A Central Limit Theorem for Families of Stochastic Processes Indexed by a Small Average Step Size Parameter, and Some Applications to Learning Models
- 1 December 1968
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 33 (4) , 441-449
- https://doi.org/10.1007/bf02290162
Abstract
Let θ > 0 be a measure of the average step size of a stochastic process {pn(θ) }n=1(∞). Conditions are given under which pn(θ) is approximately normally distributed when n is large and θ is small. This result is applied to a number of learning models where θ is a learning rate parameter and pn(θ) is the probability that the subject makes a certain response on the nth experimental trial. Both linear and stimulus sampling models are considered.Keywords
This publication has 4 references indexed in Scilit:
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