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  2. Central limit theorem - Wikipedia

    en.wikipedia.org/wiki/Central_limit_theorem

    If this procedure is performed many times, resulting in a collection of observed averages, the central limit theorem says that if the sample size is large enough, the probability distribution of these averages will closely approximate a normal distribution. The central limit theorem has several variants.

  3. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    Sample size determination or estimation is the act of choosing the number of observations or ... including the law of large numbers and the central limit theorem.

  4. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    Because of the central limit theorem, many test statistics are approximately normally distributed for large samples.Therefore, many statistical tests can be conveniently performed as approximate Z-tests if the sample size is large or the population variance is known.

  5. Standard error - Wikipedia

    en.wikipedia.org/wiki/Standard_error

    1.4 Independent and identically distributed random variables with random sample size. 2 Student approximation when ... in light of the central limit theorem. ...

  6. Student's t-test - Wikipedia

    en.wikipedia.org/wiki/Student's_t-test

    By the central limit theorem, sample means of moderately large samples are often well-approximated by a normal distribution even if the data are not normally distributed. However, the sample size required for the sample means to converge to normality depends on the skewness of the distribution of the original data.

  7. Method of moments (statistics) - Wikipedia

    en.wikipedia.org/wiki/Method_of_moments_(statistics)

    The method of moments was introduced by Pafnuty Chebyshev in 1887 in the proof of the central limit theorem. ... Suppose a sample of size is drawn ...

  8. Law of large numbers - Wikipedia

    en.wikipedia.org/wiki/Law_of_large_numbers

    The limit e it μ is the ... With this method, one can cover the whole x-axis with a grid (with grid size 2h) ... Central limit theorem; Infinite monkey theorem;

  9. Berry–Esseen theorem - Wikipedia

    en.wikipedia.org/wiki/Berry–Esseen_theorem

    In probability theory, the central limit theorem states that, under certain circumstances, the probability distribution of the scaled mean of a random sample converges to a normal distribution as the sample size increases to infinity.