Approximate a binomial central range

Problem

Let X1,…,X100X_1,\ldots,X_{100} be independent Bernoulli⁡(1/2)\operatorname{Bernoulli}(1/2) variables and S=∑iXiS=\sum_iX_i. Identify the exact distribution of SS and use a normal approximation with continuity correction to estimate P(45≤S≤55)P(45\le S\le55).

Reveal answer or reference solution

Exactly, S∼Binomial⁡(100,1/2)S\sim\operatorname{Binomial}(100,1/2), with mean 5050 and variance 2525. With continuity correction,

P(45≤S≤55)≈P(44.5≤N(50,25)≤55.5)P(45\le S\le55)\approx P(44.5\le N(50,25)\le55.5)

Standardizing gives bounds −1.1-1.1 and 1.11.1, hence

P(45≤S≤55)≈2Φ(1.1)−1≈0.7287P(45\le S\le55)\approx2\Phi(1.1)-1\approx0.7287
Outcome

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