Limit of probabilities of a large sample

  • #1
MAXIM LI
6
2
Homework Statement
## Let {X_n}_{n≥1}## be a sequence of iid random variables having a common density function
## f(x) = \begin{cases} xe^{-x} &\text{ for } x \ge 0 \\ 0 &\text{ otherwise }\end{cases}##

Let ##\bar{X}_n = \frac{1}{n}\sum_{i=1}^{n} X_i## where ##n=1,2,\ldots##. Then find ##\lim_{{n\to\infty}} P(\bar{X}_n=2)##
Relevant Equations
##\lim_{{n\to\infty}} P(\bar{X}_n=2)##
My first thought as well but I think the problem is deeper than that. I think that as the n tends towards infinity the probability of the the sample mean converging to the population mean is 1. Looking at proving this.
By the Central Limit Theorem the sample mean distribution can be approximated by a Normal distribution with $$\mu = 2,~\sigma = \sqrt{\dfrac{2}{n}}$$

As ##n\to \infty## this becomes a delta function centered at ##2##
 
  • Wow
Likes nuuskur
Physics news on Phys.org
  • #2
You're overcomplicating this. ##\overline{X}_n## is a continuous random variable so ##P(\overline{X}_n = a) = 0## for all ##a \in \mathbb{R}##. In particular
$$\lim_{n \to \infty} P(\overline{X}_n = 2)= \lim_{n \to \infty} 0 = 0$$
 
  • Like
Likes nuuskur and MAXIM LI

1. What is the limit of probabilities of a large sample?

The limit of probabilities of a large sample refers to the concept that as the sample size increases, the probability of an event occurring approaches a certain value. This value is often referred to as the true probability of the event.

2. How does the limit of probabilities of a large sample affect statistical analysis?

The limit of probabilities of a large sample is important in statistical analysis because it allows us to make more accurate predictions about the likelihood of events occurring. As the sample size increases, the estimated probabilities converge towards the true probabilities, making our analysis more reliable.

3. Can the limit of probabilities of a large sample be used to make predictions about future events?

Yes, the limit of probabilities of a large sample can be used to make predictions about future events. By analyzing a large sample and understanding the probabilities associated with different outcomes, we can make informed decisions about the likelihood of certain events occurring in the future.

4. How does the law of large numbers relate to the limit of probabilities of a large sample?

The law of large numbers states that as the sample size increases, the sample mean approaches the population mean. This concept is closely related to the limit of probabilities of a large sample, as both involve the convergence of probabilities towards a certain value as the sample size grows.

5. Are there any limitations to the concept of the limit of probabilities of a large sample?

While the limit of probabilities of a large sample is a useful concept in statistical analysis, it is important to note that it assumes certain conditions are met, such as independence of events and a large enough sample size. In some cases, these assumptions may not hold true, leading to potential inaccuracies in predictions based on this concept.

Similar threads

  • Calculus and Beyond Homework Help
Replies
1
Views
656
  • Calculus and Beyond Homework Help
Replies
1
Views
905
  • Calculus and Beyond Homework Help
Replies
4
Views
1K
  • Calculus and Beyond Homework Help
Replies
1
Views
263
  • Calculus and Beyond Homework Help
Replies
10
Views
2K
  • Calculus and Beyond Homework Help
Replies
1
Views
1K
  • Calculus and Beyond Homework Help
Replies
5
Views
1K
  • Linear and Abstract Algebra
Replies
1
Views
1K
Replies
12
Views
2K
  • Calculus and Beyond Homework Help
Replies
1
Views
2K
Back
Top