70 views

Uploaded by Mithilesh Kumar

stat

- PreCalc_2010.pdf
- The Binomial Distribution
- hw2
- 9ABS401, 9ABS304 Probability and Statistics
- 3-13.pdf
- Calculation and Modelling of Radar Performance 6 Probability and Random Processes
- Gaussian Integral Puzzle
- Sas Tutorial Procunivariate
- In Statistics Lecture4
- Business Stats Review
- Algebra Homework Help
- An Introduction to Random Variables
- Psp Book Competency
- Keep 206
- Week 07 the Normal
- Untitled
- 2008_SPL
- math project
- spring2017-600ProblemSet9
- 91586-sas-2013

You are on page 1of 4

Fall 2016. Problem Set 1

Due Friday, Sep. 16 at 12 noon

1 1

1. For n IN , let Xn be a random variable such that IP Xn = = 1 2 and

n n

1

IP [Xn = n] = . Does Xn converge in probability? In L2 ?

n2

2. Let (Xn )nIN be a sequence of i.i.d. Bernoulli random variables with parameter

n

1n

p [0, 1]. For n IN , let Xn =

Xi .

n i=1

a) What is the distribution of nX n ?

IP

a) Prove that Xn 0.

n

IP

b) Prove that nXn 0.

n

For each of the following statement, say whether it is true or false. When your answer

is false, give a counter example.

a.s. a.s. a.s.

1. If Xn X and Yn Y , then Xn + Yn X + Y .

n n n

IP IP IP

2. If Xn X and Yn Y , then Xn + Yn X + Y .

n n n

(d) (d) (d)

3. If Xn X and Yn Y , then Xn + Yn X + Y .

n n n

4. Consider a coin that shows Heads with some unknown probability p when it is

tossed. After tossing this coin 100 times, Heads have shown up 43 times. The

unknown parameter p is contained in the interval [.33, .53] with probability 95%.

Let X1 , . . . , Xn be i.i.d. Bernoulli random variables with unknown parameter p (0, 1)

and denote by X n their empirical average:

n

1n

Xn = Xi .

n i=1

Xn p

1. Show that nJ converges in distribution to a standard Gaussian random

p(1 p)

variable Z.

IP[|Z| t] = 2IP[Z t] 1.

J J

t p(1 p) t p(1 p)

It = Xn , Xn + .

n n

IP[It p] 2(t) 1, n ,

tion.

4. In practice, we would like to be able to dene an interval as small as possible,

whose expression does not depend on the unknown value of p. Using the previous

question, nd the value of t such that the interval It contains p with probability

going to 95% as n grows to innity. Denote by t0 this value.

Hint: The 97.5%-quantile of the standard Gaussian distribution is 1.96.

In the next questions, we study three ways of updating the interval It0 in order to

obtain intervals that no longer depend on the unknown value of p.

5. A conservative method:

a) Prove that no matter the value of p,

1

p(1 p) .

4

b) Using the previous question, nd an interval J1 centered around X n that does

not depend on p but that contains p with probability at least 95% when n

becomes large.

c) If it was known a priori that p .3, could you nd an interval smaller than

J1 , independent of p and that still contains p with probability at least 95%

when n becomes large ?

6. Solving an inequality:

a) Prove that the statement p It0 is equivalent to a polynomial inequality of

degree 2 in p.

c) Using the previous question, propose a new interval J2 that does not depend

on p but contains p with probability going to 95% as n goes to innity.

7. Show that if you replace p with X n in the expression of It0 , you obtain an interval

J3 that contains p with probability going to 95% as n goes to innity.

8. In order to forecast the results of the elections, n registered voters are sampled

randomly and with replacement and are asked whether they plan to vote for Hillary

or Donald at the presidential elections. Denote by p the proportion of American

voters who plan to vote for Hillary, within the whole population and by p the

proportion of sampled individuals who answer that they plan to vote for Hillary.

a) Assume that n = 10, 000 and p = .7341. Compute the intervals J1 , J2 and J3

dened in the previous questions and compare their respective lengths.

b) Find a minimal sample size n that would be required in order to be able

to compute an interval of length at most .05 that does not depend on the

unknown value of p and that contains p with approximate probability at least

95%.

MIT OpenCourseWare

https://ocw.mit.edu

Fall 2016

For information about citing these materials or our Terms of Use, visit: https://ocw.mit.edu/terms.

