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Let X1, ... , X20 be independent Poisson random variables with mean 1.

(a) Use the Markov inequality to obtain a bound on

P∑Xi>15120

(b) Use the central limit theorem to approximate

P∑Xi>15120

Short Answer

Expert verified

a) P{∑Xii=120≥15}≤43

b)P{∑Xii=120≥15}=0.86

Step by step solution

01

Step 1. Given information

X1, ... , X20 be independent Poisson random variables.

Mean =λ=1

02

Step 2. a) By Markov's inequality

P{∑Xii=120≥15}≤E(∑Xii)15=2015=43

03

Step 3. b) By central limit theorem 

P{∑Xii=120≥15}=P{∑Xii-20≥15-20}P{∑Xii=120≥15}=P{∑Xii-20≥-5}

04

Step 4. Simplification

P{∑Xii=120≥15}=P{X--1120≥-.2520}P{∑Xii=120≥15}=P{Z≥-1.18}=0.86

05

Step 5. Final answer 

a)P{∑Xii=120≥15}≤43

b)P{∑Xii=120≥15}=0.86

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