标准误(standard of error)
Standard error is the standard deviation of the sample mean distribution, is an indicator that reflects the variability of the sample mean distribution.
The definition formula is σ/√n, σ is the standard deviation of the population, and n is the sample size.
大数定律(law of large numbers)
随样本容量的的增大,样本均值与总体均值之间的误差会减小。
Law of large numbers: As the sample size increases, the error between the sample mean and the population mean will decrease.
中心极限定律(central limit theorem)
对于任何均值为μ,标准差为σ的总体, 样本容量为n的样本均值的分布,随着n趋近无穷大时,会趋近均值为μ,标准差为σ/√n的正态分布 。
应用条件:通常在n≥30时,我们认为样本均值的分布满足中心极限定律。
中心极限定律综合了样本均值的三个主要特性:形状、均值和方差。
For any population with a mean of μ and a standard deviation of σ, and a sample size of n, the distribution of the mean will approach a normal distribution with a mean of μ and a standard deviation of σ/√n as n approaches infinity.
Application conditions: Usually, when n ≥ 30, we believe that the distribution of sample mean satisfies the central limit theorem.
The central limit theorem combines the three main characteristics of sample mean: shape, mean, and variance.