2. Do the followings with R: a. Create a plot of the pdf of the exponential distribution Exp(A = 2). %3D b. Simulate a random sample of size 100 from Exp(A = 2). Then calculate the sample mean X. Repe the same procedure for 1000 times to obtain 1000 simulated sample means. Plot a histogram of th 1000 simulated sample means and calculate the mean and the SD of the 1000 simulated sample mear Comment briefly on these outputs compared to the result from question 1. 100

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
icon
Related questions
Question

just question 2's a b and c please thank you!!!!

Q5. Central limit theorem (Exponential distribution)
Suppose X1,..., X„ are independent and identically distributed as the exponential distribution with the rate
parameter A = 2:
X1,..., X, Exp(A = 2).
1. According to the central limit theorem, what are the large sample distributions of X and Z = vn(X-1/A),
1/A
2. Do the followings with R:
a. Create a plot of the pdf of the exponential distribution Exp(A = 2).
b. Simulate a random sample of size 100 from Exp(A = 2). Then calculate the sample mean X. Repeat
the same procedure for 1000 times to obtain 1000 simulated sample means. Plot a histogram of the
1000 simulated sample means and calculate the mean and the SD of the 1000 simulated sample means.
Comment briefly on these outputs compared to the result from question 1.
c. Simulate a random sample of size 100 from Exp(A = 2). Then calculate the standardized sample mean
Z = YALX–1/A)
Repeat the same procedure for 1000 times to obtain 1000 Z's. Plot a histogram of the 1000 Z's and
calculate the mean and the SD of the 1000 Z's. Comment briefly on these outputs compared to the
result from question 1.
1/A
Transcribed Image Text:Q5. Central limit theorem (Exponential distribution) Suppose X1,..., X„ are independent and identically distributed as the exponential distribution with the rate parameter A = 2: X1,..., X, Exp(A = 2). 1. According to the central limit theorem, what are the large sample distributions of X and Z = vn(X-1/A), 1/A 2. Do the followings with R: a. Create a plot of the pdf of the exponential distribution Exp(A = 2). b. Simulate a random sample of size 100 from Exp(A = 2). Then calculate the sample mean X. Repeat the same procedure for 1000 times to obtain 1000 simulated sample means. Plot a histogram of the 1000 simulated sample means and calculate the mean and the SD of the 1000 simulated sample means. Comment briefly on these outputs compared to the result from question 1. c. Simulate a random sample of size 100 from Exp(A = 2). Then calculate the standardized sample mean Z = YALX–1/A) Repeat the same procedure for 1000 times to obtain 1000 Z's. Plot a histogram of the 1000 Z's and calculate the mean and the SD of the 1000 Z's. Comment briefly on these outputs compared to the result from question 1. 1/A
Expert Solution
steps

Step by step

Solved in 4 steps with 11 images

Blurred answer
Recommended textbooks for you
A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
Probability
ISBN:
9780134753119
Author:
Sheldon Ross
Publisher:
PEARSON
A First Course in Probability
A First Course in Probability
Probability
ISBN:
9780321794772
Author:
Sheldon Ross
Publisher:
PEARSON