Central limit theorem


by PineApple2
Tags: central limit, generating function, probability, sum
PineApple2
PineApple2 is offline
#1
May3-12, 03:16 AM
P: 34
Hello. This is the most closely matching forum I found for this, so I hope my question fits here. I was looking at the following proof of the Central-Limit theorem:
http://physics.ucsc.edu/~peter/250/deriv_climit.pdf
and after Eq. (10) it says: "Expanding out the exponential in the last expression and comparing
powers of k one finds that the fi rst few cumulants are..."
but I don't see how the equalities in the next lines stem from it.
Could someone please explicitly show that?

Thanks.
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chiro
chiro is offline
#2
May3-12, 04:06 AM
P: 4,570
Quote Quote by PineApple2 View Post
Hello. This is the most closely matching forum I found for this, so I hope my question fits here. I was looking at the following proof of the Central-Limit theorem:
http://physics.ucsc.edu/~peter/250/deriv_climit.pdf
and after Eq. (10) it says: "Expanding out the exponential in the last expression and comparing
powers of k one finds that the fi rst few cumulants are..."
but I don't see how the equalities in the next lines stem from it.
Could someone please explicitly show that?

Thanks.
Hey PineApple2.

I think the best way for you would be to look at how the moments and cumulants are defined with respect to each other:

http://en.wikipedia.org/wiki/Cumulant
http://en.wikipedia.org/wiki/Moment_%28mathematics%29

Specifically with regard to your question:

http://en.wikipedia.org/wiki/Cumulan...ts_and_moments


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