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central limit theorem

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4 articles trouvés pour ce sujet.
Central Limit Theorem and Law of Large Numbers 2000-06-26
Jonathan Yam pose la question :
The Central limit Theorem states that when sample size tends to infinity, the sample mean will be normally distributed. The Law of Large Number states that when sample size tends to infinity, the sample mean equals to population mean. Is the two statements contradictory?
Paul Betts and Harley Weston lui répond.
A Monte Carlo Procedure 1997-04-23
Donna Hall pose la question :
A irregularly shaped object of unknown area A is located in the unit square 0<=x<=1. Consider a random point uniformly distributed over the square. Let X = 1 if the point lies inside the object and X = 0 otherwise. Show that E(X) = A. How could A be estimated from a sequence of n independent points uniformly distributed over the square? How would you use the central limit theorem to gauge the probable size of the error of the estimate.
Harley Weston lui répond.
The Central Limit Theorem 1997-04-21
Donna Hall pose la question :
A skeptic gives the following argument to show that there must be a flaw in the central limit theorem:
We know that the sum of independent Poisson random variables follows a Poisson distribution with a parameter that is the sum of the parameters of the summands. In particular, if n independent Poisson random variables, each with parameter 1/n, are summed, the sum has a Poisson distribution with parameter 1. The central limit theoren says the sum tends to a normal distribution, but Poisson distribution with parameter 1 is not normal.

What do you think of this argument?
Neal Madras lui répond.

The normal distribution. 1997-03-21
Donna D.Hall pose la question :
I am looking for a proof for the normal distribution.

I suppose "proof" was not a good choice of words. What I am looking for is a way to "derive" the normal distribution in simple terms so that the most average teenager can see the logic. Can you help me?
Harley Weston lui répond.




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