Question: Consider the Gaussian process in Problem 4 with D 1 0 and D 0 : 9 . Lets conduct the following three experiments pretending that
Consider the Gaussian process in Problem with D and D : Lets conduct the following three experiments pretending that you dont know the true mean of the process. I strongly recommend using a PythonR script or a computer language.a Simulate independent sample paths, each comprised of n D observations. For each sample path, compute the CIXntn;:p ; nx Sn where Xx and S are the sample mean and sample variance of the respective dataset I didnot list the index for the dataset to reduce notation Report the fraction of the CIs thatcontain b Repeat the experiment in part a with n D observations. Does the fraction of the CIs that contain increase compared to the outcome of part a Give a plausible explanation.Hint: use Problem c Simulate independent sample paths, each comprised of n D observations. For eachsample path, compute the CIXxz p:n : nReport the fraction of the CIs that contain Explain the outcomes of the experiments in parts ac above Repeat the experiments in Problem ab above with D and D : Explain the outcome of these experiments against those in Problem ab
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