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Sem - 12 (The Law of Large Numbers and Limit Theorems)

The document outlines various statistical problems related to the law of large numbers and limit theorems, including estimating probabilities for random variables such as call volumes, electricity consumption, and failure rates of devices. It also covers the calculation of characteristic functions for discrete random variables and the application of Chebyshev's inequality. Additionally, it presents scenarios involving sample means and probabilities related to housing prices and test scores.

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daddadw406
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9 views1 page

Sem - 12 (The Law of Large Numbers and Limit Theorems)

The document outlines various statistical problems related to the law of large numbers and limit theorems, including estimating probabilities for random variables such as call volumes, electricity consumption, and failure rates of devices. It also covers the calculation of characteristic functions for discrete random variables and the application of Chebyshev's inequality. Additionally, it presents scenarios involving sample means and probabilities related to housing prices and test scores.

Uploaded by

daddadw406
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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SEMINAR LESSON 12

The law of large numbers and limit theorems.


1. The average number of calls received by the factory switchboard during an hour is 300.
To estimate the probability that within the next hour the number of calls to the
switchboard: a) will exceed 400; b) will not exceed 500.
2. The amount of electricity consumed per day by the enterprise is a random variable with
a mathematical expectation of 6 megawatts with an average square deviation of 1.5
megawatts. To estimate the probability that in the next day the electricity consumption
will be more than 12 megawatts.
3. The device consists of 10 independently operating elements. Probability the failure rate
of each element for the time T is 0.05. Using Chebyshev's inequality to estimate the
probability that the absolute value of the difference between the number of failed
elements and the average number (mathematical expectation) of failures during T will
be less than two.
4. The variance of each of the 2500 independent does not exceed 5. To estimate the
probability that the deviation of the arithmetic mean of these random variables from the
arithmetic mean of their mathematical expectations will not exceed 0.4.
5. Find the characteristic function of a discrete random variable X

Calculate 𝑀(𝑋), 𝑉𝑎𝑟(𝑋).


6. According to a given Poisson law or distribution density of a random variable, ξ find
the characteristic function. 𝜆 = 0.5
7. Consider a population with mean 75 and standard deviation of 11.
a) If a random sample of size 64 is selected, what is the probability that the sample
mean will be between 73 and 78?
b) If a random sample of size 80 is selected, what is the probability that the sample
mean will be between 68 and 83?
8. The prices of all houses in a large city have a probability distribution with a mean of
$80 000 and a standard deviation of $15 000. Let X be the mean price of a sample of
200 houses selected from this city.

a) What is the probability that the mean price obtained from this sample will be within
$2 000 of the population mean?
b) What is the probability that the mean price obtained from this sample will be more
than the population mean by $1 500 or more?

9. For the scores on an achievement test given to a certain population of stu-dents, the
expected value is 500 and the standard deviation is 100. Let X ̄ be the mean of the scores
of a random sample of 10 students. Find a lower bound for P (460 < X ̄ < 540).

10. A blind will fit Myra’s bedroom’s window if its width is between 41.5 and 42.5 inches.
Myra buys a blind from a store that has 30 such blinds. What can be said about the
probability that it fits her window if the average of the widths of the blinds is 42 inches
with standard deviation 0.25

11. A post office, on average, handles 10,000 letters per day. What can be said about the
probability that it will handle (a) at least 15,000 letters tomorrow; (b) fewer than 15,000
letters tomorrow?

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