Reference Entry

Central Limit Theorems

Nigar Hashimzade, Gareth Myles and John Black

in A Dictionary of Economics

Fifth edition

Published in print January 2017 | ISBN: 9780198759430
Published online January 2017 | e-ISBN: 9780191819940
Central Limit Theorems

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A number of results in statistical theory concerning the limiting distribution, under certain conditions, of the (properly scaled) sample average of random variables or random vectors, as the sample size increases to infinity. For example, the Lindeberg–Lévy CLT states that if ...

Reference Entry.  98 words.  Illustrated.

Subjects: Economics

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