exercise:70f525f222: Difference between revisions

From Stochiki
(Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> In general, the Central Limit Theorem gives a better estimate than Chebyshev's inequality for the average of a sum. To see this, let <math>A_{25}</math> be the average calculated in Exercise Exercise, and let <math>N</ma...")
 
No edit summary
 
Line 1: Line 1:
<div class="d-none"><math>
In general, the Central Limit Theorem gives a better estimate than Chebyshev's inequality for the average of a sum.  To see this, let <math>A_{25}</math> be the average calculated in [[exercise:234ec6829d |Exercise]], and let <math>N</math> be the normal
\newcommand{\NA}{{\rm NA}}
approximation for <math>A_{25}</math>.  Modify your program in [[exercise:234ec6829d |Exercise]]
\newcommand{\mat}[1]{{\bf#1}}
\newcommand{\exref}[1]{\ref{##1}}
\newcommand{\secstoprocess}{\all}
\newcommand{\NA}{{\rm NA}}
\newcommand{\mathds}{\mathbb}</math></div>  In general, the Central Limit Theorem gives a better estimate than
Chebyshev's inequality for the average of a sum.  To see this, let <math>A_{25}</math> be
the average calculated in Exercise [[exercise:234ec6829d |Exercise]], and let <math>N</math> be the normal
approximation for <math>A_{25}</math>.  Modify your program in Exercise [[exercise:234ec6829d |Exercise]]
to provide a table of the function <math>F(x) = P(|A_{25} - 10| \geq x) =
to provide a table of the function <math>F(x) = P(|A_{25} - 10| \geq x) =
{}</math> fraction of the total of 1000 trials for which <math>|A_{25} - 10| \geq x</math>.  Do
{}</math> fraction of the total of 1000 trials for which <math>|A_{25} - 10| \geq x</math>.  Do
the same for the function <math>f(x) = P(|N - 10| \geq x)</math>.  (You can use the normal
the same for the function <math>f(x) = P(|N - 10| \geq x)</math>.  (You can use the normal
table, Table \ref{tabl 9.1}, or the procedure ''' NormalArea''' for this.)  
table, [[guide:146f3c94d0#tabl 9.1|Table]], or the procedure ''' NormalArea''' for this.)  
Now plot on the same axes the graphs of <math>F(x)</math>, <math>f(x)</math>, and the Chebyshev
Now plot on the same axes the graphs of <math>F(x)</math>, <math>f(x)</math>, and the Chebyshev
function <math>g(x) = 4/(3x^2)</math>.  How do <math>f(x)</math> and <math>g(x)</math> compare as estimates for
function <math>g(x) = 4/(3x^2)</math>.  How do <math>f(x)</math> and <math>g(x)</math> compare as estimates for
<math>F(x)</math>?
<math>F(x)</math>?

Latest revision as of 00:24, 15 June 2024

In general, the Central Limit Theorem gives a better estimate than Chebyshev's inequality for the average of a sum. To see this, let [math]A_{25}[/math] be the average calculated in Exercise, and let [math]N[/math] be the normal approximation for [math]A_{25}[/math]. Modify your program in Exercise to provide a table of the function [math]F(x) = P(|A_{25} - 10| \geq x) = {}[/math] fraction of the total of 1000 trials for which [math]|A_{25} - 10| \geq x[/math]. Do the same for the function [math]f(x) = P(|N - 10| \geq x)[/math]. (You can use the normal table, Table, or the procedure NormalArea for this.) Now plot on the same axes the graphs of [math]F(x)[/math], [math]f(x)[/math], and the Chebyshev function [math]g(x) = 4/(3x^2)[/math]. How do [math]f(x)[/math] and [math]g(x)[/math] compare as estimates for [math]F(x)[/math]?