In: Math
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?
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 =