central limit theorem

Noun

Meaning

(statistics and mathematics, singular only) The theorem that states that if the sum of independent identically distributed random variables has a finite variance, then it will be approximately normally distributed.

(mathematics, countable) Any of various similar theorems.

Examples

A hypothesis (referred to as the Tweedie hypothesis) has been proposed to explain the genesis of pink noise on the basis of a mathematical convergence theorem related to the central limit theorem of statistics. Source: Internet

Convergence to the limit The central limit theorem gives only an asymptotic distribution. Source: Internet

An important example of a log-concave density is a function constant inside a given convex body and vanishing outside; it corresponds to the uniform distribution on the convex body, which explains the term "central limit theorem for convex bodies". Source: Internet

A simplified formulation of the central limit theorem under strong mixing is: Billingsley (1995, Theorem 27.4) Theorem. Source: Internet

Central limit theorem main "The central limit theorem (CLT) is one of the great results of mathematics." Source: Internet

From another viewpoint, the central limit theorem explains the common appearance of the "Bell Curve" in density estimates applied to real world data. Source: Internet

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