Central limit theorem is one of the fundamental results in probability theory. Since it has significant applications in statistics, numerous variations of this result have been generated. Two excellent books on the historical development of the CLT are Adams [2009] and Fischer [2010]. We shall prove the basic CLT in two ways–via cumulants and via cfs.

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Central limit theorem

  • Arup Bose

摘要

Central limit theorem is one of the fundamental results in probability theory. Since it has significant applications in statistics, numerous variations of this result have been generated. Two excellent books on the historical development of the CLT are Adams [2009] and Fischer [2010]. We shall prove the basic CLT in two ways–via cumulants and via cfs.