Asymptotic theory (statistics) | Directional statistics | Central limit theorem

Central limit theorem for directional statistics

In probability theory, the central limit theorem states conditions under which the average of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. Directional statistics is the subdiscipline of statistics that deals with directions (unit vectors in Rn), axes (lines through the origin in Rn) or rotations in Rn. The means and variances of directional quantities are all finite, so that the central limit theorem may be applied to the particular case of directional statistics. This article will deal only with unit vectors in 2-dimensional space (R2) but the method described can be extended to the general case. (Wikipedia).

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Related pages

Rotation | Normal distribution | Covariance matrix | Central limit theorem | Unit vector | Probability theory | Joint probability distribution | Directional statistics | Statistics | Circular distribution