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Results tagged with large-deviations
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user 101810
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Fast Algorithms for sum of independent random variables
CLT implies the sum of n i.i.d random variables,after property normalized converge to a Normal distribution as n goes to infinity.
Furthermore, Linderberg's condition points out not necessarily ident …
- 21
0
votes
Fast Algorithms for sum of independent random variables
Thanks for losif Pinelis's answer.Here is my original thought.
Let's start with a concrete example.
Assume we want to sum Xi where Xi is in the form Xi=C(j)*Z(m),
where C(j) are positive real number …
- 21