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Fourier Transform and its Applications - Lecture 10

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Lecture 10 - Central Limit Theorem And Convolution

Central Limit Theorem And Convolution; Main Idea, Introduction, Normalization Of The Gaussian, The Gaussian In Probability; Pictorial Demonstration With Convolution, The Setup For The CLT, Key Result: Distribution Of Sums And Convolution (With Proof), Other Assumptions Needed To Set Up CLT, Statement Of The Central Limit Theorem, Using The Fourier Transform To Prove The CLT

Prof. Brad G Osgood
The Fourier Transform and its Applications EE261
(Stanford University: Stanford Engineering Everywhere)
Date accessed: 2009-09-24
License: Creative Commons Attribution 3.0

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