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467概率中等数值题short

Symmetric Random Walk Displacement via CLT

题目

A particle performs a symmetric random walk: at each step ii, it moves Xi=+1X_i = +1 or Xi=1X_i = -1, each with probability 1/21/2, independently. After n=400n = 400 steps, the position is S400=i=1400XiS_{400} = \sum_{i=1}^{400} X_i.

(a) What does the LLN say about Sn/nS_n / n as nn \to \infty?

(b) Using the CLT, approximate P(S400>10)P(S_{400} > 10).

You may use Φ(0.50)0.6915\Phi(0.50) \approx 0.6915.

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你的答案

b