Chapter 6: Q23E (page 360)
Prove that the sequence of random variables Zn in Exercise 22 converges in quadratic mean (definition in Exercise 10) to 0.
Short Answer
It is proved that the sequence of random variables converges in quadratic mean to 0.
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Chapter 6: Q23E (page 360)
Prove that the sequence of random variables Zn in Exercise 22 converges in quadratic mean (definition in Exercise 10) to 0.
It is proved that the sequence of random variables converges in quadratic mean to 0.
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Using the correction for continuity, determine the probability required in Exercise 2 of Sec. 6.3.
Let \({Z_1},{Z_2},...\) be a sequence of random variables, and suppose that, for
\(n = 1,2,...\), the distribution of\({Z_n}\)is as follows:
\(\Pr \left( {{Z_n} = {n^2}} \right) = \frac{1}{n}\)and \(\Pr \left( {{Z_n} = 0} \right) = 1 - \frac{1}{n}\). Show that \(\mathop {\lim }\limits_{n \to \infty } E\left( {{Z_n}} \right) = \infty \,but\;{Z_n}\xrightarrow{P}0\).
Let\({X_1},{X_2},....{X_{30}}\)be independent random variables each having a discrete distribution with p.f.
\(f\left( x \right) = \left\{ \begin{array}{l}\frac{1}{4}\;\;\;\;\;\;if\;\;x = 0\;or\;2\\\frac{1}{2}\;\;\;\;\;\;if\;\;x = 1\\0\;\;\;\;\;\;\;otherwise\end{array} \right.\)
Use the central limit theorem and the correction for continuity to approximate the probability that\({X_1} + \cdots + {X_{30}}\)is at most 33.
Suppose that \({X_1},...,{X_n}\)form a random sample of size n from a distribution for which the mean is 6.5 and the variance is 4. Determine how large the value of n must be in order for the following relation to be satisfied:
\({\bf{P}}\left( {{\bf{6}} \le {{{\bf{\bar X}}}_{\bf{n}}} \le {\bf{7}}} \right) \ge {\bf{0}}{\bf{.8}}\)
Suppose that 30 percent of the items in a large manufactured lot are of poor quality. Suppose also that a random sample of n items is to be taken from the lot, and let \({Q_n}\) denote the proportion of the items in the sample that are of poor quality. Find a value of n such that Pr(0.2 ≤ \({Q_n}\)≤ 0.4) ≥ 0.75 by using
(a) the Chebyshev inequality and
(b) the tables of the binomial distribution at the end of this book.
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