中心极限定理的一个简单交换证明
A Short and Elementary Proof of the Central Limit Theorem by Individual Swapping
摘要:
我们提出了一个简短的证明中心极限定理,这是小学的意义上,没有知识的特征函数,线性算子,或其他先进的结果是必要的。我们的证明是基于Lindeberg的技巧交换一个正常的随机变量,反过来一项。最后给出了证明更强的Lindeberg-Feller中心极限定理所需的修改。
英文摘要:
We present a short proof of the central limit theorem which is elementary in the sense that no knowledge of characteristic functions, linear operators, or other advanced results are needed. Our proof is based on Lindeberg's trick of swapping a term for a normal random variable in turn. The modifications needed to prove the stronger Lindeberg-Feller central limit theorem are addressed at the end.
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