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An empirical form of the square root law and the central limit theorem

Published online by Cambridge University Press:  24 October 2008

David Freedman
David Freedman
Affiliation:
University of California, Berkeley
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Extract

Consider a long, finite sequence xl, x2, …, xN of repeated measurements on the same physical quantity. The usual model is that the data consists of observed values on a sequence X1, X2, …, XN of independent and identically distributed random variables. It is customary to require that the Xi have a finite mean and variance: µ = E(Xi) is the ‘true value’ of the quantity being measured; and

measures the variability in the measuring process.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 80 , Issue 2 , September 1976 , pp. 287 - 295
Copyright
Copyright © Cambridge Philosophical Society 1976

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References

REFERENCES

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