Uniform Distribution over n and its limit

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SUMMARY

The discussion centers on the convergence in distribution of the random variable Yn, uniformly distributed over the set {1, 2, ..., n}, as n approaches infinity. The cumulative distribution function (c.d.f) of Yn is defined as F_n(x) = P(Y_n ≤ x) = ⌊x⌋/n for 0 ≤ x < n, and 1 for x ≥ n. The transformation to the distribution of Yn/n is given by G_n(x) = P(Y_n/n ≤ x) = F_n(nx), which leads to G_n(x) converging to a limit as n → ∞. The limit of the distribution is confirmed to be 0 for x < 1 and 1 for x ≥ 1, indicating convergence to a uniform distribution on the interval [0, 1].

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JonoPUH
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Homework Statement



Let Yn be uniform on {1, 2, . . . , n} (i.e. taking each value with probability 1/n). Draw the distribution function of Yn/n. Show that the sequence Yn/n converges in distribution as n → ∞. What is the limit?

Homework Equations



So Yn has c.d.f Yn(x) = |x|/n where |x| is the nearest integer less than x.

The Attempt at a Solution



Is it ok for me to just divide the c.d.f of Yn by n, and so plot |x|/n2?
This seems far too easy for 2nd year of university (I really do not trust myself with probability) and also it only gives a total for x > n of 1/n. Is this allowed?

If so, then Yn/n clearly tends to 0 as n → 0 since we have 1/n.

Thanks
 
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JonoPUH said:

Homework Statement



Let Yn be uniform on {1, 2, . . . , n} (i.e. taking each value with probability 1/n). Draw the distribution function of Yn/n. Show that the sequence Yn/n converges in distribution as n → ∞. What is the limit?

Homework Equations



So Yn has c.d.f Yn(x) = |x|/n where |x| is the nearest integer less than x.

The Attempt at a Solution



Is it ok for me to just divide the c.d.f of Yn by n, and so plot |x|/n2?
This seems far too easy for 2nd year of university (I really do not trust myself with probability) and also it only gives a total for x > n of 1/n. Is this allowed?

If so, then Yn/n clearly tends to 0 as n → 0 since we have 1/n.

Thanks

Your notation is horrible and will get you into trouble. Yn is a random variable, not a function of x. Its distribution function is [tex]F_n(x) = P(Y_n \leq x) = \left\{<br /> \begin{array}{cl}\frac{\lfloor x \rfloor}{n},& \: 0 \leq x < n\\<br /> 1,&\: x \geq n<br /> \end{array}\right.[/tex] as you said. The distribution of Y_n/n is
[tex]G_n(x) = P\left( \frac{Y_n}{n} \leq x \right) = P( Y_n \leq n x ) = F_n(nx)<br /> = \left\{ \begin{array}{cl}<br /> \frac{\lfloor nx \rfloor}{n}, &\: 0 \leq nx < n\\<br /> 1, & \: nx \geq n<br /> \end{array} \right.[/tex]
 
Thank you for your clarification on notation and help!
 

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