Probability density function for the normalised sum of N random variables

166 Views Asked by At

I was wondering what the PDF looks like for Z= (1/N)*SUM(z_1+...+ z_n), where each z_i is computationally represented by RAND(). What is the behaviour of the PDF as N -> infinity?

1

There are 1 best solutions below

1
On BEST ANSWER

I actually know what it looks like, I was just curious to know what its analytical expression looks like.

If you are after the analytical solution:

If $Z_i$ ~ Uniform(0,1), the distribution of the sample mean is known as Bates's distribution.