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The Central Limit Theorem

30.4K views on YouTube

Steve Brunton 68 tutorials here
Mathematics

Here we introduce one of the most important results in probability and statistics: the central limit theorem. The theorem states that under mild assumptions, the sum of i.i.d. random variables tends to converge to a normal distribution. This is useful in a number of scenarios including in survey sampling in statistics.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

%%% CHAPTERS %%%
00:00 Intro
02:13 Statement of the CLT (Sample Mean)
05:35 Proof of CLT (Sketch)
07:40 Statement of the CLT (Sum of Variables)
09:18 Outro