STA2001: Probability and Statistics I Computer-based Exercise 11
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STA2001: Probability and Statistics I
Computer-based Exercise 11
2020
The goal of this exercise is to see how normal distribution approximates discrete distri- bution.
Problem.
● Let X1 , . . . , Xn be a random sample of size n from Bernoulli distribution b(1, p). Then,
n
Y = Xi ~ b(n, p).
i=1
By CLT,
Y ~ N (np, np(1 一 p))
as n → &.
Let p = 0.2 and n = 100. Run 1000 simulations to get 1000 realizations of Y . Plot the histogram of relative frequency for these 1000 realizations of Y . Compare it with the plot of N (np, np(1 一 p)) on the range 0-100.
2023-05-02