Complete · 60 Days137 / 143
EasyStatistics
Central Limit Theorem
Goldman SachsMorgan Stanley
State the Central Limit Theorem, and give the standard deviation of the sample mean of n i.i.d. draws with variance σ².
Approach
It concerns the distribution of the sample mean.
The spread of the mean scales with .
Related problems
Variance of Uniform(0,1)EasyVariance of a SumEasyCovariance of a Linear TransformMediumRange of CorrelationEasyVariance of a Scaled VariableEasyCorrelation of X and X²Medium
More in Statistics.