Question

In: Math

A) estimate the error in the values of the gaussian approximation of the binomial coefficients g(12,2s)...

A) estimate the error in the values of the gaussian approximation of the binomial coefficients g(12,2s) as 2s changes from 0 to its maximum value. (N=12 2s between states)

B) How will the error in the value g(N,0) calculated using the gausian approximation in A if you use N=20?

Solutions

Expert Solution

Before getting into the details of the solution ,we need ot understand as to what exactly is a gaussian function.

A gausssian distribution is nothing but the a distribution of hte form

a for arbitarary constants a,b and C.

This can also be represented as the probability distribution function of a normally distributed function with expected value ( =variance)

or in other words,

-(i)

Now ot the question

The binomial distribution is given by (12,2s) . clearly,

n=12 and p=2s .

Thus q=1-p=1-2s (for a binomial distirbution)

In order to estimate the normal distirbution from the binomial distirbution we need to apply the Berry Esseen theorum .

The Berry-Esséen theorem gives an upper bound on the error of the distribution. It says the error is uniformly bounded by where C is a constant less than 0.7655,

ρ = and

σ is the standard deviation of Xi.

Now we can easily see that

ρ =

and σ = √(pq) f

Therefore we see that

the error in the normal (/Gaussian) approximation to a binomial(n, p) random variable is bounded by

Now observe the above expression ofr error.

You can see that the term

which drive the error value in the error formula will be maximumwhen p=q=1/2 (for a given n)

However please note that

the function   is unbounded as p approaches either 0 or 1.

What happen when 0<p<1/2

For 0 < p < 1/2, one can show that < 1/√p.

Therefore the approximation error is bounded by a constant times 1/√(np), hence the suggestion that np should be “large.”

So a conservative estimate on the error is 0.7655/√(np) when p < 1/2.

For n=12 and 0<2s<1/2

we have

The approximated error

its maximum will be

=0.312 (max )

Similarly for p=2s=0

we have

error =undefined

Thus the error in approximation of anormal distirbution from a binomial distirbution is boundeed between 0 to 0.312

b) Clearly as shown above as p tends to 0, t,the error will be undefined. regardless of finite values of n.

Thus we assume that as p tends to 0, the error tends to

the general ofrm of error is given from The Berry-Esséen theorem as

Error =


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