Question: How do we use the inequality and the central limit theorem to answer the questions? Suppose X1, . . .. X we Exponential] are independent

How do we use the inequality and the central limit theorem to answer the questions?

How do we use the inequality and the central limit theorem to

Suppose X1, . . .. X\" we Exponential] are independent random variables each drawn from the common unit exponential distribution. In our usual notation, let Sn = X1 + - - - + X.\" . Fix any 3 3.3- 0. Your task is to estimate the tail probability Pl}; 2 n. + t}. {a} Use Cherno's inequality to nd an upper bound for the tail probability. {b} Use the central limit theorem to obtain a hopeful asymptotic approximation for the tail probability. {c} Comment on howl;r your two estimates compare when t = 11 for some tiny E L} {1 'Which approximation do you think is better? [Hints: For {a} recall that P{Sn 2 n + t} i minty-Eu. E (EC{S\"_\"_). For the comparison segment for {b} recall that 1:5 (at) do: 5 is'EJ

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