: 3757:moving average 3740: 3737: 3736: 3735: 3732: 3708: 3705: 3683: 3682: 3652: 3650: 3643: 3637: 3634: 3627: 3573: 3572: 3561: 3558: 3554: 3548: 3544: 3540: 3537: 3533: 3527: 3523: 3519: 3514: 3510: 3505: 3501: 3494: 3489: 3485: 3478: 3474: 3468: 3464: 3460: 3455: 3451: 3447: 3440: 3427: 3422: 3419: 3416: 3412: 3406: 3403: 3400: 3396: 3376: 3373: 3366: 3360: 3359: 3344: 3340: 3333: 3329: 3325: 3320: 3316: 3309: 3304: 3300: 3282: 3273: 3264: 3254: 3248: 3239: 3231: 3227: 3220: 3211: 3210: 3199: 3196: 3189: 3185: 3179: 3175: 3167: 3164: 3161: 3157: 3138: 3137: 3125: 3120: 3114: 3108: 3104: 3100: 3095: 3091: 3086: 3080: 3067: 3062: 3059: 3056: 3052: 3048: 3043: 3038: 3034: 3019: 3018: 3007: 3002: 2997: 2993: 2987: 2982: 2979: 2976: 2972: 2968: 2963: 2958: 2954: 2936: 2930: 2924: 2915: 2901: 2898: 2876: 2873: 2844: 2841: 2839: 2836: 2821: 2797: 2794: 2791: 2788: 2785: 2782: 2754: 2732: 2729: 2721: 2718: 2713: 2708: 2705: 2702: 2697: 2693: 2669: 2666: 2663: 2660: 2657: 2637: 2634: 2629: 2625: 2620: 2614: 2610: 2605: 2601: 2598: 2586: 2579: 2572: 2555: 2550: 2545: 2542: 2539: 2536: 2533: 2528: 2524: 2501: 2496: 2492: 2488: 2485: 2482: 2479: 2459: 2439: 2436: 2430: 2425: 2422: 2419: 2414: 2410: 2386: 2383: 2378: 2373: 2369: 2352: 2334: 2331: 2328: 2323: 2319: 2313: 2309: 2284: 2280: 2276: 2270: 2267: 2264: 2259: 2255: 2249: 2246: 2243: 2238: 2234: 2228: 2224: 2220: 2217: 2214: 2211: 2208: 2200: 2197: 2194: 2190: 2167: 2164: 2161: 2158: 2138: 2135: 2132: 2129: 2109: 2106: 2103: 2098: 2094: 2088: 2084: 2063: 2060: 2057: 2054: 2032: 2027: 2023: 2019: 2013: 2010: 2007: 2002: 1998: 1992: 1989: 1986: 1983: 1975: 1972: 1969: 1965: 1942: 1939: 1936: 1933: 1911: 1907: 1886: 1883: 1880: 1875: 1871: 1848: 1845: 1842: 1839: 1836: 1833: 1827: 1824: 1821: 1818: 1813: 1809: 1805: 1802: 1799: 1796: 1793: 1790: 1785: 1781: 1775: 1771: 1767: 1764: 1761: 1758: 1753: 1749: 1743: 1739: 1735: 1732: 1729: 1726: 1723: 1692: 1682: 1679: 1662: 1601: 1588: 1579: 1570: 1560: 1553: 1546: 1537: 1525: 1518: 1509: 1497: 1488: 1477: 1464: 1457: 1448: 1439: 1430: 1421: 1415: 1414: 1349: 1345: 1313: 1302: 1299: 1287: 1286: 1275: 1272: 1269: 1266: 1262: 1257: 1253: 1247: 1243: 1239: 1235: 1230: 1224: 1219: 1214: 1209: 1204: 1200: 1194: 1190: 1187: 1181: 1178: 1172: 1168: 1162: 1159: 1155: 1150: 1145: 1140: 1135: 1128: 1123: 1118: 1112: 1108: 1103: 1084: 1078: 1077: 1066: 1059: 1052: 1048: 1040: 1035: 1032: 1029: 1025: 1021: 1013: 1008: 1003: 1000: 997: 992: 986: 983: 977: 971: 966: 962: 945: 