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Re: Determining if samples are normal


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.
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 the
weighting towards the average. Learn something everyday.

So what is the PDF if the two are multiplied?

             - Robert -


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.



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