This lecture explains the Distribution of sample mean #statistics #probability Other lectures Multivariate Normal Distribution: https://www.youtube.com/watch?v=ERkBp7hiJMY Results of Multivariate: https://www.youtube.com/watch?v=AmSfU-dSuKI Transformation of Multivariate: https://www.youtube.com/watch?v=waMemqBVjTo Independent Random variables: https://www.youtube.com/watch?v=gjVaN6SUAiQ Marginal Density: https://www.youtube.com/watch?v=0Kc9_OC3smE Conditional Distribution: https://www.youtube.com/watch?v=vPWMZgSAQtQ Examples of Conditional Distribution: https://www.youtube.com/watch?v=Aof1kE3rdXQ Moment Generating Function: https://www.youtube.com/watch?v=g3Ab4tyE3Hw Properties of MGF: https://www.youtube.com/watch?v=jjgN1-kdNOA Characteristic Function: https://www.youtube.com/watch?v=nvZSemm_E5c Quadratic form: https://www.youtube.com/watch?v=_ZzQmkJiyrY MLE of Sample mean and Covariance:https://www.youtube.com/watch?v=-0j4QjKWiwg Distribution of Sample Mean: https://www.youtube.com/watch?v=3Oh6AFKbiHo