Skip to content
lectern.tv

Lecture 4c: Berry --Esseen Theorem (15-750)

Professor

16:07·2020·graduate level

This lecture introduces the Berry --Esseen Theorem, presenting it as a practical extension of the Central Limit Theorem that provides explicit error bounds for approximation accuracy.

The Berry--Esseen Theorem -- that is, the useful version of the Central Limit Theorem with explicit error bounds. Lecture 4c 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"

Comments

Add a comment...Sign in