#Central Limit Theorem # #Histogram of averages of size 5, 25 from Mixture of Normals .5N(-3.5,1) + .5N(3.5,1) Population # par(mfrow=c(3,1)) nsamp=10000 n=5 xbar5=NULL for(iter in 1:nsamp) {unif=runif(n) xnormLeft=rnorm(n,mean=-3.5) xnormRight=rnorm(n,mean=3.5) data=c(xnormLeft[unif<.5],xnormRight[unif>.5]) xbar5=c(xbar5,mean(data))} n=25 xbar25=NULL for(iter in 1:nsamp) {unif=runif(n) xnormLeft=rnorm(n,mean=-3.5) xnormRight=rnorm(n,mean=3.5) data=c(xnormLeft[unif<.5],xnormRight[unif>.5]) xbar25=c(xbar25,mean(data))} plot(seq(-6,6,.001),.5*dnorm(seq(-6,6,.001),mean=-3.5)+.5*dnorm(seq(-6,6,.001),mean=3.5),type="l", main="Mixture of Normals Population, .5N(-3.5,1)+.5N(3.5,1)",cex.main=1.8,ylab="Density") abline(v=0) hist(xbar5,xlim=c(-4,4),main="Sample Mean, n=5",cex.main=1.8) abline(v=0) mtext("Mean=",at=c(-2,1000)) mtext(round(mean(xbar5),3),at=c(-1.3,1000)) mtext("SD=",at=c(2,1000)) mtext(round(sqrt(var(xbar5)),3),at=c(2.5,1000)) hist(xbar25,xlim=c(-4,4),main="Sample Mean, n=25",cex.main=1.8) abline(v=0) mtext("Mean=",at=c(-2,1000)) mtext(round(mean(xbar25),3),at=c(-1.3,1000)) mtext("SD=",at=c(2,1000)) mtext(round(sqrt(var(xbar25)),2),at=c(2.5,1000)) #