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This feels like the central limit theorem. Accumulating a bunch of random variables is going to produce a normal distribution, and a normal distribution has an
by seoaeu 6y ago
This feels like the central limit theorem. Accumulating a bunch of random variables is going to produce a normal distribution, and a normal distribution has an infinite interval.
- blake1 6y agoYeah, but the standard deviation goes by sqrt(n) for many operations, and there is significant autocorrelation. Interval arithmetic will give you worst-case bounds, which will quickly get fantastically pessimistic. Numerical analysis was a field invented to give realistic error bounds.