Lecture 11: Correction To The End Of The CLT Proof
published: May 21, 2010, recorded: September 2007, views: 2642
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There’s a single function, P of X, which describes how each one of them is distributed. So it’s a distribution for each. And then I formed P of N of X was the distribution for the sum scaled by square root of N. So it’s the average – excuse me. There was some assumption we made on the Xs on normalation, that is. We assume they had mean zero and we assume they had standard deviation or variance one, and then if you form the sum, the mean of the sum is zero but the standard deviation or the variant center deviation of the sum is the square root of N, so it’s scaled by the square root of N. ...
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