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Problem. In this assignment, you will examine the convergence of sample mean. (You are allowed to use existing functions for computing distributions and generating samples
Problem. In this assignment, you will examine the convergence of sample mean. (You are allowed to use existing functions for computing distributions and generating samples such as binocdf and binornd.) Let X be the Bernoulli(p = 1/2) random variable. Its sample mean Mn(X) = (X1+ X2+ . . . + Xn) is defined using IID Bernoulli(p) random variables X1, X2, ..., Xn. A sequence of sample mean values of Mk (X ) for k = 1, 2, . .., n is called a sample mean trace. (a) Generate m = 1000 sample mean traces (each of length n = 100). At each step k = 1, 2, ..., n, compute the number mk of traces that is within one standard error ek = VVar(Mk (X) ) of the mean E[Mk(X)]. Plot qk = mk/m as a function of k. (b) Using the binomial CDF, derive a closed-form expression of the exact probability pr of the event that Mk(X) is within one standard error of the mean, that is, PK = P(|Mk(X) - E[MK(X)]| x}.) (c) Plot PK as a function of k for k = 1, 2, ..., n. (d) Derive a closed-form expression of limn- P(|Mn(X) - E[Mn(X)]|
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