Institut für Mathematische Stochastik

Einführung in in die Stochastik (für Lehramt an Gymnasien)

Wintersemester 2017/2018
Dr. Stefan Richter, Alexander Braumann

Übung 8 - Abgabenblatt
• die Ausarbeitungen zu diesem Blatt sind bis zum 19.12.2017, 14:00 in den Holzbriefkasten
hinter PK 4.3 (im Altgebäude) einzuwerfen.

• Die korrigierten Ausarbeitungen können zwei Tage nach Abgabe in der Übung in Empfang
genommen werden.

Aufgabe 1 (Kovarianz und Unabhängigkeit)

Die folgenden Bilder plotten Realisierungen zweier gemeinsam verteilter Zufallsvariablen X (Werte
auf der x-Achse) und Y (Werte auf der y-Achse). Entscheiden Sie für jedes der folgenden Bilder
(a)-(d), ob

(a) (b)
0.0 0.5 1.0

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−3 −1 1 2 3 0.0 0.4 0.8

• für die Korrelation ρ(X, Y ) gilt: (i) ρ(X, Y ) ≈ 0, (ii) |ρ(X, Y )| ≈ 1, (iii) ρ(X, Y ) ist weder
”fast” 0 noch ”fast” ±1,

• ρ(X, Y ) > 0 oder ρ(X, Y ) < 0,

 • die Zufallsvariablen X und Y unabhängig sind.

Aufgabe 2 (Die empirische Stichprobenvarianz und -standardabw.)

Seien X1 , . . . , Xn i.i.d. mit E(X14 ) < ∞ und damit EX12 < ∞. Der Term
n
1 X
σ̂n2 := (Xi − X̄n )2
n i=1

heißt empirische Stichprobenvarianz.

1
Pn 1
Pn
2
(a) Zeigen Sie: σ̂n2 = n i=1 Xi2 − n i=1 Xi

(b) Zeigen Sie mit dem Schwachen Gesetz der großen Zahlen und dem Stetigkeitssatz, dass
p
σ̂n2 → Var(X1 )
p p p
(c) Zeigen Sie: σ̂n = σ̂n2 → Var(X1 )

Aufgabe 3 (Momentenschätzer)
Sie sitzen in einer Stadt in einem Kaffeehaus und sehen auf eine vielbefahrene Straße. Sie fragen
sich, wieviele Taxis es in dieser Stadt gibt. Der Kellner erzählt Ihnen, dass die Taxis eindeutig
von 1 bis N durchnummeriert sind, er kennt die Zahl N jedoch nicht. Sie entschließen sich die
vorbeifahrenden Taxis zu beobachten und deren Nummer zu notieren. Sie nehmen an, dass jedes
Taxi mit gleicher Wahrscheinlichkeit bei Ihnen vorbeikommt und dass die Taxis dies unabhängig
voneinander tun. Benutzen Sie die Momentenmethode, um die Anzahl N der Taxis in dieser Stadt
zu schätzen.
Hinweis: Verwenden Sie die Momentenmethode. Sie dürfen die Ergebnisse aus Aufgabe 1 auf Blatt
6 verwenden.

Aufgabe 4 (Momentschätzer)
Seien X1 , . . . , Xn i.i.d. Beta-verteilt mit Parameter θ, d.h. X1 hat die Dichte

f (x) = θ xθ−1 1[0,1] (x) θ>1

Ermitteln Sie mit der Momentenmethode einen Schätzer für θ basierend auf X1 , . . . , Xn .