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Because it's a non-linear world? And the graphs seem very obviously skewed? And it's kurtosis also seems to differ from three?
by freemint 5y ago
Because it's a non-linear world? And the graphs seem very obviously skewed? And it's kurtosis also seems to differ from three?
- rich_sasha 5y agoNone of those things matter to the central limit theorem. If I have IID observations with finite 2nd moment (variance), then their average will pretty quickly converge to a Gaussian distribution. And I can relax a lot of this and still recover a variant of CLT. Of course maybe the calculation is different, eg it’s not like there are N independent observations, but rather some other complex condition solved for the mean estimate.