938: 931: 923: 914: 905: 879: 878: 867: 864: 861: 857: 854: 849: 845: 841: 838: 835: 830: 825: 821: 815: 812: 809: 806: 803: 800: 795: 791: 739: 736: 728: 727: 716: 712: 708: 703: 699: 695: 692: 689: 684: 680: 676: 673: 670: 666: 660: 656: 652: 647: 641: 638: 621: 620: 609: 606: 603: 600: 597: 593: 589: 586: 578: 572: 568: 563: 560: 555: 549: 546: 536: 523: 520: 517: 513: 498: 497: 486: 483: 480: 477: 474: 471: 468: 465: 462: 457: 453: 449: 437: 434: 431: 427: 379: 373: 372: 361: 353: 348: 343: 340: 337: 332: 328: 321: 316: 312: 294: 284:approaches ∞. 263: 253:standard error 242: 233: 226: 217: 200:expected value 176: 169: 162: 155: 152: 134: 133: 130: 107: 97: 94: 25: 24: 9: 6: 4: 3: 2: 4116: 4104: 4101: 4098: 4096: 4093: 4089: 4086: 4083: 4079: 4075: 4072: 4069: 4066: 4063: 4060: 4058: 4055: 4053: 4050: 4049: 4040: 4036: 4032: 4029: 4025: 4022: 4018: 4015: 4014: 4009: 4008: 3993: 3991: 3983: 3978: 3974: 3970: 3964: 3962: 3960: 3955: 3945: 3942: 3941: 3935: 3919: 3914: 3910: 3906: 3903: 3900: 3895: 3890: 3886: 3882: 3877: 3873: 3850: 3845: 3841: 3837: 3834: 3831: 3826: 3821: 3817: 3796: 3774: 3770: 3762: 3758: 3754: 3750: 3746: 3733: 3730: 3726: 3722: 3721: 3720: 3718: 3714: 3704: 3702: 3698: 3694: 3690: 3679: 3669: 3664: 3660: 3656: 3653:This article 3651: 3642: 3641: 3633: 3630: 3626: 3622: 3618: 3614: 3610: 3606: 3602: 3598: 3594: 3590: 3586: 3582: 3578: 3559: 3556: 3552: 3546: 3542: 3538: 3535: 3531: 3525: 3521: 3517: 3512: 3508: 3503: 3499: 3492: 3487: 3483: 3476: 3466: 3462: 3458: 3453: 3449: 3438: 3425: 3420: 3417: 3414: 3410: 3398: 3386: 3385: 3384: 3382: 3372: 3369: 3365: 3342: 3338: 3331: 3327: 3323: 3318: 3314: 3307: 3302: 3298: 3290: 3289: 3288: 3285: 3281: 3276: 3272: 3267: 3261: 3257: 3251: 3247: 3242: 3238: 3234: 3223: 3216: 3213:(This is the 3197: 3194: 3187: 3183: 3177: 3173: 3159: 3147: 3146: 3145: 3143: 3123: 3118: 3112: 3106: 3102: 3098: 3093: 3089: 3084: 3078: 3065: 3060: 3057: 3054: 3050: 3046: 3041: 3036: 3032: 3024: 3023: 3022: 3005: 3000: 2995: 2991: 2985: 2980: 2977: 2974: 2970: 2966: 2961: 2956: 2952: 2944: 2943: 2942: 2939: 2933: 2927: 2923: 2918: 2914: 2909: 2907: 2897: 2893: 2891: 2887: 2882: 2872: 2870: 2865: 2862: 2857: 2854: 2850: 2835: 2819: 2795: 2792: 2789: 2786: 2783: 2780: 2770: 2752: 2730: 2719: 2716: 2711: 2706: 2703: 2700: 2695: 2691: 2667: 2664: 2661: 2658: 2655: 2632: 2627: 2612: 2608: 2596: 2585: 2578: 2571: 2566: 2553: 2548: 2543: 2540: 2537: 2534: 2531: 2526: 2522: 2513: 2494: 2490: 2486: 2483: 2477: 2457: 