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0 pointsrich_sasha3y ago0 comments

Especially since, isn't this an average / error of a mean estimate? So even if individual observations are non-normal, this would be a perfect place for Central Limit Theorem.

I know nothing about Quantum though, only maths.

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freemint3y ago

Because it's a non-linear world? And the graphs seem very obviously skewed? And it's kurtosis also seems to differ from three?

rich_sashaOP3y ago

None of those things matter to the central limit theorem.

If I have IID observations with finite 2nd moment (variance), then their average will pretty quickly converge to a Gaussian distribution. And I can relax a lot of this and still recover a variant of CLT.

Of course maybe the calculation is different, eg it’s not like there are N independent observations, but rather some other complex condition solved for the mean estimate.

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