2023-07-11
[public] 192K views, 21.8K likes, dislikes audio only
4KA visual trick to compute the sum of two normally distributed variables.
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Special thanks to these supporters: https://www.3blue1brown.com/lessons/gaussian-convolution#thanks
For the technically curious who want to go deeper, here's a proof of the central limit theorem using Moment generating functions:
https://www.cs.toronto.edu/~yuvalf/CLT.pdf
And here's a nice discussion of methods using entropy:
https://mathoverflow.net/questions/182752/central-limit-theorem-via-maximal-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 visual trick
8:27 - How this fits into the Central Limit Theorem
12:30 - Mailing list
Thanks to these viewers for their contributions to translations
German: lprecord, qoheniac
Spanish: Pablo Asenjo Navas-Parejo
Vietnamese: Duy Tran
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https://github.com/ManimCommunity/manim/
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Music by Vincent Rubinetti.
https://www.vincentrubinetti.com/
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