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Re: [Phys-l] Basic statistics



got it:

http://physics.ucsc.edu/~drip/133/ch2.pdf

vide p.8, ff.


ch3.pdf and ch4.pdf may also be of interest.

bc, for 13 years managed 133 (and 134), including editing and publishing the manuals.


Bernard Cleyet wrote:

Yes, I was confused -- thinking of an example Peter Scott wrote of an example re. the CLT, which I haven't yet found, if, later.

bc

Jack Uretsky wrote:


Single or multiple makes no difference. His statement is still correct. I suggest you check a statistics text and review the proof.

I've just checked the Handbook, and it appears that Wipedia is correct. However it does not approach n(0,1), as other distributions do.

On Sat, 11 Nov 2006, Bernard Cleyet wrote:




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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