September 2017
Beginner to intermediate
412 pages
8h 55m
English
Content preview from Java Data Analysis
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The central limit theorem
A random sample is a set of numbers S = {x1, x2,... , xn}, each of which is a measurement of some unknown value that we seek. We can assume that each xi is a value of a random variable Xi, and that all these random variables X1, X2,…, Xn are independent and have the same distribution with mean μ and standard deviation σ. Let Sn and Z be the random variables:
The central limit theorem states that the random variable Z tends to be normally distributed as n gets larger. That means that the PDF of Z will be close to the function ...
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