0
votes
0answers
24 views

Relations between stochastic Big O-Notation, limsup and lim?

I have to solve a list of exercises on probability theory but I'm having several problems in understanding the following questions; could you help me? Thank you! Let $||.||$ indicate the Euclidean ...
0
votes
1answer
56 views

$\frac{1}{n} \sum_{k=1}^{n-s} X_{k+s}X_{k}$ the same as $\frac{1}{n} \sum_{k=1}^{n} X_{k+s}X_{k}$ for $n \rightarrow \infty$?

I need to show that $$ \frac{1}{n} \sum_{k=1}^{n-s} X_{k+s}X_{k}$$ for some number $s$ is essentially the same (asymptotically negligible) as $$ \frac{1}{n} \sum_{k=1}^{n} X_{k+s}X_{k}$$ as $n ...
1
vote
1answer
47 views

Asymptotic Relative Efficiency: Poisson

I'm trying to find the asymptotic relative efficiency of a Poisson process: $$\frac{\lambda^t \exp(-\lambda)}{t!} = P(X=t).$$ When $X = t = 0$, the best unbiased estimator of $e^{-\lambda}$ is ...
24
votes
3answers
478 views

Expected length of the shortest polygonal path connecting random points

$N$ points are selected in a uniformly distributed random way in a disk of a unit radius. Let $L(N)$ denote the expected length of the shortest polygonal path that visits each of the points at least ...
3
votes
0answers
76 views

Exponentials of chi-squared random variables (and their sums)

Let $X_1,X_2,\ldots,X_n$ be a sequence of i.i.d. chi-squared random variables with $t$ degrees of freedom, i.e. $X_i\sim\chi^2_t$. I am wondering what is known about the distribution of ...
1
vote
2answers
113 views

When can we exchange expectation and maximum for asymptotic results?

Motivated in the analysis of algorithms, consider the following setup. Assume we have discrete random variables $X^{(n)}_1, \dots, X^{(n)}_n$ which we can not assume to be identical or independent. ...
0
votes
0answers
17 views

Help with an asymptotic proof? [duplicate]

I am having difficulty with a proof of an asymptotic result in maximum likelihood estimation theory. I don't believe any statistical theory however is needed to solve this problem, rather I think ...
2
votes
1answer
71 views

Question on Convergence in Probability

I appreciate if you could guide me on this question: Assumptions: $X_n \rightarrow^p c$: $X_n$ convrges in probability to a constant c. g(.) is any function that satisfies: $$\text{if } a_n - c = ...
12
votes
2answers
320 views

Asymptotics of the sum of squares of binomial coefficients

We are trying to estimate the cardinality $K(n,p)$ of so-called Kuratowski monoid with $p$ positive and $n$ negative linearly ordered idempotent generators. In particular, we are interesting in the ...
2
votes
1answer
94 views

Large Deviations Problem

Let $\left(X_n\right)_{n\geq 1}$ be i.i.d random variables on $\left(\Omega,\mathcal A, \mathbb P\right)$, $X_1$ with mean $\mu$, and $$ L(\lambda) = \begin{cases} \log\mathbb E\left(e^{\lambda ...
11
votes
1answer
176 views

Calculate Asymptotics of Integral?

Let $f$ be a continuous function on $[0,1]$. How do I calculate the asymptotics, as $n\rightarrow\infty$, of $\displaystyle \int_{[0,1]^n}f\left(\frac{x_1+...+x_n}{n}\right)\text d x_1...\text d ...
0
votes
1answer
154 views

Asymptotic Notation more specifically, Big-O notation

How the functions in the class $O(d)^d$ and $\epsilon^{1/O(d.4^d)}$ looks like..? where $\epsilon$<1. I am really confused with this complicated Big-O notations Can you please help me out.
3
votes
2answers
228 views

$L^p$ norm of multivariate standard normal random variable

Given $X_i\sim \mathcal{N}(0,1)$ what is the behaviour of $$ ||X||_{l^p}=(\sum_{i=1}^n|X_i|^p )^{1/p}$$ as $n\rightarrow \infty$? For $p=2$ results about $\chi$-distribution tell us that ...
2
votes
2answers
185 views

Help with the integral for the variance of the sample median of Laplace r.v.

When we draw $n$ samples of Laplace-distributed random variable such that $n=2k+1$ and the location parameter is zero, the median $x$ (or the $k$-th order statistic) has the following p.d.f.: ...
0
votes
0answers
42 views

understanding of 1-unconditionality

Let $X=(X, \|\cdot\|_X)$ be normed space with $x_1, \ldots, x_m\in X$. Assume, $\int_{[-1,1]^m}\|\sum_{i=1}^ma_ix_i\|_Xd\mu(a)=1$, where $\mu$ is the Lebesgue measure on $[-1,1]^m$, $a \in [-1,1]^m$. ...
3
votes
0answers
140 views

How to solve equation involving binomial coefficient?

I'm reading this paper which says If we have $$ \binom n d p^{\binom d 2} = 1 $$ where $ 0 < p \le 1$, then $$ d = 2 \log_bn - 2 \log_b \log_b n + 2 \log_b\left(\frac 1 2 e\right) + 1 + O(1) ...
1
vote
1answer
407 views

Observed information matrix is a consistent estimator of the expected information matrix?

I am trying to prove that the observed information matrix evaluated at the weakly consistent maximum likelihood estimator (MLE), is a weakly consistent estimator of the expected information matrix. ...
3
votes
2answers
2k views

Central Limit Theorem and sum of squared random variables

This is a two-part question. Suppose I am drawing random variables $X_i\sim A$, $1\leq i \leq n$ where $A$ is a zero-mean, finite variance $\sigma_A^2$, symmetric probability distribution having ...
0
votes
2answers
154 views

Asymptotic probability: boys and girls in a line

We have $n$ people: $\alpha n$ are boys and $(1-\alpha)n$ are girls. They are standing in a line in a random order. We pick up one boy also at random. What can one say about the probability that ...