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