Mathematical Statistics (2024): Lecture 13

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The Central Limit Theorem!

In this video:
🔹 Definition of Asymptotic Normality 1:40
🔹 Statement of the Central Limit Theorem 3:03
🔹 Proof of the Central Limit Theorem 6:30
🔹 The CLT is for Sums as Well as Sample Means 27:46
🔹 Probability Computations with the Normal Distribution (z-tables!) 32:10
🔹 The Chi-Squared Distribution 49:07
🔹 Numerical Example of the CLT in Action 59:35

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Madame, thank you for all you do, you explain every detail ! It's such a pleasure to follow your lectures

putin_navsegda
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Excellent lecture. I think the integral you used for explict calculation should have upper limit 5100, instead of 5000.

AbhijitGuptamjj
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There is one thing we really need to know. Are you a Baysian or frequentist? :))

lukasuhl
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I really like your proof of the central limit theorem. Thanks!

jayfarrell