STAB22H3 Lecture Notes - Lecture 17: Standard Deviation, Random Variable, Central Limit Theorem

• School: UTSC
• Department: Statistics
• Course: STAB22H3
• Professor: Michael Krashinsky

Document Summary

Pre-lecture seventeen and eighteen: de nition: a collection of random variables x1, x2, . , xn is called a sample if they are independent and identically distributed: denote by x the sample mean of a sample x1, x2, . X1 + x2 + + xn n: by virtue of being a function of unpredictable quantities, the sample mean is also unpredictable, ie the sample mean is itself a random variable, this begs several questions: What is the distribution of x? n: fact: if x is the sample mean of a sample x1, x2, .