Year: 2000
Paper: 2
Question Number: 14
Course: UFM Statistics
Section: Central limit theorem
No solution available for this problem.
Difficulty Rating: 1600.0
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Banger Rating: 1484.0
Banger Comparisons: 1
The random variables $X_1$, $X_2$, $\ldots$ , $X_{2n+1}$ are
independently and uniformly distributed on the interval
$0 \le x \le 1$. The random variable $Y$ is defined to be the
median of $X_1$, $X_2$, $\ldots$ , $X_{2n+1}$.
Given that the probability density function of $Y$ is $\g(y)$, where
\[
\mathrm{g}(y)=\begin{cases}
ky^{n}(1-y)^{n} & \mbox{ if }0\leqslant y\leqslant1\\
0 & \mbox{ otherwise}
\end{cases}
\]
use the result
$$
\int_0^1 {y^{r}}{{(1-y)}^{s}}\,\d y =
\frac{r!s!}{(r+s+1)!}
$$
to show that $k={(2n+1)!}/{{(n!)}^2}$, and evaluate
$\E(Y)$ and ${\rm Var}\,(Y)$.
Hence show that,
for any given positive number $d$, the inequality
$$
{\P\left({\vert {Y - 1/2} \vert} < {d/{\sqrt {n}}} \right)} <
{\P\left({\vert {{\bar X} - 1/2} \vert} < {d/{\sqrt {n}}} \right)}
$$
holds provided $n$ is large enough, where
${\bar X}$ is the mean of $X_1$, $X_2$, $\ldots$ , $X_{2n+1}$.
[You may assume that $Y$ and $\bar X$ are normally distributed
for large $n$.]