Category Archives: asymptotic

Central Limit Theorem, Normal Distribution and Entropy

Posted on December 13, 2011 by Bruce Zhou

A simple form of The Central Limit Theorem: For identically independent distributed random vectors ; let . If , . When I first learn the central limit theorem, I’m always curious why the sum of a large number of random … Continue reading →

Posted in asymptotic, entropy, probability | 3 Comments

Stochastic o and O symbols

Posted on August 21, 2011 by Bruce Zhou

Stochastic and symbols are the basic symbols for Asymptotic Statistics or Large Sample Theory. (i) : if . sequence of random variables is of smaller order in probability than a sequence . In particular, , “small oh-P-one”, if and only … Continue reading →

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