Geodesic
Error in generating a normal distribution
Applications of Mathematics, Tome 12 (1967) no. 2, pp. 130-135
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In this paper an estimate for the maximum difference of onedimensional distribution function of a random process and the normal distribution function is given. The process is supposed to be obtained by a passage of a sequence of pulses with random polarity through a linear filter. In two special cases the influence of the impulse-response function of the filter on the difference is studied.
In this paper an estimate for the maximum difference of onedimensional distribution function of a random process and the normal distribution function is given. The process is supposed to be obtained by a passage of a sequence of pulses with random polarity through a linear filter. In two special cases the influence of the impulse-response function of the filter on the difference is studied.
DOI : 10.21136/AM.1967.103079
Classification : 94-10
Keywords: probability theory 
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Šubert, Bruno. Error in generating a normal distribution. Applications of Mathematics, Tome 12 (1967) no. 2, pp. 130-135. doi: 10.21136/AM.1967.103079

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