3 views

Uploaded by Mohamad Sahil

dsff

save

You are on page 1of 3

1, we can write Chebyshev’s inequality as

**P{\X > ka] < \lk^Thus it states that the probability a random variable differs from its
**

mean by more than k

standard deviations is bounded \yy \!k^.We will end this section by using Chebyshev’s

inequality to prove the weak law of

large numbers, which states that the probability that the average of the first n terms in a

sequence of independent and identically distributed random variables differs by its mean

by more than s goes to 0 as w goes to infinity.

**Theorem 4.9.3 The Weak Uw of Large NumbersLet X\,X2,., be a sequence of
**

independent and identically distributed random vari ables, each having mean E]Xi\ = /t.

Then, for any £ > 0,

it follows that X\ + X2 + ■ ■ ■ + X„ represents the number of times that E occurs in the

first n trials. Because E[Xi\ = P{E), it thus follows from the weak law of large numbers

that for any positive number £, no matter how small, the probability that the proportion of

the first n trials in which E occurs differs from P{E) by more than £ goes to 0 as «

increases.

Problems

1. Five men and 5 women are ranked according to their scores on an examination. Assume

that no two scores are alike and all 10! possible rankings are equally likely. Let X denote

the highest ranking achieved by a woman (for instance, X = 2 if the top-ranked person

was male and the next-ranked person was female). Find P{X = /},i= 1,2,3,...,8,9,10.

2. Let X represent the difference between the number of heads and the number of tails

obtained when a coin is tossed n times. What are the possible values ofX?

3. In Problem 2, if the coin is assumed fair, for n = 5, what are the probabilities associated

with the values that X can take on?

4. The distribution function of the random variable X is given 0 X<0

X

0<X<1 2

Suppose the random variable X has probability density function .X\ + • • • + X„ >s Proof 0 asw—>•cx) We shall prove the result only under the additional assumption that the random variables have a finite variance a^. (c) WhatisP{2 <X < 4}? . Now. (e) What is P{X =1}? and the result is proved. (a) Plot this distribution function. Letting 1 if E" occurs on trial i0 if £ does not occur on trial i 5. ■For an application of the above. . suppose that a sequence of independent trials is per formed. (b) WhatisT{X > i}? . as 2 — = and Var(^^'^ ^ it follows from Chebyshev s inequality that ^ 2<x < 3 1 3<X [\X\+■■■+X„ M >€\ < . (d) What is P{X < 3}? . Let £ be a fixed event and denote by P{E) the probability that E occurs on a given trial.

cx if 0 < X < 1 .

- The Unwinding: An Inner History of the New AmericaGeorge Packer
- Yes PleaseAmy Poehler
- Sapiens: A Brief History of HumankindYuval Noah Harari
- The Innovators: How a Group of Hackers, Geniuses, and Geeks Created the Digital RevolutionWalter Isaacson
- Dispatches from Pluto: Lost and Found in the Mississippi DeltaRichard Grant
- Elon Musk: Tesla, SpaceX, and the Quest for a Fantastic FutureAshlee Vance
- Devil in the Grove: Thurgood Marshall, the Groveland Boys, and the Dawn of a New AmericaGilbert King
- John AdamsDavid McCullough
- The Prize: The Epic Quest for Oil, Money & PowerDaniel Yergin
- The Emperor of All Maladies: A Biography of CancerSiddhartha Mukherjee
- A Heartbreaking Work Of Staggering Genius: A Memoir Based on a True StoryDave Eggers
- Grand Pursuit: The Story of Economic GeniusSylvia Nasar
- This Changes Everything: Capitalism vs. The ClimateNaomi Klein
- The New Confessions of an Economic Hit ManJohn Perkins
- Team of Rivals: The Political Genius of Abraham LincolnDoris Kearns Goodwin
- Smart People Should Build Things: How to Restore Our Culture of Achievement, Build a Path for Entrepreneurs, and Create New Jobs in AmericaAndrew Yang
- The Hard Thing About Hard Things: Building a Business When There Are No Easy AnswersBen Horowitz
- Rise of ISIS: A Threat We Can't IgnoreJay Sekulow
- The World Is Flat 3.0: A Brief History of the Twenty-first CenturyThomas L. Friedman
- Bad Feminist: EssaysRoxane Gay
- Angela's Ashes: A MemoirFrank McCourt
- Steve JobsWalter Isaacson
- How To Win Friends and Influence PeopleDale Carnegie

- Extremely Loud and Incredibly Close: A NovelJonathan Safran Foer
- The Sympathizer: A Novel (Pulitzer Prize for Fiction)Viet Thanh Nguyen
- The Silver Linings Playbook: A NovelMatthew Quick
- Leaving Berlin: A NovelJoseph Kanon
- The Light Between Oceans: A NovelM.L. Stedman
- The Incarnations: A NovelSusan Barker
- You Too Can Have a Body Like Mine: A NovelAlexandra Kleeman
- The Love Affairs of Nathaniel P.: A NovelAdelle Waldman
- Life of PiYann Martel
- Brooklyn: A NovelColm Toibin
- The Flamethrowers: A NovelRachel Kushner
- The Rosie Project: A NovelGraeme Simsion
- The Blazing World: A NovelSiri Hustvedt
- We Are Not Ourselves: A NovelMatthew Thomas
- The First Bad Man: A NovelMiranda July
- Bel CantoAnn Patchett
- The MasterColm Toibin
- A Man Called Ove: A NovelFredrik Backman
- Beautiful Ruins: A NovelJess Walter
- The Kitchen House: A NovelKathleen Grissom
- Interpreter of MaladiesJhumpa Lahiri
- The WallcreeperNell Zink
- The Art of Racing in the Rain: A NovelGarth Stein
- Wolf Hall: A NovelHilary Mantel
- The Cider House RulesJohn Irving
- A Prayer for Owen Meany: A NovelJohn Irving
- The Perks of Being a WallflowerStephen Chbosky
- The Bonfire of the Vanities: A NovelTom Wolfe
- Lovers at the Chameleon Club, Paris 1932: A NovelFrancine Prose
- Little Bee: A NovelChris Cleave