Question 5.67

5.67 Normal distributions.

Many software packages generate standard Normal variables by taking the sum of 12 uniform variables and subtracting 6.

  1. Simulate 1000 random values using this method.
  2. Use numerical and graphical summaries to assess how well the distribution of the 1000 values approximates the standard Normal distribution.
  3. Write a short summary of your work. Include details of your simulation.

5.67

Software, answers will vary. The distribution should look Normal. The mean should be close to 0, and the standard deviation should be close to 1.