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Lecture 4a: Central Limit Theorem (15-750)

Professor

24:22·2020·graduate level

This lecture provides a rigorous statement of the Central Limit Theorem, covering sums of independent random variables and standardization techniques.

Sums of independent random variables, refresher on properties of variance, standardizing random variables, and a statement of the Central Limit Theorem. Lecture 4a of "CS Theory Toolkit": a semester-long graduate course on math and CS fundamentals for research in theoretical computer science, taught at Carnegie Mellon University.

Resources for this lecture:

Feller's book, "Introduction to probability theory and its applications"

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