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Central limit theorem |
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| May3-12, 03:16 AM | #1 |
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Central limit theorem
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 first 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. |
| May3-12, 04:06 AM | #2 |
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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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| central limit, generating function, probability, sum |
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