Lecture 07-Central Limit Theorem

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  • Опубликовано: 18 ноя 2024

Комментарии • 7

  • @meonyoutube2977
    @meonyoutube2977 4 года назад +3

    at 10:43, in the Fourier transform of phi(z), value of "phi(z)dz" is used as "p(x)q(y)dxdy". This is exactly that was argued as wrong just before. Justification? Explanation?

    • @sisirpynda6054
      @sisirpynda6054 4 года назад

      meon youtube I guess coz in integral all the infinite pairs of x and y are included so for a perticular Z with its set of Paris of X and Y values of probabilities of all such probabilities will be added thus giving true probability of z in dz interval

    • @sisirpynda6054
      @sisirpynda6054 4 года назад

      I just guess that’s the reason

    • @cricketparadise2614
      @cricketparadise2614 3 года назад

      Same question

  • @meonyoutube2977
    @meonyoutube2977 4 года назад +2

    at 26:44, I understand integration variable is dummy, but are limits of integration x1,min, x2,min etc also same? isn't it loss of generality? x1,x2 were uncorrelated...

    • @chethans5908
      @chethans5908 Год назад

      can someone please answer this question

    • @chethans5908
      @chethans5908 Год назад

      As per my current understanding, the central limit theorem requires that xi is identical independent distributed random variables (IID). So all xi's are derived from the same probability distribution function so the p(xi)=p(x) and the limits are also same. Hence the prof took all the things and raised p(x) to the power of N.
      Please correct me if I'm wrong