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Re: [Phys-l] Basic statistics



I think you two are "talking (writing) past each other". One is a single distrib. tother several independent. Furthermore, Wiki, claims that the Chi-square also does tend towards normalcy, but VERY slowly, as the # of DOF increases.

http://en.wikipedia.org/wiki/Chi-square_distribution


bc





Jack Uretsky wrote:

As already pointed out, the central limit theorem does not apply to all distributions. You must state the theorem carefully. In the case of the chi-square distribution it is easy to demonstrate by example with MathCad or a similar program that the large N limit is not Gaussian.
Regards,
Jack

On Fri, 10 Nov 2006, Polvani, Donald G. wrote:


Jack Uretsky wrote:


This is a misconception. There are many distributions that become

Gaussian in the large N limit, but not all.

The chi-squared distribution is an example of one that does not.

However, for the SUM of independent, identically distributed random
variables, each with mean mu and variance sigma^2, the central limit
theorem tells us that the distribution (of the sum) tends to a Gaussian
as N approaches infinity.

Don Polvani
Northrop Grumman Corp.
Undersea Systems
Annapolis, MD 21404
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