Höfuðsetning tölfræðinnar

Höfuðsetning tölfræðinnar[1] eða meginmarkgildissetning tölfræðinnar[1] (stundum kölluð höfuðsetning líkindafræðinnar eða einfaldlega höfuðsetningin) er setning í stærðfræði sem segir að dreifing meðaltala slembiúrtaka úr þýði nálgast normaldreifingu því betur sem fleiri úrtök eru tekin (þ.e. þá verður úrtak meðaltalanna stærra).

Setning

Ef að eru óháðar slembibreytur sem fylgja sömu dreifingu, og fyrir hvert þeirra gildir að og , þá gildir:

þegar að n er stórt, þar sem að er stöðluð normaldreifing með meðaltal 0 og staðalfrávik 1.

Tilvísanir

  1. 1,0 1,1 „central limit theorem“. Afrit af upprunalegu geymt þann 5. mars 2016. Sótt 17. ágúst 2011. {{cite web}}: Margir |archivedate= og |archive-date= tilgreindir (hjálp); Margir |archiveurl= og |archive-url= tilgreindir (hjálp)
  Þessi tölfræðigrein er stubbur. Þú getur hjálpað til með því að bæta við greinina.

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