Verifies the Central Limit Theorem for a given Probability Mass Function(PMF)

central_limit.py

'''Verifies the Central Limit Theorem for a given Probability Mass Function(PMF)
'''
import Cdf #http://greenteapress.com/thinkstats/Pmf.html
import Pmf #http://greenteapress.com/thinkstats/Cdf.html
from thinkstats import Mean #http://greenteapress.com/thinkstats/thinkstats.html
from matplotlib import pyplot

pmf = Pmf.MakePmfFromDict( {1:3, 3:7, 6:9, 10:4, 5:9, 10:4, 11:5, 12:8} )
cdf = Cdf.MakeCdfFromPmf(pmf)

no_of_samples = 1000000
sample_size = 5
sample_means = []
for i in range(no_of_samples):
	sample_means.append( Mean(cdf.Sample(sample_size)) )

vars, freqs = Pmf.MakePmfFromList(sample_means).Render()
graph = pyplot.plot(vars, freqs)
pyplot.show()