Scripted HTML version of Foils prepared 12 November 1996
Foil 9 The Law of Large Numbers or the Central Limit Theorem.
From CPS615-End of Basic Overview of Random Numbers and First Part of Monte Carlo Integration Delivered Lectures of CPS615 Basic Simulation Track for Computational Science -- 22 October 96. byGeoffrey C. Fox * Secs 220.3
Let xi be independent random numbers -- each with same distribution p(x).