Central limit theorem
Central limit theorem: A result showing that normalised sums or averages of many independent variables approach a normal distribution under suitable conditions. It justifies many statistical approximations, but convergence speed and abnormal tails matter. Independence and finite variance should not be assumed.
In italiano: Teorema del Limite CentraleLegge II · Probabilità, softmax e modelli generativiIt justifies many statistical approximations, but convergence speed and abnormal tails matter. Independence and finite variance should not be assumed.