正态分布推导.docxVIP

A friend of mine and I decided to try to derive the normal pdf and the thinking went along the lines of the central limit theorem which states that the mean of any probability distribution becomes normal as the number of trials increases. The derivation of this is well known. but we asked ourselves how the normal distribution was first achieved. There is another normal derivation which is the binomial approximation and it is through this direction that we wondered how to derive the normal distribution from the binomial as n gets large. So the general  approach we will  take is  to take a binomial  distribution,  then increase  the number of samples n. ( 提出一个有趣的问题是在统计分派，这是表示，标准正态散布是有效的 - 即从负无穷到正无穷的积分等 同于一个，并在这样做表示推导了部分正常的 PDF 。 我，我的一个朋友决定尝试推导出正常的 PDF和沿中心极限定理指出，任何概率散布的均值作为试验增加的正常思维。 这个推导是尽人皆知的。 但我们问自己怎样正态散布首次实现。 式近似和它是通过这个方向，我们想知道怎样从二项式正态散布为  有另一种“正常”的推导，这是二项 n 变大。 因此，我们将采取的一般方法是一个二项散布，再增加样本 N. 的数量 ) Once we have done this, instead of using the horizontal lines of the distribution would be the normal probability mass function of the binomial), we are going to draw a line through each central point.  histogram (which ( 一旦我们已经做了，而不是使用散布直方图（这将是正常的概率质量函数二项式）水平线，，我们要“画 一条线”，通过每一其中心点。 ) Notice how the probability mass function shown in blue now extends from point through to the point. This probability mass function now represented by the blue line now looks more like a probability density function. Instead of labeling the histogram bars 1,2,3,4,5 we are instead going to label the intervals 0k, 1k, 2k, ... , nk. ( 请注意显示在蓝色的“概率密度函数”， 现在又延长 点到 点。 现在蓝线代表这概率密度函数现 在看起来更像是一个概率密度函数。 标签 1,2,3,4,5 直方图酒吧我们， 而不是将标签的时间间隔 0K，1K， 2K， ... ， NK。 ) So we begin by stating our distribution as P(y) where y is the probability of an occurence of rk. From the original binomial distribution, we can immediately see that the mean is and the variance (where p is the probability of success and q is the probability of failure). ( 因此，我们首先说明我们的 P（ Y），其中 y 是 RK发生的概率散布。 从最初的二项散布，我们马上便可 以看到，意思