Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 1 28K b Solution Created 2026-09-24 Updated 2026-09-25
Equivalently, the characteristic function of the left-hand side iswhich is the characteristic function of that centered normal distribution.
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 201 3 b Solution Created 2026-09-28 Updated 2026-10-03
The Poisson central limit theorem, or the ordinary central limit theorem applied to the , gives for a standard normal random variable . The negative-part map is continuous, so the continuous mapping theorem gives
If has a Poisson distribution, then as . The Poisson central limit theorem standardizes by mean and variance ; the cutoff tends to zero. Squeezing between fixed nearby cutoffs and using continuity of the standard normal distribution function gives the limit.