Problem 1.8c

[dwilli3501]

Not sure how the inequality in Problem 1.8c follows from parts a & b, but it is clear that the following inequality holds in 1.8c

P[(u - N*mu)^2 >= alpha] <= variance/(N*alpha)

Any suggestions?

[dwilli3501]

Figured out the problem. I mistakenly thought the mean of u was N*mu.

[williamshakespare]

1.8(c) solution
1.take [ (u1 - miu) + (u2 - miu) + ... + (un - miu) ] as a new random variable
2.its mean is 0, and variance is N * (variance of ui)
do you got me?

[Ulyssesyang]

Originally Posted by williamshakespare

1.8(c) solution
1.take [ (u1 - miu) + (u2 - miu) + ... + (un - miu) ] as a new random variable
2.its mean is 0, and variance is N * (variance of ui)
do you got me?

You are amazing!