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465概率困难derivationlong

Berry-Esseen Bound for a Sum of Uniform Random Variables

题目

Let U1,,UnU_1, \ldots, U_n be i.i.d.\ Uniform(0,1)\mathrm{Uniform}(0,1) and Sn=i=1nUiS_n = \sum_{i=1}^n U_i. The Berry-Esseen theorem states supxP ⁣(Snn/2σnx)Φ(x)Cρσ3n,\sup_x \left|P\!\left(\frac{S_n - n/2}{\sigma\sqrt{n}} \le x\right) - \Phi(x)\right| \le \frac{C\,\rho}{\sigma^3 \sqrt{n}}, where σ2=Var(Ui)\sigma^2 = \mathrm{Var}(U_i), ρ=E[Ui1/23]\rho = E[|U_i - 1/2|^3], and C0.4748C \le 0.4748.

(a) Compute ρ=E[Ui1/23]\rho = E[|U_i - 1/2|^3] exactly.

(b) Evaluate the Berry-Esseen bound for n=50n = 50.

(c) How large must nn be for the bound to guarantee the CLT error is below 0.010.01?

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你的答案

a

b

c