Chapter 6. Probability Theory Shown by Simulation

 

"I cannot believe that God plays dice with the cosmos."

 
 --– Albert Einstein

This section includes simulation experiments to show some aspects of probability theory and mathematical statistics. It will turn out that simulations make it easy to understand basic theorems. The weak law of large numbers, but especially the central limit theorem, are discussed in detail. The latter is probably the most important theorem in statistics and worth discussing in detail. First, some very well-known basics are introduced.

Some basics on probability theory

Probability theory is a branch of mathematics, and it forms the basics to infer from a sample to a population. Together with the field of analytical statistics, ...

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