1. The random variables Xi, X2,.. are independent and identically distributed (iid), each with pdf f given in Assignment 4, Question 1. Let Sn- Xi+.+X Using the Central Limit Theorem and the graph of...
1. The random variables Xi, X2,... are independent and identically distributed (iid), . .. are independent and identica each with pdf f given in Assignment 4, Question 1. Let s, X1 + . .. + Xn. Using the Central Limit Theorem and the graph of the standard normal distribution in Figure 1, approximate the probability P(S100 > 600). Express your answer in the format x.x - 10*. Verify your answer by simulating 10,000 outcomes of S1o0 and counting how many...
7. Let Xn Xi++X2, where the Xi's are iid standard normal random variables (a) Show that Sn is a chi-square random variable with n de- grees of freedom. Hint: Show that X is chi-square with one degree of freedom, and then use Problem 6. (b) Find the pdf of (c) Show that T2 is a Rayleigh random variable. (d) Find the pdf for Ts. The random variable Ts is used to model the speed of molecules in a gas. It...
1. Let Xi, X2,... be independent random variables each with the standard normal distribution, and for each n 2 0 let Sn-1 Xi. Use importance sampling to obtain good estimates for each of the following probabilities: (a) Pfmaxn<100 Sn> 10; and (b) Pímaxns100 Sn > 30) HINTS: The basic identity of importance sampling implies that d.P n100 where Po is the probability measure under which the random variables Xi, X2,... are independent normals with mean 0 amd variance 1. The...