Proof of the Central Limit Theorem

Proof of the Central Limit Theorem

Steve Brunton via YouTube Direct link

05:50 Step 1: Equivalence via MGFs

4 of 11

4 of 11

05:50 Step 1: Equivalence via MGFs

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Proof of the Central Limit Theorem

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  1. 1 00:00 Intro
  2. 2 00:51 Formal Statement of the CLT
  3. 3 03:48 Equivalent Statements of the CLT
  4. 4 05:50 Step 1: Equivalence via MGFs
  5. 5 08:20 Step 2: MGF of Sample Mean wrt MGF of X
  6. 6 10:24 Step 3: Taylor Expansion
  7. 7 13:28 Step 4: Normalization Terms in MGF
  8. 8 16:10 Step 5: Normalization Terms in Taylor Expansion
  9. 9 18:11 Step 6: Taking the Limit
  10. 10 20:38 Reviewing the Proof
  11. 11 25:35 Outro

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