A visual trick to compute the sum of two normally-distributed variables.
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For the technically curious who want to go deeper, here’s a proof of the central limit theorem using Moment generating functions:
~yuvalf/
And here’s a nice discussion of methods using entropy:
Relevant previous videos
Central limit theorem
Why π is there, and the Herschel-Maxwell derivation
Convolutions and adding random variables
Time stamps
0:00 - Recap on where we are
2:10 - What direct calculation would look like
3:38 - The vi
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