Hypothesis testing and confidence interval construction are based on the Central Limit Theorem.
We will simulate the outcome of one roll of a fair die. (both of the following pieces of code can be used to roll a die).
Dice1=floor(runif(50,min=1,max=7))
Dice2=sample(1:6,1,replace=T)
A simple demonstration of the central limit theorem is given by the problem of rolling a large number of dice repeatedly. The distribution of the sum (or average) of the rolled numbers will be well approximated by a normal distribution, the parameters of which can be determined empirically.
N=100 #number of loops
myDiceSums=numeric(N) #array “myDiceSums” store the sample means
for( i in 1:N)
{
Dice=floor(runif(50,min=1,max=7));
myDiceSums[i]=mean(Dice)
}
myDiceSums #print myDiceSums dataset to screen
Lets look at the distribution of the means. Are they normally distributed?
mean(myDiceSums) #compute the mean.
qqnorm(myDiceSums) #draws a QQ plot
qqline(myDiceSums) #adds trend line to QQplot.
shapiro.test(myDiceSums) #Shapiro Wilk test.