Timeline for CLT for a converging array of random variables
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 10, 2021 at 1:15 | vote | accept | mdou | ||
| Jul 10, 2021 at 1:14 | comment | added | mdou | None of $X_1,\ldots,X_k$ has actually to be normally distributed let alone jointly. But since they are i.i.d. they will satisfy CLT. | |
| Jul 9, 2021 at 17:48 | comment | added | Michael Hardy | It is not generally true that if $U,V$ are normally distributed then so is $U+V.$ For example, let $V=\pm U,$ where $\text{“$\pm$”}$ it is $\text{“$+$”}$ with probability $1/2$ and otherwise $\text{“$-$”},$ independently of $U.$ Then $\Pr(U+V=0)>0$ and $\Pr(U+V\ne0)>0,$ so this sum is not normally distributed. $\qquad$ | |
| Jul 9, 2021 at 17:45 | comment | added | Michael Hardy | You haven't said that each of $X_1,\ldots,X_k$ is normally distributed. Did you intend that to be understood? If so, it should be mentioned. | |
| Jul 9, 2021 at 13:28 | history | became hot network question | |||
| Jul 9, 2021 at 7:03 | answer | added | Nate Eldredge | timeline score: 5 | |
| Jul 9, 2021 at 5:31 | review | First posts | |||
| Jul 9, 2021 at 5:52 | |||||
| Jul 9, 2021 at 5:28 | history | asked | mdou | CC BY-SA 4.0 |