Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2013/m/2/c/solution

For the uniform distribution on , the mean is and the variance is . The central limit theorem for independent identically distributed variables with finite nonzero variance gives
Choose . Then
The standard normal distribution function is continuous and strictly increasing, so its value at the finite positive number is strictly between and one, as required.

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