試題詳解

1. Let X₁, X₂, ..., be a random sample drawn from an arbitrary distribution with a
finite mean u and variance o . Which of the following statements about Central
Limit Theorem (CLT) are true? (Multiple choices, 10 marks)
(A) As n - co, the sampling distribution of  converges to the N(0, 1)distribution.
(B)~ N(O, 1) for sufficiently large n.
(C) If X is a Bin(n, p) random variable, then ~ N(O, 1).
(D) Following , to apply the CLT, n must be at least 20 if p = 0.5.