3 ms·
There's an interesting extension of the Central Limit Theorem called the Edgeworth Series. If you have a large but finite sample, the resulting distribution wi
by antognini 1y ago
There's an interesting extension of the Central Limit Theorem called the Edgeworth Series. If you have a large but finite sample, the resulting distribution will be approximately Gaussian, but will deviate from a Gaussian distribution in a predictable way described by Hermite polynomials.
https://en.wikipedia.org/wiki/Edgeworth_series https://en.wikipedia.org/wiki/Edgeworth_series