File:prob-clt.png

Figure file · Functions of random variables and limit theorems

The central limit theorem at work. Histograms of the standardised sum of n independent uniforms (top) and of n independent exponentials (bottom), for n=1, 2 and 10, each from 20 000 simulated sums, with the standard normal density overlaid. The symmetric uniform is close to normal by n=10. The skewed exponential still leans to the right.

The central limit theorem at work. Histograms of the standardised sum of n independent uniforms (top) and of n independent exponentials (bottom), for n=1, 2 and 10, each from 20 000 simulated sums, with the standard normal density overlaid. The symmetric uniform is close to normal by n=10. The skewed exponential still leans to the right.

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Description. The central limit theorem at work. Histograms of the standardised sum of n independent uniforms (top) and of n independent exponentials (bottom), for n=1, 2 and 10, each from 20 000 simulated sums, with the standard normal density overlaid. The symmetric uniform is close to normal by n=10. The skewed exponential still leans to the right.

Appears in. Functions of random variables and limit theorems

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