Thomas Lumley • 7/4/2016

How do we prove the Central Limit Theorem?

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This article examines different methods for proving the Central Limit Theorem (CLT) in mathematical statistics, avoiding advanced prerequisites. It discusses standard proofs using characteristic functions and Fourier transforms, the Lindeberg swapping trick, and more intuitive approaches based on entropy and moment convergence, analyzing the pedagogical strengths and weaknesses of each method.

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#Probability Theory #Central Limit Theorem #Mathematical Statistics
How do we prove the Central Limit Theorem?

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