New Reply

Central limit theorem

 
Share Thread Thread Tools
May3-12, 03:16 AM   #1
 

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 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.
PhysOrg.com
PhysOrg
science news on PhysOrg.com

>> King Richard III found in 'untidy lozenge-shaped grave'
>> Google Drive sports new view and scan enhancements
>> Researcher admits mistakes in stem cell study
May3-12, 04:06 AM   #2
 
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
New Reply

Tags
central limit, generating function, probability, sum
Thread Tools


Similar Threads for: Central limit theorem
Thread Forum Replies
Central Limit Theorem Calculus & Beyond Homework 2
Central Limit Theorem Precalculus Mathematics Homework 2
Central Limit Theorem Calculus & Beyond Homework 0
central limit theorem Calculus & Beyond Homework 2
central limit theorem Calculus & Beyond Homework 4