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From: dpb <none@non.net>
Newsgroups: comp.soft-sys.matlab
Subject: Re: What is the probability that random integers sum to a given value?
Date: Wed, 01 Jul 2009 08:56:39 -0500
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Bruno Luong wrote:
> It seems very difficult to get the exact probability for
> non-replacement case. I would go with John : try to ignore the
> non-replacement assumption. The question is how much error we make by
> this approximation. In any case I'm with John, it's probably a better
> way than Monte Carlo simulation.
> 

That's why I asked about how far out into the tails does Dave need/want 
estimates for?

Typical 95/99 CL's I'd think w/o actually looking at it in detail would 
be pretty darn good w/ CLT; as you approach 99.5 and on then will become 
more of an issue obviously.  Of course, there's where simple MC will 
breakdown, too.

--