Lecture 5, May 24
... EXAMPLE Height of women follows normal distribution with mean 64.5 and standard deviation of 2.5 inches. Find a) The probability that a woman is shorter than 70 in. b) The probability that a woman is between 60 and 70 in tall. c) What is the height 10% of women are shorter than, i.e. what is the 10 ...
... EXAMPLE Height of women follows normal distribution with mean 64.5 and standard deviation of 2.5 inches. Find a) The probability that a woman is shorter than 70 in. b) The probability that a woman is between 60 and 70 in tall. c) What is the height 10% of women are shorter than, i.e. what is the 10 ...
Physics 116C The Distribution of the Sum of Random Variables
... of its width, is σ/ N , which becomes small for large N . These statements tell us that an average over many measurements will be close to the exact average, intuitively what one expects. For example, if one tosses a coin, it should come up heads on average half the time. However, if one tosses a co ...
... of its width, is σ/ N , which becomes small for large N . These statements tell us that an average over many measurements will be close to the exact average, intuitively what one expects. For example, if one tosses a coin, it should come up heads on average half the time. However, if one tosses a co ...
Central limit theorem
In probability theory, the central limit theorem (CLT) states that, given certain conditions, the arithmetic mean of a sufficiently large number of iterates of independent random variables, each with a well-defined expected value and well-defined variance, will be approximately normally distributed, regardless of the underlying distribution. That is, suppose that a sample is obtained containing a large number of observations, each observation being randomly generated in a way that does not depend on the values of the other observations, and that the arithmetic average of the observed values is computed. If this procedure is performed many times, the central limit theorem says that the computed values of the average will be distributed according to the normal distribution (commonly known as a ""bell curve"").The central limit theorem has a number of variants. In its common form, the random variables must be identically distributed. In variants, convergence of the mean to the normal distribution also occurs for non-identical distributions or for non-independent observations, given that they comply with certain conditions.In more general probability theory, a central limit theorem is any of a set of weak-convergence theorems. They all express the fact that a sum of many independent and identically distributed (i.i.d.) random variables, or alternatively, random variables with specific types of dependence, will tend to be distributed according to one of a small set of attractor distributions. When the variance of the i.i.d. variables is finite, the attractor distribution is the normal distribution. In contrast, the sum of a number of i.i.d. random variables with power law tail distributions decreasing as |x|−α−1 where 0 < α < 2 (and therefore having infinite variance) will tend to an alpha-stable distribution with stability parameter (or index of stability) of α as the number of variables grows.