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Suppose that X has the Poisson distribution with mean 10. Use the central limit theorem, both without and with the correction for continuity, to determine an approximate value for\({\rm P}\left( {8 \le X \le 12} \right)\)Use the table of Poisson probabilities given in the back of this book to assess the quality of these approximations.

Short Answer

Expert verified

Approximate value of \(P\left( {8 \le X \le 12} \right)\)is 0.571

Step by step solution

01

Given information

A random variable X follows Poisson distribution with mean 10.

02

Calculate approximate value of \({\rm P}\left( {8 \le X \le 12} \right)\)

X has approximately a normal distribution with mean 10 and standard deviation\({\left( {10} \right)^{\frac{1}{2}}} = 3.162\).

Thus by central limit theorem without correction for continuity:

\(\begin{array}{c}P\left( {8 \le X \le 12} \right) = P\left( {\frac{{8 - 10}}{{3.162}} \le Z \le \frac{{12 - 10}}{{3.162}}} \right)\\ = P\left( {\frac{{ - 2}}{{3.162}} \le Z \le \frac{2}{{3.162}}} \right)\end{array}\)

\(\begin{array}{c}P\left( {8 \le X \le 12} \right) = \phi \left( { - 0.6325} \right) - \phi \left( {0.6325} \right)\\ = 0.473\end{array}\)

By central limit theorem with correction for continuity:

\(\begin{array}{c}P\left( {7.5 \le X \le 12.5} \right) = P\left( {\frac{{7.5 - 10}}{{3.162}} \le Z \le \frac{{12.5 - 10}}{{3.162}}} \right)\\ = P\left( {\frac{{ - 2.5}}{{3.162}} \le Z \le \frac{{2.5}}{{3.162}}} \right)\end{array}\)

\(\begin{array}{c}{\rm P}\left( {7.5 \le X \le 12.5} \right) = \phi \left( {0.7906} \right) - \phi \left( { - 0.7906} \right)\\ = 0.571\end{array}\)

The exact probability is found from the poisson table to be

\(\left( {0.1126} \right) + \left( {0.1251} \right) + \left( {0.1251} \right) + \left( {0.1137} \right) + \left( {0.0948} \right) = 0.571\)

And the approximate value of\({\rm P}\left( {8 \le X \le 12} \right)\)is 0.571

Thus the approximation with the correction for continuity is almost perfect.

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Most popular questions from this chapter

Suppose that X is a random variable for which E(X) = μ and \({\bf{E}}\left[ {{{\left( {{\bf{X - \mu }}} \right)}^{\bf{4}}}} \right]{\bf{ = }}{{\bf{\beta }}^{\bf{4}}}\) Prove that

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Suppose that\({X_1},{X_2}....\)is a sequence of positive integer-valued random variables. Suppose that there is a function\(f\)such that for every\(m = 1,2...\),\(\mathop {{\bf{lim}}}\limits_{{\bf{\delta x}} \in {\bf{0}}} {\bf{{\rm P}}}\left( {{{\bf{X}}_{\bf{n}}}{\bf{ = m}}} \right){\bf{ = f}}\left( {\bf{m}} \right)\),\(\sum\limits_{{\bf{m = 1}}}^{\bf{\ currency}} {{\bf{f}}\left( {\bf{m}} \right){\bf{ = 1}}} \), and\(f\left( x \right) = 0\)for every\(x\)thatis not a positive integer. Let\(F\)be the discrete c.d.f. whose p.f. is\(f\).

Prove that\({X_n}\)converges in distribution to\(F\)

In this exercise, we construct an example of a sequence of random variables \({Z_n}\) such that but \(\Pr \left( {\mathop {\lim }\limits_{n \to \infty } \;{Z_n} = 0} \right) = 0\).That is, \({Z_n}\)converges in probability to 0, but \({Z_n}\)does not converge to 0 with probability 1. Indeed, \({Z_n}\)converges to 0 with probability 0.

Let Xbe a random variable having the uniform distribution on the interval\(\left[ {0,1} \right]\). We will construct a sequence of functions \({h_n}\left( x \right)\;for\;n = 1,2,...\)and define\({Z_n} = {h_n}\left( X \right)\). Each function \({h_n}\) will take only two values, 0 and 1. The set of x where \({h_n}\left( x \right) = 1\) is determined by dividing the interval \(\left[ {0,1} \right]\)into k non-overlapping subintervals of length\(\frac{1}{k}\;for\;k = 1,2,...\)arranging these intervals in sequence, and letting \({h_n}\left( x \right) = 1\) on the nth interval in the sequence for \(n = 1,2,...\)For each k, there are k non overlapping subintervals, so the number of subintervals with lengths \(1,\frac{1}{2},\frac{1}{3},...,\frac{1}{k}\) is \(1 + 2 + 3 + ... + k = \frac{{k\left( {k + 1} \right)}}{2}\)

The remainder of the construction is based on this formula. The first interval in the sequence has length 1, the next two have length ½, the next three have length 1/3, etc.

  1. For each\(n = 1,2,...\), proved that there is a unique positive integer \({k_n}\) such that \(\frac{{\left( {{k_n} - 1} \right){k_n}}}{2} < n \le \frac{{{k_n}\left( {{k_n} + 1} \right)}}{2}\)
  2. For each\(n = 1,2,..\;\), let\({j_n} = n - \frac{{\left( {{k_n} - 1} \right){k_n}}}{2}\). Show that \({j_n}\) takes the values \(1,...,{k_n}\;\)as n runs through\(1 + \frac{{\left( {{k_n} - 1} \right){k_n}}}{2},...,\frac{{{k_n}\left( {{k_n} + 1} \right)}}{2}\).
  3. Define \({h_n}\left( x \right) = \left\{ \begin{array}{l}1\;if\;\frac{{\left( {{j_n} - 1} \right)}}{{{k_n}}} \le x < \frac{{{j_n}}}{{{k_n}}},\\0\;if\;not\end{array} \right.\)

Show that, for every \(x \in \left[ {0,1} \right),\;{h_n}\left( x \right) = 1\) for one and only one n among \(1 + \frac{{\left( {{k_n} - 1} \right){k_n}}}{2},...,\frac{{{k_n}\left( {{k_n} + 1} \right)}}{2}\)

  1. Show that \({Z_n} = {h_n}\left( X \right)\)takes the value 1 infinitely often with probability 1 \(\)
  1. Show that(6.2.18) holds.
  1. Show that\(\Pr \left( {{Z_n} = 0} \right) = 1 - \frac{1}{{{K_n}}}\)and \(\mathop {\lim }\limits_{n \to \infty } \;{k_n} = \infty \;\).
  2. Show that
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