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Statistics: Continuous Methods. STAT 452/652. Fall 2008. Lecture 3: Central Limit Effect. (slides only contain intro). Normal distribution. Normal distribution. Normal distribution. 68%. 95%. 99.7%. Central Limit Effect. Summing random variables. B. A. A+B.
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Statistics: Continuous Methods STAT 452/652 Fall 2008 Lecture 3: Central Limit Effect (slides only contain intro)
Normal distribution 68% 95% 99.7%
Summing random variables B A A+B
Summing random variables A, B, C, D A+B A+B+C+D A+B+C
Summing random variables Generally, summation changes the shape of the distribution: number of possible values, spread, mean, etc. There is no simple way to tell what is the distribution of A+B if we know A and B (that is, you HAVE to do some integration and stuff) ... and what about A+B+C+...+Z? We need a miracle to cope with this...
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