Friday, 27 April 2012

Central limit theorem

Central limit theory is defined in the probability it states that in certain conditions many of the distributions get closer to the normal distribution (Click this if you want more information on central limit) . The main feature of it is mean of large number of independent random variables will be normally distributed when each have finite mean and variance.
It also states that Population of mean that is created from the mean of infinite number of random population of size (n) then all of them occurred from given parent population. But in the Central Limit Theorem Examples it is not considered as the parent population and states:
(a) The mean for the population mean is equal to the mean of parent population from which that population mean will drawn.
(b)  According to central limit theorem standard deviation of the population mean is equal to the standard deviation of the parent population that is divided by the square root of size of sample that is equal to n.
(c)  And for Central Limit Theorem, the random distribution of the n size of sample will approximately be normally distributed.
So when there are a1 , a2 , a3...... an be the set of ‘N‘ variables that are independent and every xi have its probability distribution as p (a1 , a2 …. an) that have the mean ‘µ’ and also the variance that is denoted as s2 then the normal variate form is:
norm = (∑n i=1 xi - ∑n i=1 µ i ) / √∑n i=1 s2 i .
It has a distribution function that is cumulative that approaches to normal distribution. In general define central limit theorem as the any of set of weal convergence theories.


In upcoming posts we will discuss about standard deviation of normally distributed random variable and Polar/rectangular coordinates. Visit our website for information on ICSE board question papers

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