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Let the random variable Yn have a distribution that is b(n, p).

(a) Prove that Yn/n converges in probability to p. This result is one form of the weak law of large numbers.

(b) Prove that 1 − Yn/n converges in probability to 1 − p.

(c) Prove that (Yn/n)(1 − Yn/n) converges in probability to p(1 − p).

User Felixg
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1 Answer

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Answer:

Explanation:

Let the random variable
Y_n have a distribution thst id b(n, p)

a)


Pr[[(Y_n)/(n)-E[(Y_n)/(n)]\geq E]\leq(1)/(E^2)var[(Y_n)/(n)]\\\\=Pr[((Y_n)/(n)-P)\geq E]\leq (1)/(n^2E^2)np(1-p)=0

Hence, it is obtained that
(Y_n^P)/(n)=P</p><p></p><p>B)</p><p>As mentioned in a), use chebyshevs inequality.</p><p>[tex]Pr((Y_n)/(n)-E((Y_n)/(n))\geq E)\leq (1)/(E^2)var((Y_n)/(n))
Pr[(1-(Y_n)/(n)-(1-p))\geq E]\leq (1)/(n^2E^2)np(1-p)=0

Hence, it is obtained that
i-(Y_n^p)/(n)=1-p

C)

As it was shown that
(Y_n^p)/(n)=p obtained the following


[(Y_n)/(n)]^2^p=p^2

Difference the above


(Y_n)/(n)-((Y_n)/(n))^2^p=p-p^2

Hence the following expression has been obtained.


(Y_n)/(n)(1-(Y_n)/(n))^p=p(1-p)

User Taylor Hughes
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