2000 Paper 2 Q14

Year: 2000
Paper: 2
Question Number: 14

Course: UFM Statistics
Section: Central limit theorem

Difficulty: 1600.0 Banger: 1484.0

Problem

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 \(n\).]

No solution available for this problem.

Rating Information

Difficulty Rating: 1600.0

Difficulty Comparisons: 0

Banger Rating: 1484.0

Banger Comparisons: 1

Show LaTeX source
Problem source
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 $n$.]