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fix math signs
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lectures/lln_clt.md

Lines changed: 10 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -228,7 +228,7 @@ def generate_histogram(X_distribution, n, m):
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ax.axvline(x=mu, ls="--", lw=3, label=fr"$\mu = {mu}$")
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ax.set_xlim(min(sample_means), max(sample_means))
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ax.set_xlabel(r'$\bar x_n$', size=12)
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ax.set_xlabel(r'$\bar X_n$', size=12)
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ax.set_ylabel('density', size=12)
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ax.legend()
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plt.show()
@@ -263,14 +263,16 @@ def generate_multiple_hist(X_distribution, ns, m, log_scale=False):
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ax.axvline(x=mu, ls="--", lw=3, label=fr"$\mu = {mu}$")
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ax.set_xlim(min(sample_means), max(sample_means))
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ax.set_xlabel(r'$\bar x_n$', size=12)
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ax.set_xlabel(r'$\bar X_n$', size=12)
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ax.set_ylabel('density', size=12)
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ax.legend()
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plt.show()
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```
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```{code-cell} ipython3
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generate_multiple_hist(st.norm(loc=5, scale=2), ns=[20_000, 50_000, 100_000], m=10_000)
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generate_multiple_hist(st.norm(loc=5, scale=2),
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ns=[20_000, 50_000, 100_000],
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m=10_000)
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```
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The histogram gradually converges to $\mu$ as the sample size n increases.
@@ -305,7 +307,7 @@ def scattered_mean(distribution, burn_in, n, jump, ax, title, color, ylog=False)
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ax.set_yscale("symlog")
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ax.set_title(title, size=10)
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ax.set_xlabel(r"$n$", size=12)
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ax.set_ylabel(r"$\bar x_n$", size=12)
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ax.set_ylabel(r"$\bar X_n$", size=12)
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yabs_max = max(ax.get_ylim())
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ax.set_ylim(ymin=-yabs_max, ymax=yabs_max)
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return ax
@@ -553,10 +555,13 @@ We mentioned above that LLN can still hold sometimes when IID is violated.
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Let's investigate this claim further.
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Assume we have a AR(1) process as below:
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$$
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X_{t+1} = \alpha + \beta X_t + \sigma \epsilon _{t+1}
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$$
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and
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$$
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X_0 \sim \mathcal{N} \left(\frac{\alpha}{1-\beta}, \frac{\sigma^2}{1-\beta^2}\right)
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$$
@@ -634,7 +639,7 @@ for t in range(n-1):
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ax.scatter(range(100, n), means[100:n], s=10, alpha=0.5)
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ax.set_xlabel(r"$n$", size=12)
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ax.set_ylabel(r"$\bar x_n$", size=12)
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ax.set_ylabel(r"$\bar X_n$", size=12)
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yabs_max = max(ax.get_ylim(), key=abs)
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ax.axhline(y=α/(1-β), ls="--", lw=3,
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label=r"$\mu = \frac{\alpha}{1-\beta}$",

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