Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

I have asked this question yesterday, but I lost my account. Could anybody help me with this problem one more time? I want the answer

image text in transcribed

I have asked this question yesterday, but I lost my account. Could anybody help me with this problem one more time? I want the answer to the first part of this problem. The Chernoff Inequality is in the second picture. And I also post another question for the second part of this problem. Please find it in my profile. Thank you.

image text in transcribedimage text in transcribed
WLLN vs CLT and Large vs Small Deviations A stronger version (called Berry-Esseen Theorem) of CLT states that if X1, X2, ..., Xn are independent and identically distributed random variables with zero mean and unit variance and E[X,|3] = 3, then for all r and n we have [Fr(x) - D(x)| 0.47483 Vn 2, where Fr(.) is the CDF of - _ Xi, and o(.) is the CDF of the zero-mean and unit-variance Gaussian random variable. The said bound is due to Irina Shevtsova. A fair coin is tossed 1000 times. Let Pm denote the probability of observing more than m HEADS. . Find an upper bound Am on Pm based on the Chernoff Inequality (WLLN) developed in HW 6, Prob. 7 for m > 500. . Find an upper bound Bm on Pm in terms of o(.) based on Berry-Esseen Theorem (CLT) stated above for m > 500. . Plot the two bounds as a function of m for in the range from 501 to 600. Which bound is better in what region?Consider Chernoff inequality. (a) Let X1, X2, ..., Xn denote n independent Bernoulli random variables with parameter p. Let Z = _ _, Xi. Use Chernoff inequality and show the following for any 8 > 0: P(Z > p+8)

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

International Marketing And Export Management

Authors: Gerald Albaum , Alexander Josiassen , Edwin Duerr

8th Edition

1292016922, 978-1292016924

Students also viewed these Mathematics questions