Bài giảng Toán trong công nghệ - Chapter 7: Sums of Random Variables - Nguyễn Linh Trung
Sums of Random Variables • Mean and variance • PDF of sums of independent RVs • Laws of large numbers • Central limit theorems
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Chapter 7: Sums of Random Variables
Sums of Random Variables
• Mean and variance
• PDF of sums of independent RVs
• Laws of large numbers
• Central limit theorems
Mean and Variance
PDF of sums of independent RVs
Example
Sample Mean
Sample Mean
Weak law of large numbers
Weak law of large numbers
Strong law of large numbers
Central Limit Theorem
Proof of Central Limit Theorem
Proof of Central Limit Theorem
Central Limit Theorem
Central Limit Theorem
Example