2437: 2428: 2423: 2420: 2417: 2412: 2408: 2384: 2376: 2371: 2367: 2355: 2351: 2346: 2329: 2321: 2317: 2311: 2307: 2297: 2282: 2278: 2274: 2265: 2257: 2253: 2244: 2236: 2232: 2226: 2222: 2218: 2212: 2206: 2192: 2179: 2162: 2156: 2133: 2127: 2104: 2096: 2092: 2086: 2082: 2058: 2052: 2043: 2030: 2025: 2021: 2017: 2008: 2000: 1996: 1987: 1981: 1967: 1954: 1937: 1931: 1909: 1905: 1881: 1873: 1869: 1859: 1846: 1834: 1819: 1811: 1807: 1800: 1797: 1791: 1783: 1779: 1773: 1769: 1765: 1759: 1751: 1747: 1741: 1737: 1733: 1727: 1721: 1713: 1711: 1706: 1704: 1700: 1695: 1691: 1687: 1678: 1676: 1652: 1648: 1644: 1640: 1636: 1632: 1628: 1624: 1620: 1616: 1611: 1607: 1604: 1600: 1596: 1591: 1587: 1582: 1578: 1573: 1569: 1564: 1559: 1552: 1545: 1540: 1536: 1532: 1531: 1524: 1517: 1512: 1508: 1504: 1503: 1496: 1491: 1487: 1483: 1480: 1476: 1472: 1467: 1463: 1456: 1451: 1447: 1443: 1438: 1433: 1429: 1424: 1420: 1413: 1411: 1406: 1405: 1404: 1402: 1397: 1392: 1387: 1382: 1380: 1376: 1372: 1367: 1365: 1364:monotonically 1347: 1343: 1334: 1329: 1327: 1323: 1319: 1312: 1308: 1298: 1296: 1292: 1273: 1264: 1260: 1255: 1251: 1245: 1241: 1237: 1233: 1222: 1217: 1212: 1207: 1202: 1198: 1192: 1188: 1185: 1179: 1176: 1170: 1166: 1160: 1157: 1153: 1148: 1143: 1138: 1133: 1126: 1121: 1116: 1110: 1106: 1101: 1092: 1091: 1090: 1087: 1083: 1064: 1057: 1050: 1046: 1038: 1033: 1030: 1027: 1023: 1019: 1011: 1006: 1001: 998: 995: 990: 981: 975: 969: 964: 960: 952: 951: 950: 948: 941: 934: 926: 922: 917: 913: 908: 904: 900: 896: 892: 888: 884: 865: 859: 855: 847: 843: 836: 833: 828: 823: 819: 813: 810: 807: 801: 793: 789: 781: 780: 779: 777: 773: 769: 765: 761: 757: 753: 749: 745: 735: 733: 714: 710: 701: 697: 693: 690: 687: 682: 678: 671: 668: 664: 658: 654: 650: 645: 636: 626: 625: 624: 604: 595: 591: 587: 584: 576: 570: 566: 561: 558: 553: 544: 534: 515: 503: 502: 501: 484: 478: 469: 463: 460: 455: 451: 429: 417: 416: 415: 413: 410: 406: 402: 398: 394: 390: 386: 382: 378: 359: 351: 346: 341: 338: 335: 330: 326: 319: 314: 310: 302: 301: 300: 297: 293: 290: 285: 283: 279: 275: 271: 266: 262: 258: 254: 250: 245: 241: 236: 232: 225: 222: =  220: 216: 211: 209: 205: 201: 197: 193: 190: 186: 182: 175: 168: 161: 151: 149: 145: 144:Andrey Markov 141: 131: 128: 124: 120: 116: 112: 108: 105: 104: 101: 93: 90: 88: 84: 80: 78: 73: 71: 66: 61: 59: 55: 51: 47: 43: 42: 37: 33: 29: 23: 21: 16: 15: 4103:CAUSEweb.org 4038: 4034: 4027: 4020: 4011: 4010:Henk Tijms, 3968: 3742: 3710: 3686: 3673: 3662: 3658: 3654: 3628: 3624: 3620: 3616: 3612: 3608: 3604: 3600: 3596: 3592: 3588: 3584: 3580: 3576: 3574: 3378: 3367: 3363: 3361: 3287:by setting 3283: 3279: 3274: 3270: 3265: 3259: 3255: 3249: 3245: 3240: 3236: 3225: 3218: 3212: 3141: 3139: 3020: 2941:. We define 2937: 2931: 2925: 2921: 2916: 2912: 2910: 2903: 2894: 2878: 2866: 2858: 2846: 2583: 2576: 2569: 2567: 2514: 2353: 2349: 2347: 2298: 2180: 2044: 1955: 1860: 1714: 1709: 1707: 1698: 1693: 1689: 1684: 1650: 1646: 1612: 1608: 1602: 1598: 1594: 1593:- μ) / (σ / 1589: 1585: 1580: 1576: 1571: 1567: 1565: 1557: 1550: 1543: 1538: 1534: 1533: 1529: 1522: 1515: 1510: 1506: 1505: 1501: 1494: 1489: 1485: 1484: 1478: 1474: 1470: 1465: 1461: 1454: 1449: 1445: 1444: 1436: 1431: 1427: 1422: 1418: 1416: 1407: 1383: 1368: 1330: 1321: 1310: 1304: 1288: 1085: 1081: 1079: 943: 936: 929: 924: 920: 915: 911: 906: 902: 898: 894: 889: ) is " 886: 882: 880: 771: 767: 762:, with zero 759: 741: 729: 622: 499: 411: 400: 392: 387:towards the 380: 376: 374: 299:by setting 295: 291: 286: 281: 277: 273: 264: 260: 256: 248: 243: 239: 234: 230: 223: 218: 214: 212: 207: 191: 173: 166: 159: 157: 137: 118: 99: 91: 75: 68: 62: 45: 39: 27: 26: 17: 4092:sample size 3982:CWisdom-rtf 3749:convolution 3725:random walk 3144:, and that 2853:convolution 1653:approaches 1621:is still a 1575:by setting 1379:convolution 1295:convergence 732:sample mean 409:real number 289:standardize 196:independent 179:, ... be a 52:results in 4005:References 3676:March 2009 2859:Since the 1362:increases 901:. Letting 744:statistics 414:, we have 391:N(0,1) as 255:is σ  251:μ and its 202:μ and the 87:Kolmogorov 18:Also see: 3977:Student-t 3911:σ 3904:⋯ 3887:σ 3874:σ 3842:σ 3835:… 3818:σ 3771:σ 3575:where E( 3539:ε 3522:μ 3518:− 3463:μ 3459:− 3411:∑ 3405:∞ 3402:→ 3381:Lindeberg 3324:− 3166:∞ 3163:→ 3103:μ 3099:− 3051:∑ 2992:σ 2971:∑ 2904:See also 2881:logarithm 2793:⁡ 2787:⁡ 2728:→ 2720:β 2707:μ 2701:− 2662:β 2659:≤ 2648:for some 2636:∞ 2628:β 2544:ξ 2535:μ 2532:≈ 2491:σ 2458:ξ 2438:ξ 2435:→ 2424:μ 2418:− 2385:μ 2382:→ 2318:φ 2254:φ 2233:φ 2219:− 2199:∞ 2196:→ 2093:φ 1997:φ 1974:∞ 1971:→ 1870:φ 1841:∞ 1838:→ 1808:φ 1780:φ 1748:φ 1661:∞ 1643:histogram 1371:summation 1271:∞ 1268:→ 1238:− 1229:→ 1161:− 1107:φ 1024:∑ 1007:σ 1002:μ 996:− 985:¯ 863:→ 814:− 790:φ 691:⋯ 640:¯ 599:Φ 585:≤ 567:σ 562:μ 559:− 548:¯ 522:∞ 519:→ 473:Φ 461:≤ 436:∞ 433:→ 403:) is the 385:converges 347:σ 342:μ 336:− 127:sovereign 79:condition 72:condition 70:Lindeberg 3938:See also 3761:variance 3699:and the 3587:) is E( 3579: : 3215:Lyapunov 1460:+ ... + 949:is just 194:and are 181:sequence 89:states. 