MAT330/681 LECTURE 22 (4/25/2022): USING THE CENTRAL LIMIT THEOREM
• Announcements: Today's lecture was conducted in person, but, as an alternative, you will find below a sequence of videos covering the same topics, as well as the PDF file with the corresponding notes. Please remember that the next homework assignment (HW11) is due on Wednesday via Blackboard.
• Video 1: Recap of Main Results from last lecture: Download file or watch below
Some cool visualizations of the Central Limit Theorem can be found here or also here.
• Video 2: Basic exercise about Central Limit Theorem Download file or watch below
• Video 3: Exercise on estimating number of measurements for desired accuracy using Central Limit Theorem (or Chebyshev's inequality) Download file or watch below
Attention: There is a small mistake in the solution presented this video; whenever I use $\frac{0.25}{\sqrt{n}}$ that should be instead $\frac{\sqrt{n}}{4}=0.25\sqrt{n}$. This is correct in the PDF notes below. Sorry for the inconvenience.
• Video 4: Exercise on estimating the CDF of a Poisson random variable using the Central Limit Theorem: Download file or watch below
• Video 5: A more general version of the Central Limit Theorem: Download file or watch below