释义 |
central limit theorem
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 central limit theorem
cen·tral lim·it the·o·remthe sum (or average) of n realizations of the same process, provided only that it has a finite variance, will approach the gaussian distribution as n becomes indefinitely large. This theory provides a broad warrant for the use of normal theory even for nongaussian data. In the form stated here, it constitutes the classical version; more general versions allow serious relaxation of the usual assumptions.Central Limit Theorem
Central Limit TheoremThe Law of Large Numbers states that as a sample of independent, identically distributed random numbers approaches infinity, its probability density function approaches the normal distribution. See: Normal Distribution.Central Limit TheoremIn statistics, a theory stating that as the sample size of identically distributed, random numbers approaches infinity, it is more likely that the distribution of the numbers will approximate normal distribution. That is, the mean of all samples within that universe of numbers will be roughly the mean of the whole sample.AcronymsSeeCLT |