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Central limit theorem

Last week we derived the central limit theorem with the following assumptions:

We assumed that each individual measurement x_{ij} is represented by stochastic variables which independent and identically distributed (iid). This defined the sample mean of of experiment i with n samples as

\overline{x}_i=\frac{1}{n}\sum_{j} x_{ij}.

and the sample variance

\sigma^2_i=\frac{1}{n}\sum_{j} \left(x_{ij}-\overline{x}_i\right)^2.