Normal Approximation to a Poisson Random Variable

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If is a positive integer, then a Poisson random variable with parameter can be thought of as a sum of independent Poisson random variables, each with parameter one. It is a consequence of the central limit theorem that for large values of such a random variable can be well approximated by a normal random variable with the same mean and variance.

Contributed by: Chris Boucher (March 2011)
Open content licensed under CC BY-NC-SA


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