83:Gnedenko 77:Lyapunov 65:variance 3997:Canada. 2849:density 1333:entropy 1318:uniform 942:, ..., 885: ( 774:is, by 730:is the 96:History 3695:, the 3691:, the 3659:reason 3230:+...+X 2890:random 2743:hence 2450:where 1829:  1673:. The 1627:series 1307:moment 881:where 623:where 3950:Notes 3865:with 3661:or a 3619:> 3607:> 3595:> 3583:> 2680:then 1408:(See 1324:(see 280:) as 206:σ of 3663:talk 3536:> 3258:=1.. 2911:Let 2847:The 2665:< 2633:< 1710:f(n) 1563:)/3 1500:) / 1469:) / 910:be ( 764:mean 746:and 146:and 85:and 36:i.e. 3615:if 3395:lim 3253:= ∑ 3244:is 3156:lim 2790:log 2784:log 2189:lim 1964:lim 1697:as 1629:of 1584:= ( 1542:= ( 1528:)/ 1514:= ( 1493:= ( 1453:= ( 1335:of 1328:). 1309:E(( 1089:is 512:lim 426:lim 276:μ,σ 247:is 3989:^ 3958:^ 3934:. 3719:. 3703:. 3603:1{ 3591:1{ 3198:0. 2908:. 2582:, 2575:, 2178:: 1712:: 1556:+ 1549:+ 1521:+ 1426:. 935:, 778:, 734:. 272:N( 172:, 165:, 132:” 106:“ 81:, 74:, 4084:) 4035:U 3984:. 3969:n 3920:2 3915:n 3907:+ 3901:+ 3896:2 3891:1 3883:= 3878:2 3851:2 3846:n 3838:, 3832:, 3827:2 3822:1 3797:n 3775:2 3731:. 3678:) 3674:( 3629:n 3625:Z 3621:c 3617:V 3613:U 3609:c 3605:V 3601:U 3597:c 3593:V 3589:U 3585:c 3581:V 3577:U 3560:0 3557:= 3553:) 3547:n 3543:s 3532:| 3526:i 3513:i 3509:X 3504:| 3500:: 3493:2 3488:n 3484:s 3477:2 3473:) 3467:i 3454:i 3450:X 3446:( 3439:( 3433:E 3426:n 3421:1 3418:= 3415:i 3399:n 3368:n 3364:Z 3343:n 3339:s 3332:n 3328:m 3319:n 3315:S 3308:= 3303:n 3299:Z 3284:n 3280:S 3275:n 3271:s 3266:i 3263:μ 3260:n 3256:i 3250:n 3246:m 3241:n 3237:S 3232:n 3228:1 3226:X 3224:= 3221:n 3219:S 3195:= 3188:n 3184:s 3178:n 3174:r 3160:n 3142:n 3124:) 3119:3 3113:| 3107:i 3094:i 3090:X 3085:| 3079:( 3073:E 3066:n 3061:1 3058:= 3055:i 3047:= 3042:3 3037:n 3033:r 3006:. 3001:2 2996:i 2986:n 2981:1 2978:= 2975:i 2967:= 2962:2 2957:n 2953:s 2938:n 2932:n 2926:n 2922:X 2917:n 2913:X 2820:n 2796:n 2781:n 2753:n 2731:0 2717:1 2712:n 2704:n 2696:n 2692:S 2668:2 2656:1 2624:) 2619:| 2613:1 2609:X 2604:| 2600:( 2597:E 2587:3 2584:X 2580:2 2577:X 2573:1 2570:X 2554:. 2549:n 2541:+ 2538:n 2527:n 2523:S 2500:) 2495:2 2487:, 2484:0 2481:( 2478:N 2429:n 2421:n 2413:n 2409:S 2377:n 2372:n 2368:S 2354:n 2350:S 2333:) 2330:n 2327:( 2322:2 2312:2 2308:a 2283:2 2279:a 2275:= 2269:) 2266:n 2263:( 2258:2 2248:) 2245:n 2242:( 2237:1 2227:1 2223:a 2216:) 2213:n 2210:( 2207:f 2193:n 2166:) 2163:n 2160:( 2157:f 2137:) 2134:n 2131:( 2128:f 2108:) 2105:n 2102:( 2097:1 2087:1 2083:a 2062:) 2059:n 2056:( 2053:f 2031:. 