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ON THE MAXIMUM DIFFERENCE BETWEEN THE EMPIRICAL AND EXPECTED HISTOGRAMS FOR SUMS
N independent distributed random variables curve Sn probability histogram
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2015/7/14
Suppose Sn
is a sum of n independent and identically
distributed random variables with E\Xl\<oom
If n is large,
Sn
is approximately normal. A histogram of k copies of Sn
will be close to the ...