[R] Please help with one problem

diavolo_vam venci9n at abv.bg
Thu Dec 16 19:12:51 CET 2010


It is interesting to graph the distribution of the standardized average as n
increases. Do this when the Xi are
uniform on [0; 1]. Look at the histogram when n is 1, 5, 10 and 25. Do you
see the normal curve taking shape?
(A rule of thumb is that if the Xi are not too skewed, then n > 25 should
make the average approximately
normal. You might want
> f=function(n,a=0,b=1) {
mu=(b+a)/2
sigma=(b-a)/sqrt(12)
(mean(runif(n,a,b))-mu)/(sigma/sqrt(n))
}
where the formulas for the mean and standard deviation are given. )


Thank you very much!
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