Central Limit TheoremIf i.i.d. x1,โฏxnx_1, \cdots x_nx1โ,โฏxnโ and ฯx2<โ\sigma_x^2 < \inftyฯx2โ<โ then: std(xnโพ)โdZโผN(0,ย 1)\text{std}(\overline{x_n}) \rightarrow^d \mathbb{Z} \sim \mathbb{N}(0,~1)std(xnโโ)โdZโผN(0,ย 1) std(โk=1nxn)โdZโผN(0,ย 1)\text{std}(\sum\limits_{k=1}^n{x_n}) \rightarrow^d \mathbb{Z} \sim \mathbb{N}(0,~1)std(k=1โnโxnโ)โdZโผN(0,ย 1) std(xnโพ)โXnโพโฮผxฯxn\text{std}(\overline{x_n}) \rightarrow {{\overline{X_n} - \mu_x} \over {\sigma_x \over \sqrt{n}}}std(xnโโ)โnโฯxโโXnโโโฮผxโโ โk=1nXnโnฮผxฯxn{\sum\limits_{k=1}^n X_n - n\mu_x} \over \sigma_x \sqrt{n}ฯxโnโk=1โnโXnโโnฮผxโโ V[โk=1nXk]=nฯx2=n2รฯx2n\mathbb{V}[\sum\limits_{k=1}^n X_k] = n \sigma_x^2 = n^2 \times {\sigma_x^2 \over n}V[k=1โnโXkโ]=nฯx2โ=n2รnฯx2โโ