Chapter 8: Q 8.4 (page 390)
Let X1, ... , X20 be independent Poisson random variables with mean 1.
(a) Use the Markov inequality to obtain a bound on
(b) Use the central limit theorem to approximate
Short Answer
a)
b)
Chapter 8: Q 8.4 (page 390)
Let X1, ... , X20 be independent Poisson random variables with mean 1.
(a) Use the Markov inequality to obtain a bound on
(b) Use the central limit theorem to approximate
a)
b)
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Get started for freeThe Chernoff bound on a standard normal random variablegives. Show, by considering the density, that the right side of the inequality can be reduced by the factor. That is, show that
Suppose that X is a random variable with mean and variance both equal to 20. What can be said about P{0 < X < 40}?
It is a gamma random variable with parameters, approximately how large must be so that
Itis a Poisson random variable with a mean, thenis approximately
or
Let be a sequence of independent and identically distributed random variables with distribution, having a finite mean and variance. Whereas the central limit theorem states that the distribution ofapproaches a normal distribution as goes to infinity, it gives us no information about how largeneed to be before the normal becomes a good approximation. Whereas in most applications, the approximation yields good results whenever, and oftentimes for much smaller values of, how large a value of is needed depends on the distribution of. Give an example of distribution such that the distributionis not close to a normal distribution.
Hint: Think Poisson.
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