Let S n = X 1 +...+X n , where Xs are independent and uniform on [0,1].
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Let Sn = X1 +...+Xn, where X’s are independent and uniform on [0,1]. Consider S∗n = (Sn − n/2)/√n/12. Explain why it makes sense to consider this r.v. Using software, for n = 5, 10, 20, simulate a number of values (say, 1000) of S∗n, and make histograms (see Section 7.5). Compare these histograms and provide recommendations regarding the application of the CLT in this case. (Advice: If we use Excel, then, say for n = 5, we should arrange 5 consecutive columns with 1000 generated (from [0,1]) numbers in each. For each row (of five numbers), we compute the value of S∗n; the results may be placed into a separate column.)
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