## Problem 1 k <- 1 p <- 0.5 reps <- 1000 notDone <- TRUE while ( notDone ) { #Generate k*reps draws from the modified geometric distribution draws <- rgeom(k*reps, p)+1 X <-array(draws, c(k,reps)) Ak <- apply( X, 2, mean) # Expected value of our geometric sample mean is 1/p EAk <- 1/p # Std Dev of our geometric RVs Xi is sqrt( (1-p)/p^2 ) sdk <- sqrt((1-p)/(p^2) ) Z <- sqrt(k) *(Ak-EAk)/sdk diff80 <- abs(quantile(Z, 0.8) - 0.85) diff90 <- abs(quantile(Z, 0.9) - 1.28) diff95 <- abs(quantile(Z, 0.95) - 1.65) if( diff80 < .05 && diff90 < .05 && diff95 < .05 ) { notDone <- FALSE }else {k <- k+1} } print(k) plot(density(Z), main="Distribution of Xbar", ylab = "p(x)", xlab="x")