Let $X_1, X_2, X_3, \ldots \in \text{Random} \{ -1, 1 \}$ each be a
D5075: Random integer such that
(i) |
$X_1, X_2, X_3, \ldots$ is an D2713: Independent random collection
|
(ii) |
\begin{equation}
\forall \, n \in 1, 2, 3, \ldots :
\mathbb{P}(X_n = -1)
= \mathbb{P}(X_n = 1)
= \frac{1}{2}
\end{equation}
|
Let $a, b \in \mathbb{R}$ each be a
D993: Real number such that
Then
\begin{equation}
\lim_{N \to \infty} \mathbb{P} \left( a \leq \frac{1}{\sqrt{N}} \sum_{n = 1}^N X_n \leq b \right)
= \frac{1}{\sqrt{2 \pi}} \int^b_a e^{-x^2/2} \, d x
\end{equation}