Artificial Intelligence, AI, Data Science, Data Analysis, Statistics.
distribution of Xn piles up near µ. This isn’t enough to help us approximate probability statements about Xn. For this, we need the central limit theorem. Suppose that X1,…, Xn are iid with mean µ and variance σ2. The central limit theorem (CLT) says that. Xn = n−1 SUMMi*Xi has a distribution that