Central Limit Theorem

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2023 Mar 9 1:10
Editor
Edited
Edited
2024 Dec 3 11:38

CLT

중심극한 정리

독립적인 확률 변수들의 합이
Normal distribution
에 근사하는 현상
under certain conditions, the distribution of sample means of a sufficiently large sample size drawn from any distribution with a finite mean and variance will tend to a normal distribution, regardless of the shape of the original distribution
if you take repeated samples of size n from a population with a mean μ and a standard deviation σ, and calculate the mean of each sample, then the distribution of these means will be approximately normal with a mean of μ and a standard deviation of σ/√n, as n becomes larger

Condition

Basically requires
iid
however
 
 
 
 
 

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