Lecture

Central Limit Theorem: Illustration and Applications

Description

This lecture covers the Central Limit Theorem (CLT) and its applications in statistics. It explains how the CLT applies to independent and identically distributed random variables, showcasing how empirical densities converge to the normal distribution. The theorem states that as the sample size increases, the sample mean follows a normal distribution. Various examples and illustrations are provided to demonstrate the concept.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_brgud2u1

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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