Grinstead-Snell-Probability · Problem 9.3.9

Generating Functions

Mathematics · central-limit-theorem-continuous

Problem

How large must nn be before Sn=X1+X2+⋯+XnS_n = X_1 + X_2 + \cdots + X_n is approximately normal? This number is often surprisingly small. Let us explore this question with a computer simulation. Choose nn numbers from [0,1][0, 1] with probability density f(x)f(x), where n=3,6,12,20n = 3, 6, 12, 20, and f(x)f(x) is each of the densities in Exercise 7. Compute their sum SnS_n, repeat this experiment 1000 times, and make up a bar graph of 20 bars of the results. How large must nn be before you get a good fit?

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