[R] CLT

Saptarshi The Dude Guha sapsi at rediffmail.com
Sat Feb 3 22:18:51 CET 2001


R'mms,

Prof. Brian Ripley, wrote
>>Maybe because the CLT is a limit for large n? Or maybe >>you did not use
>>the correct distribution theory for those tests? That >>for the KS test
>>applies to samples from a continuous distribution, an >>yours is quite

I quite agree that the Bernoulli is discrete, but i have read that Sn(sum of n bernoulli variables with prob of success=p) will converge in law to Normal, if we standardize these as i mentioned before, this will be N(0,1), I admit it wont work for 45, but it still doesnt pass the KS test for 200, and i thought this test in practise worked for discrete. I wrote the same program in Mathematica, where the Null is accepted at n=170-200.

Thanks
sapsi

sapsi at bigfoot.com


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