diff options
Diffstat (limited to 'content/know/concept/central-limit-theorem/index.pdc')
-rw-r--r-- | content/know/concept/central-limit-theorem/index.pdc | 14 |
1 files changed, 7 insertions, 7 deletions
diff --git a/content/know/concept/central-limit-theorem/index.pdc b/content/know/concept/central-limit-theorem/index.pdc index a957736..518c224 100644 --- a/content/know/concept/central-limit-theorem/index.pdc +++ b/content/know/concept/central-limit-theorem/index.pdc @@ -53,7 +53,7 @@ $$\begin{aligned} \phi(k) = \int_{-\infty}^\infty p(x) \exp(i k x) \dd{x} \end{aligned}$$ -Note that $\phi(k)$ can be interpreted as the average of $\exp(i k x)$. +Note that $\phi(k)$ can be interpreted as the average of $\exp\!(i k x)$. We take its Taylor expansion in two separate ways, where an overline denotes the mean: @@ -62,7 +62,7 @@ $$\begin{aligned} = \sum_{n = 0}^\infty \frac{k^n}{n!} \: \phi^{(n)}(0) \qquad \phi(k) - = \overline{\exp(i k x)} = \sum_{n = 0}^\infty \frac{(ik)^n}{n!} \overline{x^n} + = \overline{\exp\!(i k x)} = \sum_{n = 0}^\infty \frac{(ik)^n}{n!} \overline{x^n} \end{aligned}$$ By comparing the coefficients of these two power series, @@ -88,12 +88,12 @@ using our earlier relation: $$\begin{aligned} C^{(1)} &= - i \dv{k} \Big(\ln\!\big(\phi(k)\big)\Big) \big|_{k = 0} - = - i \frac{\phi'(0)}{\exp(0)} + = - i \frac{\phi'(0)}{\exp\!(0)} = \overline{x} \\ C^{(2)} &= - \dv[2]{k} \Big(\ln\!\big(\phi(k)\big)\Big) \big|_{k = 0} - = \frac{\big(\phi'(0)\big)^2}{\exp(0)^2} - \frac{\phi''(0)}{\exp(0)} + = \frac{\big(\phi'(0)\big)^2}{\exp\!(0)^2} - \frac{\phi''(0)}{\exp\!(0)} = - \overline{x}^2 + \overline{x^2} = \sigma^2 \end{aligned}$$ @@ -153,7 +153,7 @@ with $\sqrt{N}$ appearing in the arguments of $\phi_n$: $$\begin{aligned} \phi_z(k) &= \idotsint - \Big( \prod_{n = 1}^N p(x_n) \Big) \: \delta\Big( z - \frac{1}{\sqrt{N}} \sum_{n = 1}^N x_n \Big) \exp(i k z) + \Big( \prod_{n = 1}^N p(x_n) \Big) \: \delta\Big( z - \frac{1}{\sqrt{N}} \sum_{n = 1}^N x_n \Big) \exp\!(i k z) \dd{x_1} \cdots \dd{x_N} \\ &= \idotsint @@ -184,7 +184,7 @@ $$\begin{aligned} = i k \overline{z} - \frac{k^2}{2} \sigma_z^2 \\ \phi_z(k) - &\approx \exp(i k \overline{z}) \exp\!(- k^2 \sigma_z^2 / 2) + &\approx \exp\!(i k \overline{z}) \exp\!(- k^2 \sigma_z^2 / 2) \end{aligned}$$ We take its inverse Fourier transform to get the density $p(z)$, @@ -194,7 +194,7 @@ which is even already normalized: $$\begin{aligned} p(z) = \hat{\mathcal{F}}^{-1} \{\phi_z(k)\} - &= \frac{1}{2 \pi} \int_{-\infty}^\infty \exp\!\big(\!-\! i k (z - \overline{z})\big) \exp(- k^2 \sigma_z^2 / 2) \dd{k} + &= \frac{1}{2 \pi} \int_{-\infty}^\infty \exp\!\big(\!-\! i k (z - \overline{z})\big) \exp\!(- k^2 \sigma_z^2 / 2) \dd{k} \\ &= \frac{1}{\sqrt{2 \pi \sigma_z^2}} \exp\!\Big(\!-\! \frac{(z - \overline{z})^2}{2 \sigma_z^2} \Big) \end{aligned}$$ |