- PreCalc_2010.pdfUploaded byiitforum
- The Binomial DistributionUploaded bylakshay187
- hw2Uploaded byTarik Adnan Moon
- 9ABS401, 9ABS304 Probability and StatisticsUploaded bysivabharathamurthy
- 3-13.pdfUploaded byAnonymous901
- Calculation and Modelling of Radar Performance 6 Probability and Random ProcessesUploaded bymmhorii
- Gaussian Integral PuzzleUploaded bysportingdan
- Sas Tutorial ProcunivariateUploaded bywilliamsa01
- In Statistics Lecture4Uploaded byrajualag
- Business Stats ReviewUploaded bybasil9
- Algebra Homework HelpUploaded byabcSD
- An Introduction to Random VariablesUploaded byShekhar Raghav
- Psp Book CompetencyUploaded byCarlos López KMartínez
- Keep 206Uploaded byAli Asgar Beguwala
- Week 07 the NormalUploaded byJane Doe
- UntitledUploaded byeurolex
- 2008_SPLUploaded bykilinet
- math projectUploaded byapi-201420545
- spring2017-600ProblemSet9Uploaded byEd Z
- 91586-sas-2013Uploaded byAriel Chou
- chapter 3 summeryUploaded byapi-208339580
- TI83HandoutUploaded byGrace
- 2007-06-17_TPC_DD_BasicStatisticsUploaded byRavichandran Srinivasan
- MIT18_440S11_Lecture19Uploaded byVikas Mishra
- lec 3 (SII)Uploaded bySAna KhAn
- Chapter 6 slides 1 per page.pdfUploaded byLexa Esor
- ITC Lecture #04Uploaded bysohaibhaider
- SPECIA~1.PPTUploaded bybigbangmelvan
- MR_1_2009_article1Uploaded byluislatex
- m6u4 parent letterUploaded byapi-366304862

- AI is the New Electricity2018Uploaded byMithilesh Kumar
- MIT18_650F16_PSet7Uploaded byMithilesh Kumar
- Machine LearniingUploaded byanshul77
- AnswerUploaded byAsriani Hasan
- EcmAll.pdfUploaded byMithilesh Kumar
- ch1Uploaded byMithilesh Kumar
- Bond-CDS Basis Trading HandbookUploaded byFutrbllnr
- 05Uploaded byMithilesh Kumar
- n Ber Credit Spread ExcellentUploaded byMithilesh Kumar
- MIT18_443S15_LEC6Uploaded byMithilesh Kumar
- MFE_SampleQS1-76Uploaded byJihyeon Kim
- Ch3QuizUploaded byMithilesh Kumar
- Anticipating Correlations3Uploaded byMithilesh Kumar
- Forecasting SlidesUploaded byMithilesh Kumar
- Econ 582 Trend Cycle SlidesUploaded byMithilesh Kumar
- Econ 512 Box Jenkins SlidesUploaded byMithilesh Kumar
- Favero Applied MacroeconometricsUploaded byMithilesh Kumar

- (K-Map) OksanaYarem_KarnaughMaps.pptUploaded bymaprof
- Distinction Between Organic Compounds Chemical TestUploaded byMission Security Services Pvt. Ltd
- Thyroid GlandUploaded byXandy Jaraba
- Void and Voidable MarriagesUploaded by美咲剛
- Extract from Estacode-2011 KPK.docxUploaded byHumayun Khan
- engineer 1Uploaded byapi-305927039
- Erich Fromm Love Art PDFUploaded byKim
- CGAP Training Information Systems Course 2009Uploaded bydale2741830
- Lianqing Zheng and Donald L. Thompson- Molecular dynamics simulations of melting of perfect crystalline hexahydro-1,3,5-trinitro-1,3,5-s-triazineUploaded byPomaxx
- Wesley - THE ANCIENT HYPOTHESIS OF FICTION- AN ESSAY ON THE ORIGINS OF LITERARY THEORY.pdfUploaded byAnonymous Q7wGql
- PanoramicPanda's P.T.U. Tools-1.pdfUploaded byHarry Cross
- Hindu Dharm.pdfUploaded byAshokupadhye1955
- Wolfson Kabbalistic MusingsUploaded byKhem Caigan
- xydata in GISUploaded byUB
- Instrument System - Week 2Uploaded byMuhammad Ismunandar Al Fajr
- Introduction to the Philosophy of the Human Person_Pag City_5Uploaded byLEX
- a22baBacterial TransductionUploaded byMudit Misra
- Finger YogaUploaded byVanja Mihov
- Tatted DragonUploaded byWhisper Bowles
- good morning miss toliverUploaded byapi-408733519
- Ganesh Celebration 2015Uploaded byGovind Manglani
- Basic Engine and Compressor Analysis TechniquesUploaded byJuan Pablo Bustamante Visbal
- LDS Old Testament Handout 18: Isaiah background & Isaiah in the Book of MormonUploaded byMike Parker
- MIL-STD-331Uploaded byHI HI
- NIRCA ExpansionUploaded bydreid1987
- rev 11.docxUploaded byGajendra
- 1 Dude AUploaded byMeriam Halim
- PROJECT KRIS FINAL .docxUploaded byKris T
- Psychological Incapacity in Marriage Cases - P&FUploaded byJulian Paul Cacho
- _Lecture on Paradise Lost - JohnstonUploaded byDumitru Ioan