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MVAcltbern2

于 2013-04-30 发布 文件大小:1080KB
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  MVAcltbern illustrates the (univariate) Central Limit Theorem (CLT). n*1000 sets of n-dimensional Bernoulli samples are generated and used to approximate the distribution of t = sqrt(n)*(mean(x)-mu)/sigma -> N(0,1). The estimated density (blue) of t is shown together with the standard normal (red).

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