Stats problem involving the Bienayme-Chebyshev inequality

In summary, the conversation is about a practice exam for a statistics course. The question and solution for a specific problem are provided, and the student is seeking help with understanding the solution before their exam in 7 hours. The conversation also touches on the use of the Bienayme-Chebyshev inequality and the concept of expected value with dependent variables.
  • #1
Jamin2112
986
12

Homework Statement



Question 3 here: http://www.stat.washington.edu/peter/395/samplemidterm.pdf

Solution to it here: http://www.stat.washington.edu/peter/395/prmt.sln/sln.html

By the way, I could use help soon since this is the practice exam for an exam I'm taking 7 hours from now!

Homework Equations



Bienayme-Chebyshev inequality: P(|X-E(X)|>t) ≤ Var(X) / t2

The Attempt at a Solution



So I'm just confused at how he gets the expected value. He multiplies the chance of choosing a first pair of students to be boy and girl by 100 ... which doesn't make sense since with each successive choosing of pairs the probability of choosing boy and girl depends on whether the last pair choice happened to be boy and girl.

Also, on the solution to problem 1 he says "Assuming the density is defined on x>1 ..." How would I have known this on an exam?
 
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  • #2
Jamin2112 said:

Homework Statement



Question 3 here: http://www.stat.washington.edu/peter/395/samplemidterm.pdf

Solution to it here: http://www.stat.washington.edu/peter/395/prmt.sln/sln.html

By the way, I could use help soon since this is the practice exam for an exam I'm taking 7 hours from now!

Homework Equations



Bienayme-Chebyshev inequality: P(|X-E(X)|>t) ≤ Var(X) / t2

The Attempt at a Solution



So I'm just confused at how he gets the expected value. He multiplies the chance of choosing a first pair of students to be boy and girl by 100 ... which doesn't make sense since with each successive choosing of pairs the probability of choosing boy and girl depends on whether the last pair choice happened to be boy and girl.

Also, on the solution to problem 1 he says "Assuming the density is defined on x>1 ..." How would I have known this on an exam?

E(sum) = sum E, and this is true even if the terms are dependent. The expected value for each pair is the same as for the first pair, because, for example, the expectation for pair 17 is obtainable by laying out all 200 students in a line (a random permutation), then picking the first two, then the next two, etc until reaching students 33 and 34 to get the 17th pair. The gender characteristics of the pair occupying positions 33 and 34 are probabilistically the same as for those occupying positions 1 and 2---the random permutation does not distinguish between those pairs.

This can be hard to believe at first, I know, but if you think about it it will start to make sense.
 
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1. What is the Bienayme-Chebyshev inequality?

The Bienayme-Chebyshev inequality is a statistical concept that provides a bound on the probability that a random variable will deviate from its mean by more than a certain amount. It states that for any random variable with a finite variance, the probability that the variable will deviate from its mean by more than k standard deviations is no more than 1/k².

2. How is the Bienayme-Chebyshev inequality used in statistics?

The Bienayme-Chebyshev inequality is a useful tool in statistics because it allows us to make statements about the likelihood of extreme values occurring in a data set. It can be used to estimate the probability of events that are difficult to calculate directly, and it provides a way to compare data sets with different means and variances.

3. What is the difference between the Bienayme-Chebyshev inequality and the Central Limit Theorem?

While both the Bienayme-Chebyshev inequality and the Central Limit Theorem are used to make probabilistic statements about random variables, they differ in their assumptions and applications. The Central Limit Theorem applies to a sum of independent and identically distributed random variables, while the Bienayme-Chebyshev inequality applies to any random variable with a finite variance.

4. How can the Bienayme-Chebyshev inequality be applied in real-world situations?

The Bienayme-Chebyshev inequality has many practical applications, including risk management, quality control, and data analysis. For example, it can be used to estimate the probability of a stock market crash or to determine the likelihood of a manufacturing defect occurring in a batch of products.

5. Are there any limitations or criticisms of the Bienayme-Chebyshev inequality?

One limitation of the Bienayme-Chebyshev inequality is that it provides a very conservative bound on the probability of extreme events. In some cases, the bound may be too loose to be useful. Additionally, the inequality assumes that the random variable in question has a finite variance, which may not always be the case in real-world situations.

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