What is the connection between X_n and Y_n?

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SUMMARY

The discussion centers on the relationship between random variables X_n and Y_n, specifically in the context of the Central Limit Theorem (CLT). It establishes that if X_n follows a Bernoulli distribution with parameter p, then the sum of n independent and identically distributed (i.i.d) Bernoulli random variables, denoted as Y_n, follows a Binomial distribution. The key conclusion is that Y_n can be expressed as the sum of X_i, leading to the standardization of Y_n, which converges to a normal distribution as n approaches infinity, confirming the application of the CLT.

PREREQUISITES
  • Understanding of Bernoulli distribution and its properties
  • Familiarity with Binomial distribution and its derivation
  • Knowledge of the Central Limit Theorem (CLT)
  • Basic statistical concepts such as expectation and variance
NEXT STEPS
  • Study the derivation of the Central Limit Theorem in detail
  • Explore the properties of Binomial and Normal distributions
  • Learn about the Law of Large Numbers and its implications
  • Investigate applications of the CLT in real-world scenarios
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Statisticians, data scientists, and students in probability and statistics who are looking to deepen their understanding of the relationships between different types of random variables and the implications of the Central Limit Theorem.

Ted123
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Homework Statement



[PLAIN]http://img263.imageshack.us/img263/8679/statsji.jpg

The Attempt at a Solution



I've done part (a) and I know what the CLT says but how does part (a) link with part (b) as if X_n \sim Bern(p) then \displaystyle \sum^n_{i=1} X_i \sim Bin(n,p) so X_n = \displaystyle \sum^n_{i=1} Y_i where Y_1 , \cdots , Y_n \sim Bin(n,p) are i.i.d

BUT X_n \sim Bin(n,p) so where do I go from here?
 
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How did you come up with

X_n = \sum^n_{i=1} Y_i

?
 
vela said:
How did you come up with

X_n = \sum^n_{i=1} Y_i

?

Actually it should be Y_n = \sum^n_{i=1} X_i where X_1, ..., X_n \sim Bern(p) (iid)

so \frac{Y_n - \mathbb{E}[Y_n]}{\sqrt{Var(Y_n)}} = \frac{Y_n - \sum^n_{i=1} \mathbb{E}[Y_i]}{\sqrt{\sum^n_{i=1} Var(Y_i)}} = \frac{Y_n - n\mathbb{E}[Y_1]}{\sqrt{nVar(Y_1)}} = \frac{Y_n - np}{\sqrt{np(1-p)}} \to Y ;\; Y\sim N(0,1) by CLT
 
Last edited:

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