Limit theorem

Limit theorem

Limit theorem may refer to:
* Central limit theorem, in probability theory
* Edgeworth's limit theorem, in economics

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• Central limit theorem — This figure demonstrates the central limit theorem. The sample means are generated using a random number generator, which draws numbers between 1 and 100 from a uniform probability distribution. It illustrates that increasing sample sizes result… …   Wikipedia

• Illustration of the central limit theorem — This article gives two concrete illustrations of the central limit theorem. Both involve the sum of independent and identically distributed random variables and show how the probability distribution of the sum approaches the normal distribution… …   Wikipedia

• Edgeworth's limit theorem — is an economic theorem created by Francis Ysidro Edgeworth that examines a range of possible outcomes which may result from free market exchange or barter between groups of people. It shows that while the precise location of the final settlement… …   Wikipedia

• Central limit theorem for directional statistics — In probability theory, the central limit theorem states conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed.[1] Directional …   Wikipedia

• Martingale central limit theorem — In probability theory, the central limit theorem says that, under certain conditions, the sum of many independent identically distributed random variables, when scaled appropriately, converges in distribution to a standard normal distribution.… …   Wikipedia

• central limit theorem — Statistics. any of several theorems stating that the sum of a number of random variables obeying certain conditions will assume a normal distribution as the number of variables becomes large. [1950 55] * * * In statistics, any of several… …   Universalium

• Lyapunov's central limit theorem — In probability theory, Lyapunov s central limit theorem is one of the variants of the central limit theorem. Unlike the classical central limit theorem, which requires that the random variables in question be both independent and identically… …   Wikipedia

• Double limit theorem — In hyperbolic geometry, Thurston s double limit theorem gives condition for a sequence of quasi Fuchsian groups to have a convergent subsequence. It was introduced in Thurston (1998, theorem 4.1) and is a major step in Thurston s proof of the… …   Wikipedia

• central limit theorem — noun : any of several fundamental theorems of probability and statistics giving the conditions under which the distribution of a sum of independent random variables can be found approximately by using the normal distribution ; especially : a… …   Useful english dictionary

• Poisson limit theorem — The Poisson theorem gives a Poisson approximation to the binomial distribution, under certain conditions. [Papoulis, Pillai, Probability, Random Variables, and Stochastic Processes , 4th Edition] The theorem If:n ightarrow infty, p ightarrow 0,… …   Wikipedia