○ unseen · kind concept · level 0 · 0h
- Requiere: Statistics
Sample means of i.i.d. draws converge to a normal distribution as n grows — the bridge that lets you do inference on a single sample.
In Probability theory, the central limit theorem (CLT) states that, under appropriate conditions, the distribution of a normalized version of the sample mean converges to a standard normal distribution. This holds even if the original variables themselves are not normally distributed. There are several versions of the CLT, each applying in the context of different conditions.
Enlaces
- Requiere: Statistics