CLT for the gap between two Beta(1,2) sums
Question
Take independent random variables, split into and . Put and . Using a normal approximation, , where is the standard normal CDF. What is ?
Short answer
. A variable has mean and variance . So has mean and variance , i.e. standard deviation , and .
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Open the worked solutionLessons behind this question
- Continuous Random Variables and Probability Density Functions
- The Normal Distribution
- Cumulative Distribution Functions
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