Abstract
The law of large numbers states that the arithmetic mean of independent, identically distributed random variables converges to the expected value. One interpretation of the central limit theorem is as a (distributional) rate result.
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© 2012 Springer Science+Business Media New York
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Gut, A. (2012). The Central Limit Theorem. In: Probability: A Graduate Course. Springer Texts in Statistics, vol 75. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4708-5_7
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DOI: https://doi.org/10.1007/978-1-4614-4708-5_7
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