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The law of large numbers and the central limit theorem
Why averages converge and why they are normally distributed.
The law of large numbers: sample means converge to the expectation. The central limit theorem: their fluctuations, scaled by √n, are normal. Picture it: the histogram of averages narrowing and turning bell-shaped as n grows. Think it: the CLT is a fixed-point statement. The normal is the distribution that sums of itself leave unchanged.
Үйлдэл · limit of (1 + 1/n)^n as n -> oo
Limit of (1 + 1/n)^n as n → oo
Алхам алхмаар
- \lim_{n \to \infty^+-} \left(1 + \frac{1}{n}\right)^{n}
Try direct substitution first.
- \
As x grows without bound, compare the fastest-growing terms (or divide top and bottom by the highest power).
- = e
Take the limit.
Хариулт
Одоо та Даалгавар сонго, эсвэл бич, эсвэл зур. Бүх алхам, зураг, хариулт нь асуулт асуух хүртэл нуугдаж байдаг.
Үнэгүй бүртгэл нь хичээл бүрийн тэмдэглэл, төгссөн хичээл, шийдсэн даалгаврын тэмдэглэл, энэ хуудсан дээр асууж болох багшийг нэгтгэж өгдөг. Математик нь бүртгэлтэй, бүртгэлтэйгүй хэн бүхэнд нээлттэй.
Бүртгүүлэх НэвтрэхЭнд ашигласан тэмдэгтүүд
Бүх тодорхойлолт, зураг, үсгийн утгыг харахын тулд ямар ч тэмдэгтийг дарна уу.
Яаж: The law of large numbers and the central limit theorem
- Try direct substitution first.
- As x grows without bound, compare the fastest-growing terms (or divide top and bottom by the highest power).
- Take the limit.
Хүмүүс асуудаг асуултууд
What is the difference between probability and statistics?
Probability goes from a known model to what the data should look like; statistics goes from data back to the model. Probability theory is the deductive half.
What does the law of large numbers promise?
That the average of many independent samples converges to the expected value. It says nothing about any single trial.
Бүх зүйл Probability Theory
Sample spaces and the axiomsRandom variables and expectationThe common distributions