From successive sums of 12 uniform random variables (i.e., use the BASIC system RND() function) use the Central Limit Theorem and BASIC to generate a long sequence (1000) of Normal random variables with zero mean and unity variance.

Question

From successive sums of 12 uniform random variables (i.e., use the BASIC system RND() function) use the Central Limit Theorem and BASIC to generate a long sequence (>1000) of Normal random variables with zero mean and unity variance.

zarkon · Answer

you know the mean and s.d. of a continuous uniform (0,1) random variable

then construct $$\frac{\overline{x} -\mu}{\sigma/\sqrt{n}}$$

do this 1000+ times.