update week37
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@@ -747,10 +747,7 @@ is a normal distribution whose mean is the
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mean value of the PDF $p(x)$ and whose variance is the variance
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of the PDF $p(x)$ divided by $m$, the number of values used to compute $z$.
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The theorem is satisfied by a large class of PDFs. Note however that for a
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finite $m$, it is not always possible to find a closed expression for
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$\tilde{p}(x)$.
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The central limit theorem leads then to the well-known expression for the
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The central limit theorem leads to the well-known expression for the
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standard deviation, given by
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!bt
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@@ -771,12 +768,24 @@ the familiar expression in statistics
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!et
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In many cases however the above estimate for the standard deviation,
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in particular if correlations are strong, may be too simplistic.
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in particular if correlations are strong, may be too simplistic. Keep
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in mind that we have assumed that the variables $x$ are independent
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and identically distributed. This is obviously not always the
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case. For example, the random numbers (or better pseudorandom numbers)
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we generate in various calculations do always exhibit some
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correlations.
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The theorem is satisfied by a large class of PDFs. Note however that for a
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finite $m$, it is not always possible to find a closed form /analytic expression for
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$\tilde{p}(x)$.
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!split
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===== Confidence Intervals =====
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Confidence intervals are used in statistics is a type of estimate
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Confidence intervals are used in statistics and represent a type of estimate
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computed from the observed data. This gives a range of values for an
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unknown parameter such as the parameters $\bm{\beta}$ from linear regression.
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