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A History of the Central Limit Theorem
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This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.
Subject categories
- Academic > Mathematics > Probabilities. Mathematical statistics > Probabilities
- Academic > Mathematics > Probabilities. Mathematical statistics > Distribution (Probability theory)
- Academic > Mathematics > Probabilities. Mathematical statistics > Large deviations
- Academic > Mathematics > General
- Mathematics > Probability & Statistics
- Mathematics > History & Philosophy
ISBNs
0387878572
9780387878560
9780387878577