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From: | Michael Creel |
Subject: | Re: Determining if samples are normal |
Date: | Tue, 27 Sep 2005 11:26:56 +0000 |
User-agent: | Mozilla Thunderbird 1.0.6 (X11/20050912) |
Robert A. Macy wrote:
Right! checked empirically using x=rand(1,1000) and hist(x) it's there all right.This is related to the central limit theorem. The average of the sum of n centered random variables, multiplied by the square root of n, converges in distribution to a normal random variable. There are a few technical conditions that need to be satisfied, but they hold for this example. There is no such general result for multiplication of random variables.Didn't make sense at first then I remembered .5 + .5 done four different ways only reinforces the average, but... +0 +1 +0 0 1 0 or, 1 1 rarely enhances the edges but definitely moves theweighting towards the average. Learn something everyday.So what is the PDF if the two are multiplied? - Robert -
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