What is wrong with the following statement of the central limit theorem?
Central Limit Theorem. If the random variables X1, X2, X3, …, Xn are a random sample of size n from any distribution with finite mean μ and variance σ2, then the distribution of will be approximately normal, with a standard deviation of σ / √n.
Central limit theorem :
If the random variables X1,X2, .....Xn are a random sample of size n from any distribution with finite mean and variance , then the distribution of SAMPLE MEAN, will be approximately normal with standard deviation of
the statement in the given question , the term sample mean is missing
Distribution of sample mean follow Normal with mean =
and standard deviation ,
when n is large
Get Answers For Free
Most questions answered within 1 hours.