Central Limit Theorem

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Sum of independent variables converges to normal distribution.

Full Definition

Sum of independent variables converges to normal distribution.

Keywords

Gaussian

Domains

Probability & Statistics

Related Terms

Likelihood Function related to

Probability of data given parameters.

 Posterior Distribution related to

Updated belief after observing data.

 Prior Distribution related to

Belief before observing data.

 Marginalization related to

Eliminating variables by integrating over them.

 Variance related to

Measure of spread around the mean.

 Covariance related to

Measures joint variability between variables.

 Correlation related to

Normalized covariance.

 Law of Large Numbers related to

Sample mean converges to expected value.

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