The CLT states that, for large n, the distribution of the sample mean approaches a Normal distribution. Mathematically, Xn X₂ →º N (µ‚, 2/² ). D n where →D means 'converges in distribution'; it's implied here that this convergence takes place as n, or the number of underlying random variables, grows. This is an extremely powerful result, because it holds no matter what the distribution of the underlying random variables is. Task Using software R, demonstrate that CLT holds on the example of the Exponential Distribution. Use λ = 5 for de-ix ,x ≥ 0.
The CLT states that, for large n, the distribution of the sample mean approaches a Normal distribution. Mathematically, Xn X₂ →º N (µ‚, 2/² ). D n where →D means 'converges in distribution'; it's implied here that this convergence takes place as n, or the number of underlying random variables, grows. This is an extremely powerful result, because it holds no matter what the distribution of the underlying random variables is. Task Using software R, demonstrate that CLT holds on the example of the Exponential Distribution. Use λ = 5 for de-ix ,x ≥ 0.
Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter12: Review Of Calculus And Probability
Section12.5: Random Variables, Mean, Variance, And Covariance
Problem 5P
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could you produce 3 histogram ggplots for this question, similar to the ones i uploaded using R
- Plot the Histogram for the Exponential distribution
- Plot the Histogram for the Normal distribution
- plot for comparison between exponential and normal,
with a key and also could you outline the graphs with a normal curve and provide an explanation for th eobservations and what the graph tells us .
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