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Gaussian Limit of
Gaussian Limit of Binomial and Poisson Distributions---II
Then
from additivity of binomial distributions;
y
is binomial with distribution
,
from standard central limit theorem,
y
is Gaussian with mean
and standard deviation
.
Here
and
are mean and standard deviation of
distribution,
i.e.,
We conclude that for fixed
p
, and
,
tends to Gaussian distribution with mean
np
and standard deviation
.
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu