EE 131A

Homework #8 Solution

Winter 2015
K. Yao

1. The relative frequency fA (n) has mean 2/10 and variance (1/n)p(1 p) = 0.16/n .
P [|fZ (n) 0.2| < 0.02] = P [0.18 < fA (n) < 0.22]
"
#
0.22 0.20
fA (n) 0.1
0.18 0.20
= P p
< p
< p
0.16/n
0.16/n
0.16/n
!
0.02
= 1 2Q p
= 0.95
0.16/n
 

n
n
Q
= 0.025
= 1.95 n = 1521 .
20
20
2. We have n = 80 and = 1/4 . Then E[Sn ] = n = 20 and V AR(Sn ) = 20 . A comparison of the
exact values of P (Sn = k) and the above approximations is
given below. Tabulate k = 1 : 1 : 30,
P (Sk ) = (k /k!)exp(), where = 20, and Papprox (k) = (1/ 40)exp((k 20)2 /40).
1.00000000000000
2.00000000000000
3.00000000000000
4.00000000000000
5.00000000000000
6.00000000000000
7.00000000000000
8.00000000000000
9.00000000000000
10.00000000000000
11.00000000000000
12.00000000000000
13.00000000000000
14.00000000000000
15.00000000000000
16.00000000000000
17.00000000000000
18.00000000000000
19.00000000000000
20.00000000000000
21.00000000000000
22.00000000000000
23.00000000000000
24.00000000000000
25.00000000000000
26.00000000000000
27.00000000000000
28.00000000000000
29.00000000000000
30.00000000000000

3. a. fX (x1 , x2 ) =

1
2 ||1/2

0.00000004122307
0.00000041223072
0.00000274820483
0.00001374102415
0.00005496409660
0.00018321365533
0.00052346758665
0.00130866896663
0.00290815325917
0.00581630651835
0.01057510276063
0.01762517126771
0.02711564810417
0.03873664014882
0.05164885353176
0.06456106691470
0.07595419637023
0.08439355152248
0.08883531739209
0.08883531739208
0.08460506418294
0.07691369471176
0.06688147366240
0.05573456138533
0.04458764910827
0.03429819162174
0.02540606786796
0.01814719133426
0.01251530436845
0.00834353624564

e(x)

1 (x)/2

0.00001073710917
0.00002707757482
0.00006495572526
0.00014822122007
0.00032172781337
0.00066428142199
0.00130467061811
0.00243744560806
0.00433165899778
0.00732249128096
0.01177466994075
0.01801042233608
0.02620500987264
0.03626853674196
0.04774864115336
0.05979670798364
0.07123260215139
0.08071711293577
0.08700369673863
0.08920620580764
0.08700369673863
0.08071711293577
0.07123260215139
0.05979670798364
0.04774864115336
0.03626853674196
0.02620500987264
0.01801042233608
0.01177466994075
0.00732249128096

|| = 6 1 = 5.

1 =

1
5

3
1
1

1
2


=

0.6
0.2

0.2
0.4


.

(X )



X1 1
(X ) = [(X1 1), (X2 2)]
X2 2


0.6X1 + 0.2X2 1
= [(X1 1), (X2 2)]
0.2X1 + 0.4X2 1
=

0.6
0.2

0.2
0.4

0.6X12 + 0.4X22 + 0.4X1 X2 2X1 2X2 + 3.

2

fX (x1 , x2 ) = 215 e(0.3X1 +0.2X2 +0.2X1 X2 X1 X2 +1.5) .

 
1
b. Y = A + B = [1, 1]
+ 1 = 3 + 1 = 4.
2
Y2

Y = E{(Y Y )2 } = E{A(X )(X )T AT }


 
 
2 1
1
1
= A AT = [1, 1]
= [1, 1]
= 1 + 2 = 3.
1
3
1
2

fY (y) =

1
23

(y4)2
23

< y < .

c. You can use either the Q-function Table or Table 4.2 or equivalently do
Z
Z
(y4)2
1
Pr{Y 2} =
fY (y) dy = 23
e 23 dy
2
2
Z
2
t
/2
1

= 2
e
dt; t = y4
3
24

'

1
2

et

1.1547

4. Setting up seed=19 once for n=100

n
mean
sec.mom.
1.0000e+002 5.3162e-001 3.6439e-001
2.0000e+002 5.2514e-001 3.6712e-001
3.0000e+002 4.8330e-001 3.0871e-001
4.0000e+002 4.9502e-001 3.2364e-001
5.0000e+002 5.1352e-001 3.4350e-001
6.0000e+002 4.9341e-001 3.2800e-001
7.0000e+002 5.1210e-001 3.4827e-001
8.0000e+002 4.9846e-001 3.3338e-001
9.0000e+002 5.1471e-001 3.4800e-001
1.0000e+003 4.9735e-001 3.3043e-001
Resetting seed=19 for all different ns
n
mean
sec.mom.
1.0000e+002 5.3162e-001 3.6439e-001
2.0000e+002 5.2331e-001 3.5981e-001
3.0000e+002 5.2730e-001 3.6621e-001
4.0000e+002 5.1406e-001 3.5155e-001
5.0000e+002 5.0242e-001 3.3621e-001
6.0000e+002 5.0530e-001 3.3746e-001
7.0000e+002 4.9996e-001 3.3116e-001
8.0000e+002 4.9653e-001 3.2676e-001
9.0000e+002 5.0233e-001 3.3227e-001
1.0000e+003 5.0119e-001 3.3193e-001

/2

dt =

1
2

1.1547

et

/2

dt ' 0.8759.

variance
8.1767e-002
9.1353e-002
7.5124e-002
7.8599e-002
7.9795e-002
8.4547e-002
8.6025e-002
8.4914e-002
8.3079e-002
8.3065e-002

variance
8.1767e-002
8.5955e-002
8.8167e-002
8.7296e-002
8.3781e-002
8.2129e-002
8.1204e-002
8.0216e-002
7.9937e-002
8.0742e-002

As n increases, (n), m2 (n), and 2 (n) tend to converge to the true =

1
and 2 = m2 2 = 12
, not necessarily monotonically.

R1
0

x dx = 12 , m2 =

R1
0

x2 dx = 31 ,

5.

6.