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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"Normal Approximation to a Poisson Random Variable"
http://demonstrations.wolfram.com/NormalApproximationToAPoissonRandomVariable/
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Published: March 7 2011