Timeline for Sum of Gaussian pdfs
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 26, 2017 at 23:49 | comment | added | Dustin G. Mixon | If you add U[-1/2,1/2] to N(0,11/12), the fractional part is still exactly uniform, and it approximates N(0,1) about 10 times better, but it's still not "ridiculously" close. | |
| Oct 26, 2017 at 22:52 | comment | added | Anthony Quas | This is a nice observation. I followed up by calculating the total variation distance between $N(0,1)$ and the translated sum of 12 $U[0,1]$'s: it's 0.006, so this is close, but not ridiculously close. On the other hand, the total variation distance between $\langle N(0,1)\rangle$ and $U[0,1]$ is of the order $10^{-8}$, which is ridiculously close. | |
| Oct 26, 2017 at 17:30 | history | answered | Dustin G. Mixon | CC BY-SA 3.0 |