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Simulation of the
Central Limit Theorem
BY
AMRO ELFEKI, PHD.
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.
How the simulation works?
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem
Simulation of the central limit theorem

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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.