central limit theorem

(redirected from Asymptotic normality)
Also found in: Medical, Financial.

central limit theorem

n
(Statistics) statistics the fundamental result that the sum (or mean) of independent identically distributed random variables with finite variance approaches a normally distributed random variable as their number increases, whence in particular if enough samples are repeatedly drawn from any population, the sum of the sample values can be thought of, approximately, as an outcome from a normally distributed random variable
References in periodicals archive ?
Therefore, as general guideline, if we suppose that the hypotheses for the asymptotic normality of [[?
On the Asymptotic Normality for p-mixing Dependent Errors of Wavelet Regression Function Estimator, Acta Mathematicae Applicatae Sinica, 31(2008), 1046-1055.
He discusses the role of expansions and asymptotics in statistics, the basic properties of power series and asymptotic series, the study of rational approximations to functions, and various applications, such as the use of the delta method for bias reduction, variance stabilization, and the construction of normalizing transformations, with a focus on asymptotic normality and efficiency of standard estimators.
where, [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] is a quadratic form obtained as a consequence of the asymptotic normality described in (3).
Mahmoud, Smythe and Szymanski (12) used a representation with a generalized Polya urn to prove the asymptotic normality (1.
1973, On the Asymptotic Normality of the Maximum-Likelihood Estimate When Sampling From a Stable Distribution, Annals of Statistics, 1: 948-957.
GMTs of antibody and their confidence intervals were computed by transforming the results to a logarithmic scale, assuming asymptotic normality conditions were satisfied on the scale and converting back to the original scale.
Full browser ?