¢ By d - ftw a x a, qu) = H[peru] 0) C tw ua rm) ) w + re OH (4,9) ea old)! 00 | wo ; | af [ diol toe Frwy @ feed) hyisod «. ay Cd FCS, (co) Hee apepoor tS AHO, anf Fyre 0 CO x r = fy (w) =f Fe (WY) Fy tyddy, > Fl D2 Hea fy)= fl) = byl) | 4, aby), = ty 4 19 nyo, U0 wy 22 1S - oumeycw a |The denstig ffunctfon Of Sum Of two Statlatteauy Mnidependént RV ts the “Convolutfon of thet : t ——=- Individual donnity functions. |Surn of Several RW’ 2 | Yee Xt > here %) and %, ve statlatic FTL paiplqqe TOF i g = ) | Fyenextt? = SO) eH, a). Yo = WtXy = x+y t Hy bio. toca b eve: ' | Prasyaty Ob) = §,) WF tts) 5 Fgh) MA, © * £5,003) My EX tH + +Xpgp Fu Uw) = fy (ym Frey) as #fag ln) eX LW) fold convolu YE Central Limit ‘Theoven - : - A ( u | Broadty, defined the central Urst Theorem OA tha PDE Of sun OF dorge no-oF Rv's PP}OOHE’ gousdion dtetrtoutton, (appcocie o1 Unrequar Distitbusteny, Aavitttcasty iodepevda ke on _ dependant) Let xX an es I d OR ON the means and i 2. ° seat ty! Variounees Tepectiveliy of *Y' random vartabtet *!fy te t,2---N which may have, orbitary Probability domities- The tontral Unit Theorenn atatia that the SUN Yo = Xt Xy+- — - Xe Which, hou. ar mein, Ngoe Mut ®t ok es A a oon yand Vartances, Fy, = Ty, tM oy, how a proba ty distribution “teak angreorealy appreaches Gaussan Was > 00 Necessary conditions for the .tneorems validity are difficutt to stalk, but sufficient Condition are 2 Known to be, Tey FBO Ferza--N ern] <6 Je ho where 8, ANd B, NE postive numbers These conditions guarautée thar ng one RV in the um dominate. / The CLT quaycutees only that te dlatrilaution OF Sum of random Varlabler becomes qauwistart « St doesn't follow nak the ‘prob: dervity ps always | qouwow # For continuous eu, there ts \wually WO probleny) 4 | bur certain Condition: @ frposed an the individuat Rv's We quavautie trot Hoe dennity is qaumian Me For discrete, v's’ xy’, the Suns! Ys’ wil aio bE discretg: Ao, Sts. Hensley WI COntatyy Tmpulser and is there. forenot qpuvisiowr even mou the dietfoution Tide Goustian When ‘the porssbie afserele vares OF cach RYare Kio, where K= 0,21, $2--- wth! ba > eanstaur, the envelope ot the Ammpulser fin yy, deraity of the urn wll be. qausion, : Equot distributfonsi- AF alt of we statistfcatly indeperderity 1, | being summed ave continuoud and have the aj, \ distribution function and ferefore the Aame 4, the central utimit theorem statis that thé “Arty hay | the gaussan dtstyibutton: Yur tithe. = % 22 xt hak an tnficts | voyiance an 5 oor | Let us define a randorn variable sith 260 1 | rom t ™ 2 above SreT PAN no aaa 2, i) wes fr >| | | | with a remainder term Ry | “Nw | | | | WNNO,T) > Py FPS ya FO nop (I) Px (W)* er fw, Pygy two) = efeivmn| ‘ 7 no. ey a | om | Gree (xr } Nn + ce [eps hsry ur oh] > | The exporentiat t3 expanded f fh o& Taylor's polyrori “pf Se Jo , Ut f ie (te -*( « ; TK NOx ee Ry _N yas Oxy 5) ora t avd lacin ( ignoring higher order serrnh : rep io ft with La a e(enrt wah} es et eet tefl ~ oe C8] towe kevee e( B2'] . . NTA ow F | | fp 10 Fy, jl) = Nid [- fexp§ & wr] | | eN ols (% - ett) S“ +z.) {Z1<) - oe ats (= we -€ Lea] L(t) iy ) . : yh at w)\- de [et - ele Jt oe? (Pow! ) mt ‘ . 2 as (See ~wr tT = *tfe®) ae | N00 [Whee faa (o> eH CE)! Find the densf: Of WeXtY where the denst 6} ¥’ andy’ are ansummed to be, fy) Z[ue- wea) fy(y) = (uty)-ucy-v)] o 0 oe fig (9) = i as [vu-utgre)} farosutog} db ; a J usu t) (treads irs sa)) 44 » 1 9 = ae J fucw-y Day - faws a)dy Fury ou a oo ° + { ucy-eu (-g-2) | 0 Jato Q@ sWlr ... Sy (*) = Yo a at Nore: Compolutton of 2 Tecranguiar putser oF | unequad duration wit be a trapezoid and equal Heetios wit be a tangle, Mor ? Be | b ot P° (an, ;Uh ‘to ob Fy (w) © 2 bE] Oy 0 § ty (wo-y) fy (y) dy 00 heres f(weyy sreprenerts dbifeing the Agro) to the 0 tw’ unt “ therside by Wi untie ayy) tang) F ' 16 Mo | wo ow Ty TE weo {y | Fuld =0,, won Oo 6 owen \e _| Pom iH woe asw ; tomy) O > dy 2) 4 Pi yay. oe Yay = wal c. ye cae PND TA () REx Cx4 sy Z acer) im § J clomy andyss yO 420 ef? f aatydy dy ye vo cj” (ry)! aye 4 cf (Pr yx),! dy +1 ae cf Wty) dy > ” wey” +] . ty The ACH a feo % | iga we 5 xy (§, 83) 48,98, “TS rs vty Caray) dys ReW=. (1 9% PA €:0° t psc) oeaxs! ys * act wo OV Cl x Frtye ff ecu nay. ° ye yoo: t Yow ~ ar dy. ¥ Stee ), dy we oa ” . 4) mM 0) 9 +900): dye eyt for x ye Seemed about = - Lt etnay cee = Feld) = c xy Sadia -_-oO oy © ‘ ( c(zasy) ays yo *° al Toren ax aay" ie) 4] socglfc +9 aI a j etaety) dady’. : yo yo ny Fy oe vt : aCe), is wo a “Je ago).ay = 2/94 ye > ys ae = aly 9 prey