Central limit theorem (English)
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Definition (keystage 4)
Given a distribution with mean μ and variance σ2 , where the variance must be finite, if we take samples of size n with mean [X] , the distribution of this mean tends to N( μ, [(σ2)/n] ) as n → infty .
Relations
- broader:
- (en) Theorem
- references:
- (en) Arithmetic mean
- (en) Gaussian distribution
- (en) Independent
- (en) Random variable
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