# Probability

CLT

Let Xn be i.i.d. random variables with mean zero and variance σ2. Let Sn=X1+⋯+Xn. Let Φ stand for the standard normal CDF. According to the central limit theorem, and as n→∞, P(Sn≤2σn−−√) converges to Φ(a), where:

a=

Furthermore,

P(Sn≤0) converges to:
(Here, enter the numerical value of the probability.)

1. 👍
2. 👎
3. 👁
1. 1) 2
2) 0.5

1. 👍
2. 👎

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