BookmarkSubscribeRSS Feed
valarievil
Obsidian | Level 7

I need to use SAS to answer the following:

  1. Suppose Xi for i=1, 2, 3… has uniform (0, 1) distribution. Let M = min (n: X1 + X2 + … + Xn> 1). Find expected value of M; E(M) = Mean of M. If there is convergence, why and what is the final answer. However, if there is divergence, explain.

I was able to generate E(M) with the following code:

data prob1;
call streaminit (33);
do i=1 to 10000;
   sum=0 ;
   M=0 ;
   do until (sum>1) ;
      xuni = rand('uniform', 0, 1);
      sum+xuni;
      M+1 ;
   end ;
   output;
end;
run;
proc means data=prob1;
var M;
run;

 But I am completely lost as to whether or not there is convergence. I don't think I understand exactly what is expected of me. convergence of E(M)? I'm lost please help!

2 REPLIES 2
PGStats
Opal | Level 21

Play with the following:

 

data prob1;
call streaminit (33);
do k = 2 to 12;
	do rep = 1 to 8;
		do i = 1 to 2**k;
		    sum = 0 ;
		    M = 0 ;
		    do until (sum > 1) ;
		        xuni = rand('uniform', 0, 1);
		        sum + xuni;
		        M + 1;
		        end ;
		    output;
		 	end;
		end;
	end;
keep k rep M;
run;

proc summary data=prob1;
by k rep;
var M;
output out=prob2 mean=meanM;
run;

proc sgplot data=prob2;
scatter x=k y=meanM / jitter;
xaxis integer;
run;

UniformConverge.png

PG

SAS Innovate 2025: Save the Date

 SAS Innovate 2025 is scheduled for May 6-9 in Orlando, FL. Sign up to be first to learn about the agenda and registration!

Save the date!

How to Concatenate Values

Learn how use the CAT functions in SAS to join values from multiple variables into a single value.

Find more tutorials on the SAS Users YouTube channel.

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

Discussion stats
  • 2 replies
  • 515 views
  • 2 likes
  • 2 in conversation