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Approximating sums of uniform random variables
Suppose \(X_1,X_2,X_3,X_4\) are independent uniform \((0,1)\) and we set \(S_4=X_1+X_2+X_3+X_4\). Use the normal approximation to estimate \(\mathbf{P}( S_4 \geq 3) \).
Change of Variable: Gaussian
Let \(Z\) be a standard Normal random variable (ie with distribution \(N(0,1)\)). Find the formula for the density of each of the following random variables.
- 3Z+5
- \(|Z|\)
- \(Z^2\)
- \(\frac1Z\)
- \(\frac1{Z^2}\)
[based on Pitman p. 310, #10]
