Dr. Hackney STA Solutions pg 79

# Dr. Hackney STA Solutions pg 79 - Second Edition 5-13 b....

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Second Edition 5-13 b. Using the normal approximation, we have μ v = r (1 - p ) /p = 20( . 3) /. 7 = 8 . 57 and σ v = q r (1 - p ) /p 2 = p (20)( . 3) /. 49 = 3 . 5 . Then, P ( V n = 0) = 1 - P ( V n 1) = 1 - P ± V n - 8 . 57 3 . 5 1 - 8 . 57 3 . 5 ² = 1 - P ( Z ≥ - 2 . 16) = . 0154 . Another way to approximate this probability is P ( V n = 0) = P ( V n 0) = P ± V - 8 . 57 3 . 5 0 - 8 . 57 3 . 5 ² = P ( Z ≤ - 2 . 45) = . 0071 . Continuing in this way we have P ( V = 1) = P ( V 1) - P ( V 0) = . 0154 - . 0071 = . 0083, etc. c. With the continuity correction, compute P ( V = k ) by P ³ ( k - . 5) - 8 . 57 3 . 5 Z ( k + . 5) - 8 . 57 3 . 5 ´ , so P ( V = 0) = P ( - 9 . 07 / 3 . 5 Z ≤ - 8 . 07 / 3 . 5) = . 0104 - . 0048 = . 0056, etc. Notice that the continuity correction gives some improvement over the uncorrected normal approximation. 5.39 a. If h is continuous given ± > 0 there exits δ such that | h ( x n ) - h ( x ) | < ± for | x n - x | < δ . Since X 1 ,...,X n converges in probability to the random variable X , then lim n →∞ P ( | X n - X | < δ ) = 1. Thus lim n →∞ P ( | h ( X n ) - h ( X ) | < ± ) = 1. b. Deﬁne the subsequence X j ( s ) = s + I [ a,b ] ( s ) such that in I [ a,b ] , a is always 0, i.e, the subse- quence X 1 ,X 2 ,X 4 ,X 7 ,... . For this subsequence X j ( s ) n s if s > 0 s + 1 if s = 0. 5.41 a. Let ± = | x - μ | . (i) For x - μ
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## This note was uploaded on 02/03/2012 for the course STA 1014 taught by Professor Dr.hackney during the Spring '12 term at UNF.

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