simulation of CLT-theorem applied to unform distribution

CLT_test.R

# resulting image is
# http://dl.dropbox.com/u/15259519/images/CLT_sim.png

sr <- function() source("CLT_test.R")

sim1 <- function(n,m=500,c=30) {
  mat <- matrix(runif(m*n),c(m,n))
  res <- (rowSums(mat)-n*0.5)/sqrt(n/12)
  hist(res,nclass=c,main='',xlab=sprintf("N=%d, trial num=%d",n,m))
}

sim <- function(n=c(1,2,3,5,10),m=c(10,100,500,10000,100000)) {
  ln <- length(n)
  lm <- length(m)
  layout(matrix(1:(ln*lm),lm,ln))
  for (i in n) for (j in m) sim1(i,j)
}

sim()