Reference Entry

Central Limit Theorems

Edited by John Black, Nigar Hashimzade and Gareth Myles

in A Dictionary of Economics

Fourth edition

Published in print January 2012 | ISBN: 9780199696321
Published online May 2013 | e-ISBN: 9780191759130
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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