Asked by anon
Let X1,X2,… be a sequence of independent random variables, uniformly distributed on [0,1] . Define Nn to be the smallest k such that X1+X2+⋯+Xk exceeds cn=n2+n12−−−√ , namely,
Nn = min{k≥1:X1+X2+⋯+Xk>cn}
Does the limit
limn→∞P(Nn>n)
exist? If yes, enter its numerical value. If not, enter −999 .
Nn = min{k≥1:X1+X2+⋯+Xk>cn}
Does the limit
limn→∞P(Nn>n)
exist? If yes, enter its numerical value. If not, enter −999 .
Answers
Answered by
Seb
0.8413
Answered by
Anon1
I find (1 - phi(1)). anyone else?
Answered by
Anon2
I had the answer 0
Answered by
Anon1
is Nn a random variable?
Answered by
Anonymous
it's Irwin–Hall distribution
Answered by
Anon2
Does anyone is sure about their answer?
Answered by
Anon1
now i am reconsidering and got phi(1)
p(Nn>n) = P(x1+..xn <cn) = P(Zn<1) central limit
p(Nn>n) = P(x1+..xn <cn) = P(Zn<1) central limit
There are no AI answers yet. The ability to request AI answers is coming soon!
Submit Your Answer
We prioritize human answers over AI answers.
If you are human, and you can answer this question, please submit your answer.