MA225 - Tutorial 8 - Solutions

• 1. S = {H, T }.
(
1
n+1 s=H
Xn (s) =
1 s=T

Now P (X1 = 1, X2 = 1) = P (T ) = 1/2 and P (X1 = 1)P (X2 = 1) =

P (T )P (T ) = 1/4. Therefore P (X1 = 1, X2 = 1) 6= P (X1 = 1)P (X2 =
1) and hence not independent.
PMF: (
1 1
2 x = n+1
P (Xn = x) = 1
2 x=1

CDF:

1
 x≥1
Fn (x) = P (Xn ≤ x) = 1 1
2 n+1 ≤ x < 1
1
0 x < n+1


This means that {Xn } converges in law to a Bernoulli(1/2) random

variable.

• 2. To show P (Xn = x) → P (X = x). Now

  k 
λ n−k

n λ
lim PXn (k) = lim 1−
n→∞ n→∞ k n n
λ n−k
  
n! 1
= (λ)k lim 1 −
n→∞ k!(n − k)! nk n
−λ
e λ k
=
k!

• 3. |a + b| ≤ |a| + |b|.
a = Yn − E(Yn ), b = E(Yn ). |Yn | ≤ |Yn − E(Yn )| + n1 .
1
P (|Xn − X| ≥ ) = P (|Yn | ≥ ) ≤ P (|Yn − E(Yn )| + n > ) =
P (|Yn − E(Yn )| + n1 >  − n1 ) ≤ V(−
ar(Yn )
1 2 → 0.
)
n

• 4. For  > 0, limn→∞ P (|Xn | ≥ ) = limn→∞ P (Xn = n2 ) = limn→∞ (1/n) =

0. Xn → 0 in probability.
r ≥ 1, limn→∞ E(|Xn |r ) = limn→∞ (n2r . 1r +0.(1− n1 )) = limn→∞ n2r−1 =
∞ , since r ≥ 1.

1
• 5 (a). Ω = {H, T }.
(
n
n+1 ω=H
Xn (ω) =
(−1)n ω=T
n
If outcomes are H, Xn (H) = n+1 → 1. But for T (−1)n does not
converge.
(b). P {ω ∈ Ω|Xn (ω) = 1} = P (H) = 21 .
Hence Xn does not converge almost surely.

• 6
Let (
1 if ith bit recieve error
Xi =
0 otherwise

Then Xi ’s are iid and Xi ∼ Ber(p = 0.1). Y = X1 + X2 + · · · + Xn .

E(Xi ) = µ = p = 0.1. V ar(Xi ) = σ 2 = p(1 − p) = 0.09
Thus CLT yields,
   
P (Y > 120) = P Y√−nµ
nσ
≥ 120−nµ
√
nσ
=P Z> √20
90
= 1 − Φ( √2090 ) =
0.0175

• 7.
Total weight, W = X1 + X2 + . . . Xn , n = 100. E(W ) = 
nµ = 17000.
V ar(W ) = 100V ar(Xi ) = 90000. P (W > 18000) = P W −17000300 >

10
= 1 − Φ( 10 −4
3 3 ) = 4.3 × 10 .

• 8. Y = i=1 nXi , X̄ = Yn . E(Xi ) = 1 and V ar(Xi ) = 1. E(Y ) =

P
nE(Xi ) = n. V ar(Y ) = nV ar(Xi ) = n.
√
P (0.9 ≤ X̄ ≤ 1.1) = P (0.9 ≤ Yn ≤ 1.1) = P (−0.1 n ≤ Y√−n n
≤
√
0.1 n).
√ √ √
P (0.9 ≤ X̄ ≤ 1.1) ≈ Φ(0.1 n) − Φ(−0.1 n) = 2Φ(0.1 n) − 1.
Since P (0.9 ≤ X̄ ≤ 1.1) ≥ 0.95, n ≥ 385.