I need to estimate the probability of a sum of uniform variables. More exactly $P(S_{100} \geq 70)$ where $S_{100}=\sum_{i=1}^{100} X_i$ and $X_1, X_2, \cdots, X_{100}$, are iid with $\mathcal{U}$(0,1) distribution. I find solution for other distribution but can't apply it for variables with uniform distribution. I want to use central limit theorem and struggle to write the probability with an expression of sum and pdf (if possible). Please help.
2026-03-30 03:21:29.1774840889
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Probability of sum of uniform variables
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Actually it is Irwin-Hall disrtribution with pdf \begin{eqnarray*} f_{\sum_{i=1}^{100} X_i}(s)&=&\frac{1}{99!}\sum_{k=0}^{\lfloor s\rfloor}(-1)^k\binom{100}{k}(s-k)^{99}, \; \; \; 0\leq s\leq 100\\ &=& 0, \; \; \; \mathrm{elsewhere}, \end{eqnarray*} but it is difficult, you can use central limit theorem afterall (fyi: irwin-hall distribution actually is used to approximate normal distribution tables)
HINT - CLT:
For uniform distribution $U_X(0,1): \ \ E(X) = \frac{1}{2},\ \ D(X) = \frac{1}{12}$
For sum of 100 variables $ U_X(0,1): \ \ E(S_{100})=100\cdot\frac{1}{2} = 50, \ \ D(S_{100})=100\cdot \frac{1}{12}=\frac{25}{3}$
Then $P(S_{100} \geq 70)=1-P(S_{100} < 70)\sim 1-F(70), \ \ F(x) = \ $ distribution function of normal distribution $N(\mu,\sigma^2) =N(50, 25/3).$