Results 1 to 2 of 2

Math Help - independent random variables, averages, and more...

  1. #1
    Newbie
    Joined
    May 2010
    Posts
    19

    independent random variables, averages, and more...

    Suppose X_1, X_2, ... , X_100 are independent random variables with common mean "mu" and variance "sigma squared." Let X be their average. What is the probability that
    |X - "mu" | is greater than or equal to 0.25?


    I can tell that this has something to do with either the weak law of large numbers or the central limit theorem, but something isn't clicking. Thanks!
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Moo
    Moo is offline
    A Cute Angle Moo's Avatar
    Joined
    Mar 2008
    From
    P(I'm here)=1/3, P(I'm there)=t+1/3
    Posts
    5,618
    Thanks
    6

    Re: independent random variables, averages, and more...

    Hello,

    You won't be able to have the exact probability...
    You can have an upper bound for the probability with Chebyshev's inequality.
    And you can have an approximation thanks to the CLT.

    In both cases, it would depend on \sigma^2, I guess that's what is missing.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Independent Random Variables
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: December 1st 2010, 04:52 AM
  2. sup of independent random variables
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: November 23rd 2010, 02:34 PM
  3. independent random variables
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: November 15th 2009, 02:55 PM
  4. Independent Random Variables
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: March 30th 2009, 03:03 PM
  5. Independent Random Variables
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: April 28th 2008, 05:39 PM

Search Tags


/mathhelpforum @mathhelpforum