Category Archives: asymptotic

Central Limit Theorem, Normal Distribution and Entropy

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

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Stochastic o and O symbols

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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