- In the lectures, we looked at the Central Limit Theorem and drew a histogram to show that the distribution ofZn=√n( ̄X−μ)/σwas close to that of theN(0,1). The more accurate statement of the CLT however is that limn→∞P(Zn≤x) = Φ(x) for any x∈R where Φ is the standard normal CDF
.Write code that would allow you to perform a simulation study to examine this property.You should write a brief paragraph or two to describe your simulation study and what yourcode does. Run your code for a specific example, and explain your output.
Read more here: https://stackoverflow.com/questions/64961675/can-someone-help-me-with-an-r-code-for-the-clt-below
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