Re: Bounding the beta function

From: Andor (an2or_at_mailcircuit.com)
Date: 02/16/05 

Date: 16 Feb 2005 10:33:17 -0800

Hi Ian,

hey, a reply, great!

You wrote:
"
If b(x,n) = B(x,n,n)/B(n,n) then b(x,n) is the cdf for a random
variable from the beta distribution with mean 0.5 and variance
1/4/(2*n+1).
"
Ok. Then:
"
For sufficiently small e, large n b(0.5+e,n) can be approximated by the
Normal cdf as N(e*sqrt(4*(2*n+1))).
"
Is N(x) the standard normal cdf? Is this approximation an application
of the CLT? Which random variables are you adding in that case?

Best regards,
Andor

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