Engineering Applications of Statistics
Asymptotic normality refers to the property of a sequence of estimators where, as the sample size increases, the distribution of the estimator approaches a normal distribution. This concept is important because it allows statisticians to make inferences about population parameters based on sample statistics, particularly when working with nonparametric methods. By understanding asymptotic normality, one can apply central limit theorem principles, which help ensure that estimates become more stable and reliable with larger sample sizes.
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