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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
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