nSample=10;nRep=10^5;
CLT.unif <- function(nSample, nRep) {
x=matrix(runif(nSample*nRep),nrow=nSample);
x.means<-colMeans(x)
hist(x.means,50,main='Distribution of Means of Uniform Distribution',
xlab='Means', probability=T)
x.means.dens<-density(x.means)
lines(x.means.dens,lwd=3,lty=1,col='red')
x2=seq(0,1,0.001);CLT=dnorm(x2,mean=0.5,sd=(sqrt(1/12))/(sqrt(nSample)))
lines(x2,CLT,lwd=3,lty=3,col='cyan')
legend("topright",c("Density of Actual Means","Normal Distribution"),
lty=c(1,3), col=c('red','cyan'),lwd=3)
}
> CLT.unif(10,100000)
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