#5. Central Limit Theorem # #Histogram of averages of size 5, 25 from Uniform (0,1) Population (Mean = 1/2, Variance = 1/12). #Overlay the appropriate normal density. # par(mfrow=c(3,1)) nsamp=10000 n=5 xbar5=NULL for(iter in 1:nsamp) xbar5=c(xbar5,mean(runif(n))) n=25 xbar25=NULL for(iter in 1:nsamp) xbar25=c(xbar25,mean(runif(n))) plot(seq(0,1,.001),dunif(seq(0,1,.001)),type="l", ylim=c(0,1),main="Uniform(0,1) Population (Mean = 1/2, Variance = 1/12)",cex.main=1.8,ylab="Density") abline(v=0) abline(v=1) abline(v=.5) hist(xbar5,freq=F,xlim=c(0,1),ylim=c(0,3.5),main="Sample Mean, n=5",cex.main=1.8) abline(v=.5) mtext("Mean =",at=c(.1,1000)) mtext(round(mean(xbar5),3),at=c(.2,1000)) mtext("SD =",at=c(.8,1000)) mtext(round(sqrt(var(xbar5)),3),at=c(.9,1000)) x=seq(0,1,.001) curve(dnorm(x,mean=.5,sd=1/sqrt(5*12)),add=T) hist(xbar25,freq=F,xlim=c(0,1),ylim=c(0,7),main="Sample Mean, n=25",cex.main=1.8) abline(v=.5) mtext("Mean =",at=c(.1,1000)) mtext(round(mean(xbar25),3),at=c(.2,1000)) mtext("SD =",at=c(.8,1000)) mtext(round(sqrt(var(xbar25)),3),at=c(.9,1000)) curve(dnorm(x,mean=.5,sd=1/sqrt(25*12)),add=T) #