2026:1 2022:a 2018:= 2012:) 2009:n 2006:( 2001:1 1991:) 1988:n 1985:( 1982:f 1968:n 1941:) 1938:n 1935:( 1932:f 1910:1 1906:a 1885:) 1882:n 1879:( 1874:1 1847:. 1844:) 1835:n 1832:( 1826:) 1823:) 1820:n 1817:( 1812:3 1804:( 1801:O 1798:+ 1795:) 1792:n 1789:( 1784:2 1774:2 1770:a 1766:+ 1763:) 1760:n 1757:( 1752:1 1742:1 1738:a 1734:= 1731:) 1728:n 1725:( 1722:f 1699:n 1694:n 1690:S 1651:n 1647:n 1603:n 1599:Z 1595:n 1590:n 1586:A 1581:n 1577:Z 1572:n 1568:A 1561:3 1558:X 1554:2 1551:X 1547:1 1544:X 1539:3 1535:A 1530:2 1526:2 1523:X 1519:1 1516:X 1511:2 1507:A 1502:1 1498:1 1495:X 1490:1 1486:A 1479:n 1475:A 1471:n 1466:n 1462:X 1458:1 1455:X 1450:n 1446:A 1440:n 1437:X 1432:n 1428:A 1423:n 1419:A 1348:n 1344:Z 1322:n 1314:1 1311:X 1274:. 1265:n 1261:, 1256:2 1252:/ 1246:2 1242:t 1234:e 1223:n 1218:] 1213:) 1208:n 1203:2 1199:t 1193:( 1189:o 1186:+ 1180:n 1177:2 1171:2 1167:t 1158:1 1154:[ 1149:= 1144:n 1139:] 1134:) 1127:n 1122:t 1117:( 1111:Y 1102:[ 1086:n 1082:Z 1065:. 1058:n 1051:i 1047:Y 1039:n 1034:1 1031:= 1028:i 1020:= 1012:n 999:n 991:n 982:X 976:n 970:= 965:n 961:Z 946:n 944:X 939:2 937:X 932:1 930:X 925:i 921:X 916:i 912:X 907:i 903:Y 899:t 895:t 887:t 883:o 866:0 860:t 856:, 853:) 848:2 844:t 840:( 837:o 834:+ 829:2 824:2 820:t 811:1 808:= 805:) 802:t 799:( 794:Y 772:Y 768:Y 760:Y 715:n 711:/ 707:) 702:n 698:X 694:+ 688:+ 683:1 679:X 675:( 672:= 669:n 665:/ 659:n 655:S 651:= 646:n 637:X 608:) 605:z 602:( 596:= 592:) 588:z 577:n 571:/ 554:n 545:X 535:( 529:P 516:n 485:, 482:) 479:z 476:( 470:= 467:) 464:z 456:n 452:Z 448:( 443:P 430:n 412:z 401:z 393:n 381:n 377:Z 360:. 352:n 339:n 331:n 327:S 320:= 315:n 311:Z 296:n 292:S 282:n 278:n 274:n 265:n 261:S 257:n 249:n 244:n 240:S 235:n 231:X 227:1 224:X 219:n 215:S 208:D 192:D 177:3 174:X 170:2 167:X 163:1 160:X 34:( 22:.

Index

Illustration of the central limit theorem
normally distributed
i.e.
Illustration of CLT
weak-convergence
probability theory
independent and identically-distributed random variables
variance
Lindeberg
Lyapunov
Gnedenko
Kolmogorov
Abraham de Moivre
Pierre-Simon Laplace
Aleksandr Lyapunov
sovereign
Pafnuty Chebyshev
Andrey Markov
Aleksandr Lyapunov
sequence
probability space
probability distribution
independent
expected value
standard deviation
standard error
normal distribution
standardize
converges
standard normal distribution

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