#=========================================================== # Figure 14.4.R. # Simulation of central limit theorem. #=========================================================== layout(matrix(c(1,2,3,4),2,2,byrow=TRUE)) #----------------------------------------------------------- # One uniform random variable simulated 10000 times. #----------------------------------------------------------- size=1 # Number of random variables in sum. repeats=10000 # Number of values to simulate for # histogram. v=runif(size*repeats) # Vector of uniform random variables. w=matrix(v,size,repeats) # Enter v into a matrix (sizeXrepeats). y=colSums(w) # Sum the columns. hist(y,freq=FALSE,ann=FALSE) # Histogram. title("size 1") #----------------------------------------------------------- # Sum of two uniform random variables simulated 10000 times. #----------------------------------------------------------- size=2 # Number of random variables in sum. repeats=10000 # Number of values to simulate for # histogram. v=runif(size*repeats) # Vector of uniform random variables. w=matrix(v,size,repeats) # Enter v into a matrix (sizeXrepeats). y=colSums(w) # Sum the columns. hist(y,freq=FALSE,ann=FALSE) # Histogram. title("size 2") #----------------------------------------------------------- # Sum of five uniform random variables simulated 10000 times. #----------------------------------------------------------- size=5 # Number of random variables in sum. repeats=10000 # Number of values to simulate for # histogram. v=runif(size*repeats) # Vector of uniform random variables. w=matrix(v,size,repeats) # Enter v into a matrix (sizeXrepeats). y=colSums(w) # Sum the columns. hist(y,freq=FALSE,ann=FALSE) # Histogram. title("size 5") #----------------------------------------------------------- # Sum of twenty uniform random variables simulated 10000 times. #----------------------------------------------------------- size=20 # Number of random variables in sum. repeats=10000 # Number of values to simulate for # histogram. v=runif(size*repeats) # Vector of uniform random variables. w=matrix(v,size,repeats) # Enter v into a matrix (sizeXrepeats). y=colSums(w) # Sum the columns. hist(y,freq=FALSE,ann=FALSE) # Histogram. title("size 20")