ThmDex – An index of mathematical definitions, results, and conjectures.
De Moivre-Laplace theorem
Formulation 0
Let $X_1, X_2, X_3, \ldots \in \text{Rademacher} (1 / 2)$ each be a D5286: Rademacher random integer such that
(i) $X_1, X_2, X_3, \ldots$ is an D2713: Independent random collection
Let $a, b \in \mathbb{R}$ each be a D993: Real number such that
(i) $a < b$
Then \begin{equation} \mathbb{P} \left( a \leq \frac{1}{\sqrt{N}} \sum_{n = 1}^N X_n \leq b \right) \longrightarrow \frac{1}{\sqrt{2 \pi}} \int^b_a e^{-x^2/2} \, d x \quad \text{ as } \quad N \to \infty \end{equation}
Formulation 1
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
(i) $a < b$
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}