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Old 01-13-2016, 07:49 AM
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magdon magdon is offline
Join Date: Aug 2009
Location: Troy, NY, USA.
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Default Re: Exercise 1.10 part c

Fix \epsilon to say 0.1.

Now run the experiment, and compute |\mu-\nu|. Repeat. Some of the time, |\mu-\nu|>\epsilon. Compute the fraction of the time that |\mu-\nu|>\epsilon. You now have a pair:

(\epsilon=0.1, fraction of time |\mu-\nu|>\epsilon)

Repeat the whole process for \epsilon=0.2,0.3,\ldots and plot the fraction versus \epsilon.

Originally Posted by MaciekLeks View Post
I got lost with that part of the exercise, but I would like to cope with that. Can someone please explain this as a software engineer but not a statistician?
How to "plot estimates for P[|v-u|>epsilon] as a function of epsilon" based on data from the simulation?

P.S.1. At least the plot image would be helpful to imagine what the author(of the exercise) had in mind.

P.S.2. I read all the posts related to this exercise and I see, that more people have a problem with this point.
Have faith in probability
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