Tag: Characteristic functions

• The Law of Large Numbers and the Central Limit Theorem: Where the Sample Mean Goes, and How FastFour notions of convergence and how they imply one another, the weak and strong laws of large numbers, and a proof of the central limit theorem by characteristic functions.MathematicsProbability TheoryUndergraduateLaw of large numbersCentral limit theoremConvergence in probabilityCharacteristic functionsConfidence intervals~29 min