Simulation analysis of convergence of sample mean distribution to normal distribution Cover Image

Symulacyjne badanie szybkości zbieżności rozkładu statystyk do rozkładu normalnego
Simulation analysis of convergence of sample mean distribution to normal distribution

Author(s): Małgorzata Krzciuk, Michał Mierzwa, Janusz Wywiał
Subject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: sample mean distribution; normal distribution; convergence of sample mean distribution

Summary/Abstract: The paper discusses studentized sample mean distribution. The sample is from exponential distribution. On the basis of independent replications of the samples empirical distributions studentized mean was calculated. The distance between the empirical distributions and the standard normal distribution was measured by means well known as statistics of Kolmogorov. Under the appropriate sample sizes the degree of the difference between the empirical and theoretical distributions was evaluated. Moreover, the hypothesis on normality of the empirical distributions was tested by means of the Kolmogorov test.

  • Issue Year: 17/2013
  • Issue No: 11
  • Page Range: 201-208
  • Page Count: 8
  • Language: Polish