3 ms·
I think part of why we're much more likely to learn about the iid, finite-variance CLT is that it's a lot easier to prove than the more general ones.
by topaz0 7mo ago
I think part of why we're much more likely to learn about the iid, finite-variance CLT is that it's a lot easier to prove than the more general ones.
- srean 7mo agoYes that's a big part. The proofs get hairier otherwise. But I think there is more to it, the convergence to Gaussian also gets slower. In practice, we deal with finite averaging, so speed of convergence matters. For some non-iid case, the convergence may be so slow that the distribution cannot be approximated well by a Gaussian.