Central Limit Theorem: A sampling distribution of the mean is approximately normally distributed if the sample size is sufficiently large. This is true no matter what the population distribution is.

The Annals of Applied Probability, Vol. 9, No. 4 (Nov., 1999), pp. 1202-1225 (24 pages) This paper analyzes the performance of importance sampling distributions for computing expectations with respect ...

Confidence intervals are computed from a random sample and therefore they are also random. The long run behavior of a 95% confidence interval is such that we’d expect 95% of the confidence intervals ...

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