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Gabriel Peyré on X: "Oldies but goldies: Fisher and Tippett, Limiting forms of the frequency distribution of the largest and smallest member of a sample, 1928. Central limit theorem for the maximum
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Gabriel Peyré on X: "Berry–Esseen theorem provides a quantitative estimation of the convergence speed of the central limit theorem. Makes use of the Kolmogorov–Smirnov distance to metrize the convergence in law. Finding
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Yisong Yue on X: "That is NOT how the CLT works. The CLT is about the the population mean, not the shape of the entire population distribution. https://t.co/KB4RzPNFCx The CLT does not
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Central Limit Theorem (CLT): Definition and Key Characteristics