Indian Institute of Technology Roorkee

Spring Semester 2019-20

MAN-006 (Probability and Statistics)
Assignment 7
(Law of large numbers and Central limit theorem)

(1) Let X1 , X2 , . . . , Xn be iid random variables with mean µ and variance σ 2 and
X12 + X22 + . . . + Xn2 p
→
− c,
n
for some constant c (0 ≤ c < ∞). Find the value of c.
(2) If the variables Xi assumes the values 2i−2 log i with probabilities 2−i , i = 1, 2, 3, . . .; examine
if the law of large numbers holds for the sequence {Xi } of iid random variables.
(3) Let X1 , . . . , Xn be a sequence of random variables such that

x − sin 2nπx


2nπ
, 0 < x < 1,
FXn (x) =
0, otherwise.
Show that Xn converges in distribution to uniform (0, 1).
n
1
(4) Let X1 , X2 , . . . , Xn be a sequence of random variables such that FXn (x) = 1 − 1+nx ,
− x1
0 < x < ∞. Show that Xn converges in distribution to X, where FX (x) = e , 0 < x < ∞.
(5) Let X n be the sample mean of a√random sample of size n from rectangular (or uniform)
1


distribution on [0, 1]. Let Un = n X n − 2 . Show that F (u) = lim P (Un < u) exists
n→∞
and determine it.
(6) Let X1 , X2 , . . . , Xn , . . . be independent Bernoulli variates such that:
P (Xk = 1) = pk , P (Xk = 0) = qk = (1 − pk ), k = 1, 2, . . . , n, . . . .
( n )
X
Examine whether the sequence Xi follows central limit theorem.
i=1
(7) In a communication system each data packet consists of 1000 bits. Due to the noise each bit
may be received in error with probability 0.1. It is assumed bit errors occur independently.
Find the probability that there are more than 120 errors in a certain data packet.
(8) A bank teller serves customers standing in the queue one by one. Suppose that the service
time Xi for customer i has mean E(Xi ) = 2 (minutes) and Var(Xi ) = 1. We assume that
service times for different bank customers are independent. Let Y be the total time the
bank teller spends serving 50 customers. Find P (90 < Y < 110).
(9) Let n numbers X1 , X2 , . . . , Xn in decimal form, be each approximated by the closest integer.
If Xi is the ith true number and Yi is the nearest integer, then Ui = Xi − Yi is the error
made by the rounding process. Suppose that U1 , U2 , . . . , Un are independent and each is
uniform on (−0.5, 0.5).
(a) What is the probability that the true sum is within ‘a’ units of the approximated
sum?
(b) If n = 300 terms are added, find ‘a’ so that we are 95% sure that the approximation
is within ‘a’ units of the true sum.
(10) Find
(X1 − µ)2 + . . . + (Xn − µ)2
 
2 1 2 1
lim P σ − √ ≤ ≤σ +√ .
n→∞ n n n
(11) (a) Suppose that a sample of n = 1, 600 tires of the same type are obtained at random
from an ongoing production process in which 8% of all such tires produced are defec-
tive. What is the probability that in such a sample not more than 150 tires will be
defective? (use the normal approximation to the binomial distribution with continuity
correction.)
1
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(b) Based on past experience, 7% of all luncheon vouchers are in error. If a random sample
of 400 vouchers is selected, what is the approximate probability that (use the normal
approximation to the binomial distribution with continuity correction)
(i) exactly 25 are in error?
(ii) fewer than 25 are in error?
(iii) between 20 and 25 (inclusive) are in error?
(12) (a) A radioactive element disintegrates such that it follows a Poisson distribution. If the
mean number of particles (α) emitted is recorded in a 1 second interval as 69, then
using the normal approximation to the Poisson distribution (continuity correction),
evaluate the probability of:
(i) Less than 60 particles are emitted in 1 second.
(ii) Between 65 and 75 particles inclusive are emitted in 1 second.
(b) The annual number of earthquakes registering at least 2.5 on the Richter Scale and
having an epicenter within 40 miles of downtown Memphis follows a Poisson distri-
bution with mean 6.5. What is the probability that at least 9 such earthquakes will
strike next year?
(i) Use the Poisson distribution to calculate the exact probability.
(ii) Use the normal approximation to the Poisson distribution with continuity cor-
rection.
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ANSWERS

(1) c =√σ 2 + µ2 Ru
Φ( 12u), where Φ(u) = √12π −∞ exp − 21 x2 dx


(5)
(7) 0.0175
(9) (a) Required probability
  ! !
X n  Xn
p
p = P  (Xi − Yi ) ≤ a = P −a ≤ Ui ≤ a = 2Φ(a 12/n) − 1.
 
 
i=1 i=1
p
(b) p = 0.95 ⇒ Φ(a 12/300) = 0.975 ⇒ a = 9.8
(10) 0.6826
(11) (a) 0.9808
(b) (i) 0.0670
(ii) 0.2451
(iii) 0.2646
(12) (a) (i) 0.1271
(ii) 0.4877
(b) (i) 0.208
(ii) 0.218