Graham Giller
Jan 8, 2025

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Hi. Convergence to the normal limit is strongly governed by the relative size of the higher moments. For the CLT to work the mean and variance must exist, but a heavily skewed density, for example will take quite a bit longer to converge in distribution than an relatively unskewed distribution. It’s going to depend on your specific data.

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Graham Giller
Graham Giller

Written by Graham Giller

Predicting important variables about companies and the economy, I turn data into information. CEO of Giller Investments.

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