Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
that the following probability holds true: The (1-α)100% confidence interval for the unknown population mean μ (Image by Author) As before, we’ll split Eq. (2) as follows: (Image by Author) As per the CLT, as n becomes very large, the CDF of Z_n approaches that of N(0, 1). Hence the probabilities