Simulation of the central limit theorem
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The document discusses a simulation of the central limit theorem by Amro Elfeki, illustrating that the sum of a large number of uniform random numbers from the interval [0, 1] approaches a normal distribution. An Excel sheet is created for this simulation, and the results demonstrate how increasing the number of random numbers converges to this distribution. Subsequent slides display the outcomes of various summations conducted in the simulation.
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![Central Limit Theorem
If we add a large number of uniform random numbers from the interval [0, 1] together, the sum
converges to normal distribution according to the central limit theorem.
An excel sheet is designed to preform such simulation.
The coming slides show the results of the excel sheet.
Each slide is the result of a summation of a number of a uniform random numbers.
The increase of the number of random numbers convers to the normal distribution.](https://image.slidesharecdn.com/simulationofthecentrallimittheorem-180125181501/85/Simulation-of-the-central-limit-theorem-2-320.jpg)
Simulation of the central limit theorem
- 1. Simulation of the Central Limit Theorem BY AMRO ELFEKI, PHD.
- 2. Central Limit Theorem If we add a large number of uniform random numbers from the interval [0, 1] together, the sum converges to normal distribution according to the central limit theorem. An excel sheet is designed to preform such simulation. The coming slides show the results of the excel sheet. Each slide is the result of a summation of a number of a uniform random numbers. The increase of the number of random numbers convers to the normal distribution.
- 3. How the simulation works?