Stochastik 1 VO26

Veranschaulichung des Zentralen Grenzwertsatzes

Approximation der Binomialverteilung durch Normalverteilung

N = 10
p = 1/10
x.mean = N*p
x.sd = sqrt(N*p*(1-p))


for(n in seq(1,21, by = 5)){
  x = replicate(10000, (mean(rbinom(n, size = N, prob = p)) - x.mean)/x.sd * sqrt(n))
  plot(density(x), lwd=3, main = paste('n =', n))
  y = seq(-4, 4, by = 0.1)
  lines(y, dnorm(y), lwd=3, col='red')
  #readline("Return to continue")
}