Search results with tag "Limit theorem theorem"

Convergence in Distribution Central Limit Theorem

Central Limit Theorem Theorem. [Central Limit Theorem (CLT)] Let X1;X2;X3;::: be a sequence of independent RVs having mean „ and variance ¾2 and a common distribution function F(x) and moment generating function M(t) deflned in a neighbourhood of zero. Let Sn = Xn i=1 Xn Then lim n!1 P • Sn ¡n„ ¾ p n • x ‚ = '(x) That is Sn ¡n ...

  Limits, Theorem, Limit theorem, Limit theorem theorem