Title Okretanje novčića
Title (english) Coin tossing
Author Mislav Vučković
Mentor Zoran Vondraček (mentor)
Committee member Zoran Vondraček (predsjednik povjerenstva)
Committee member Hrvoje Šikić (član povjerenstva)
Committee member Pavle Pandžić (član povjerenstva)
Committee member Marko Vrdoljak (član povjerenstva)
Granter University of Zagreb Faculty of Science (Department of Mathematics) Zagreb
Defense date and country 2021-12-02, Croatia
Scientific / art field, discipline and subdiscipline NATURAL SCIENCES Mathematics
Abstract Svi su dobro upoznati s eksperimentom bacanja simetričnog novčića. U ovom radu se obrađuje malo drugačija tema: u prvom koraku bacamo simetričan novčić, a zatim u \(n \) -tom koraku okrećemo novčić na drugu stranu s nekom vjerojatnošću \(p_n\), \(n\geq 2\).Preciznije, uz proizvoljan vjerojatnosti niz \( (p_n)_{n\in\mathbb{N}}\) promatramo slučajne varijable \( (X_n)_{n \in\mathbb{N}}\) za koje je \(X_1\sim B\left(\frac12\right) \) i za \(n \geq 2\) \[ X_n:=\begin{cases} X_{n-1},& \text{s vjerojatnošću } p_n\\ 1-X_{n-1},& \text{s vjerojatnošću } 1-p_n \end{cases}.\] Cilj rada je odgovorit na pitanje kada granična distribucija od \[\frac{1}{N}\sum_{k=1}^NX_k\] konvergira, i ako konvergira, ka kojoj distribuciji konvergira. Vidjet ćemo da uz određene uvjete na niz vjerojatnosti \(p_n\), dobivamo različite vrste konvergencije. Na primjer, ako niz "jako brzo" konvergira k nuli, tada se dobiva konvergencija po distribuciji k Bernoullijevoj slučajnoj varijabli. Nadalje, pokazat ćemo i da naša granična distribucija može slijediti normalnu i beta razdiobu uz određene uvjete. Odgovorit ćemo i na pitanje, uz koje uvjete vrijede zakoni velikih brojeva za našu graničnu distribuciju. Za kraj ćemo odgovoriti na pitanje hoće li pretpostavka o simetričnosti novčića utjecati na sve dokazane rezultate o konvergenciji.
Abstract (english) The coin tossing experiment is one of the most famous experiments in mathematics. In this thesis we are going to analyze a different kind of experiment involving a coin: in the first step we toss a standard coin, after that, in every \(n \)-th step we turn the coin on the other side with probability - \(p_n\), \(n\geq 2\). Therefore, with a given sequence of probabilities \( (p_n)_{n\in\mathbb{N}}\) we deffine a sequence of random variables \( (X_n)_{n \in\mathbb{N}}\) such that \(X_1\sim B\left(\frac12\right) \) i za \(n \geq 2\) \[ X_n:=\begin{cases} X_{n-1},& \text{with probability } p_n\\ 1-X_{n-1},& \text{with probability } 1-p_n \end{cases}.\] The main goal of this thesis is to determine when the limiting distribution of \[\frac{1}{N}\sum_{k=1}^NX_k\] converges, and to which distribution it converges. We are going to see that under different conditions on the sequence (pn), we obtain different types of convergence, and different types of distributions. To give a more clear example, let's say that the sequence of probabilities \(p_n\) is going to zero "very quickly", then we obtain the convergence in distribution, where the limiting distribution is a Bernoulli random variable. Among other distributions, we will obtain normal and beta distributions. We will also obtain that under some conditions, the laws of large numbers hold. At the end, we will answer the question whether or not the symmetry of the coin affects the conclusions of the theorems we are going to prove.
Keywords
bacanje simetričnog novčića
proizvoljan vjerojatnosti niz
slučajne varijable
granična distribucija
Bernoullijeva slučajna varijabla
konvergencija
Keywords (english)
throwing a symmetrical coin
arbitrary probabilities series
random variables
border distribution
Bernoulli random variable
convergence
Language croatian
URN:NBN urn:nbn:hr:217:907808
Study programme Title: Mathematical Statistics Study programme type: university Study level: graduate Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resource Text
File origin Born digital
Access conditions Open access
Terms of use
Created on 2021-12-17 13:26:34