ESTIMATION OF THE NUMBER OF SUMMANDS OF THE CENTRAL LIMIT THEOREM

Abstract

The problem of estimating the number of summands of random variables for a total normal distribution law or a sample average with a normal distribution is investigated. The Central limit theorem allows us to solve many complex applied problems using the developed mathematical apparatus of the normal probability distribution. Otherwise, we would have to operate with convolutions of distributions that are explicitly calculated in rare cases. The purpose of this paper is to theoretically estimate the number of terms of the Central limit theorem necessary for the sum or sample average to have a normal probability distribution law. The article proves two theorems and two consequences of them. The method of characteristic functions is used to prove theorems. The first theorem States the conditions under which the average sample of independent terms will have a normal distribution law with a given accuracy. The corollary of the first theorem determines the normal distribution for the sum of independent random variables under the conditions of theorem 1. The second theorem defines the normal distribution conditions for the average sample of independent random variables whose mathematical expectations fall in the same interval, and whose variances also fall in the same interval. The corollary of the second theorem determines the normal distribution for the sum of independent random variables under the conditions of theorem 2. According to the formula relations proved in theorem 1, a table of the required number of terms in the Central limit theorem is calculated to ensure the specified accuracy of approximation of the distribution of the values of the sample average to the normal distribution law. A graph of this dependence is constructed. The dependence is well approximated by a polynomial of the sixth degree. The relations and proved theorems obtained in the article are simple, from the point of view of calculations, and allow controlling the testing process for evaluating students ' knowledge. They make it possible to determine the number of experts when making collective decisions in the economy and organizational management systems, to conduct optimal selective quality control of products, to carry out the necessary number of observations and reasonable diagnostics in medicine.