diff options
| author | Prefetch | 2026-09-14 18:11:38 +0200 |
|---|---|---|
| committer | Prefetch | 2026-09-14 18:11:38 +0200 |
| commit | cc391ce3b9867d88d124e147931d33be34e756fc (patch) | |
| tree | d719cf6ad60f559fcc0c2042907a2c4d8cd62977 /source/know/concept/central-limit-theorem/index.md | |
| parent | 5cacf4ffaf3a9621ab536195f6469f98a420f054 (diff) | |
Improve knowledge base
Diffstat (limited to 'source/know/concept/central-limit-theorem/index.md')
| -rw-r--r-- | source/know/concept/central-limit-theorem/index.md | 26 |
1 files changed, 14 insertions, 12 deletions
diff --git a/source/know/concept/central-limit-theorem/index.md b/source/know/concept/central-limit-theorem/index.md index 42bc05b..0ebad36 100644 --- a/source/know/concept/central-limit-theorem/index.md +++ b/source/know/concept/central-limit-theorem/index.md @@ -17,7 +17,8 @@ and calculating $$M$$ averages $$\mu_m$$ (which involves summing over $$N$$), the resulting means $$\mu_m$$ are normally distributed across the $$M$$ samples if $$N$$ is sufficiently large. -More formally, for $$N$$ independent variables $$x_n$$ with probability distributions $$p(x_n)$$, +More formally, for $$N$$ independent variables $$x_n$$ +with probability distributions $$p(x_n)$$, we define the following totals of all variables, means and variances: $$\begin{aligned} @@ -39,9 +40,9 @@ $$\begin{aligned} } \end{aligned}$$ -We prove this below, -but first we need to introduce some tools. -Given a probability density $$p(x)$$, its [Fourier transform](/know/concept/fourier-transform/) +We prove this below, but first we need to introduce some tools. +Given a probability density $$p(x)$$, +its [Fourier transform](/know/concept/fourier-transform/) is called the **characteristic function** $$\phi(k)$$: $$\begin{aligned} @@ -70,7 +71,8 @@ $$\begin{aligned} = i^n \: \overline{x^n} \end{aligned}$$ -Next, the **cumulants** $$C^{(n)}$$ are defined from the Taylor expansion of $$\ln\!\big(\phi(k)\big)$$: +Next, the **cumulants** $$C^{(n)}$$ are defined +from the Taylor expansion of $$\ln\!\big(\phi(k)\big)$$: $$\begin{aligned} \ln\!\big( \phi(k) \big) @@ -96,9 +98,8 @@ $$\begin{aligned} = - \overline{x}^2 + \overline{x^2} = \sigma^2 \end{aligned}$$ -Now that we have introduced these tools, -we define $$t$$ as the sum -of $$N$$ independent variables $$x_n$$, in other words: +Now that we have introduced these tools, we repeat our definition of $$t$$ +as the sum of $$N$$ independent variables $$x_n$$, in other words: $$\begin{aligned} t @@ -116,10 +117,11 @@ $$\begin{aligned} &= \Big( p_1 * \big( p_2 * ( ... * (p_N * \delta))\big)\Big)(t) \end{aligned}$$ -In other words, the integrals pick out all combinations of $$x_n$$ which -add up to the desired $$t$$-value, and multiply the probabilities -$$p(x_1) p(x_2) \cdots p(x_N)$$ of each such case. This is a convolution, -so the [convolution theorem](/know/concept/convolution-theorem/) +In other words, we integrate over all possible combinations of $$x_n$$, +and use the Dirac delta function to pick out the combinations +where the $$x_n$$ add up to the desired $$t$$-value, +and multiply the probabilities $$p(x_1) \, p(x_2) \cdots p(x_N)$$ of each such case. +This is a convolution, so the [convolution theorem](/know/concept/convolution-theorem/) states that it is a product in the Fourier domain: $$\begin{aligned} |
