Lecture

Central Limit Theorem: Proof via Lindeberg's Principle

In course

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Description

This lecture delves into the proof of the Central Limit Theorem using Lindeberg's principle, focusing on the convergence of random variables. The slides present detailed mathematical derivations and comparisons between different random variables, emphasizing the conditions under which the theorem holds. The lecture concludes with a discussion on the implications of the Central Limit Theorem in probability theory and statistics.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_dvdadi65

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Statistics

Statistical inference: Mathematical statistics

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