4.6-2.ppt - 4.6.3 中心极限定理 在实际问题中，常常需要考虑许多随 机因素所产生总影响

# 4.6-2.ppt - 4.6.3 中心极限定理...

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4.6.3 中心极限定理 在实际问题中，常常需要考虑许多随 机因素所产生总影响 . 例如：炮弹射击的落点与目标的偏差，就受 着许多随机因素的影响 .

n k k n k n k k k n X D X E X Z 1 1 1 ) ( ) ( 的分布函数的极限 . 可以证明，满足一定的条件，上述极 限分布是标准正态分布 . 考虑 中心极限定理 这就是下面要介 绍的

} { lim 1 x n n X P n i i n 定理 1 （独立同分布下的中心极限定理） x - 2 t - dt e 2 1 2 它表明，当 n 充分大时， n 个具有期望和方 的独立同分布的 r.v 之和近似服从正态分布 .

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