Central Limit Theorem: A sampling distribution of the mean is approximately normally distributed if the sample size is sufficiently large. This is true no matter what the population distribution is.

The central limit theorem (CLT) establishes that (under certain conditions) the properly normalized sum of independent random variables tends toward a normal distribution even if the original ...

Asymptotically, sample proportions from a multinomial distribution converge in distribution to a multivariate normal distribution with a singular negative product correlation structure. Based on this ...

For importance sampling (IS), multiple proposals can be combined to address different aspects of a target distribution. There are various methods for IS with multiple proposals, including Hesterberg's ...