X1, X2, . . . is a sequence of iid Bernoulli (1/2) random variables. Consider the random

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X1, X2, . . . is a sequence of iid Bernoulli (1/2) random variables. Consider the random sequence Yn = X1 + ∙ ∙ ∙ + Xn.
(a) What is limn→∞ P[|Y2n - n] ≤ √n/2]?
(b) What does the weak law of large numbers say about Y2n?

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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Question Posted: Jul 18, 2016 08:46 AM

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X1, X2, . . . is a sequence of iid Bernoulli (1/2) random variables. Consider the random

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a As n Y 2n is a sum of a large number of iid random variables so we can use the central li...View the full answer

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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