Skip to main content
A typo in the title is corrected.
Link
user64494
  • 3.5k
  • 14
  • 22

simulate Simulate coin tossing by die tossing

Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
changed setting such that the mean of both experiments is zero, and no parity issue arises.
Source Link
smapers
  • 338
  • 1
  • 8

On the one hand we toss $n$ times a fair coin, and we sum the outcomes (+1 for heads, 0-1 for tails). Let $f:\mathbb{N}\to\mathbb{R}$ describe the probability distribution of the outcome.

On the other hand we toss $m$ times a fair die with $k$$2k$ sides, and we sum the outcomes (outcomesto avoid parity issues, assume outcomes in $\{+0,+1,+2,\dots,+k-1\}$$\{\pm 1,\pm 3,\dots,\pm (2k-3),\pm (2k-1)\}$). Let $g:\mathbb{N}\to\mathbb{R}$ describe the probability distribution of the outcome.

What can we say about the total variation distance between both experiments (i.e., 1-distance between $f$ and $g$), as a function of $n$, $m$ and $k$?

BACKGROUND: I am interested in this question since simulations indicate that throwing $m$ times a die of $O(\sqrt{n/m})$ sides allows for $f$ and $g$ to get $1/\sqrt{m}$-close in TV distance (for $n\gg m$). I.e., we could approximate (up to constant distance) an $n$-fold coin toss experiment by a constant number of tosses of a $O(\sqrt{n})$ sided die.

It is easy to find $m$ and $k$ such that $f$ and $g$ converge weakly. And the Berry-Esseen theorem shows that the cumulative probability distributions converge pointwise as $O(1/\sqrt{m})$, if we choose $\tau\in O(\sqrt{n/m})$. This is however not sufficient to prove anything about the TV distance.

I have also tried to work with local limit theorems, which show that the probability distributions converge pointwise as $O(1/m)$ if $\tau\in O(\sqrt{n/m})$. But seeing that the support of the distributions will be $\gg \sqrt{m}$, this also seems insufficient to bound TV distance.

Any other ideas?

(This question is a duplicate from a question on math.stackexchange: link)

On the one hand we toss $n$ times a fair coin, and we sum the outcomes (+1 for heads, 0 for tails). Let $f:\mathbb{N}\to\mathbb{R}$ describe the probability distribution of the outcome.

On the other hand we toss $m$ times a fair die with $k$ sides, and we sum the outcomes (outcomes in $\{+0,+1,+2,\dots,+k-1\}$). Let $g:\mathbb{N}\to\mathbb{R}$ describe the probability distribution of the outcome.

What can we say about the total variation distance between both experiments (i.e., 1-distance between $f$ and $g$), as a function of $n$, $m$ and $k$?

BACKGROUND: I am interested in this question since simulations indicate that throwing $m$ times a die of $O(\sqrt{n/m})$ sides allows for $f$ and $g$ to get $1/\sqrt{m}$-close in TV distance (for $n\gg m$). I.e., we could approximate (up to constant distance) an $n$-fold coin toss experiment by a constant number of tosses of a $O(\sqrt{n})$ sided die.

It is easy to find $m$ and $k$ such that $f$ and $g$ converge weakly. And the Berry-Esseen theorem shows that the cumulative probability distributions converge pointwise as $O(1/\sqrt{m})$, if we choose $\tau\in O(\sqrt{n/m})$. This is however not sufficient to prove anything about the TV distance.

I have also tried to work with local limit theorems, which show that the probability distributions converge pointwise as $O(1/m)$ if $\tau\in O(\sqrt{n/m})$. But seeing that the support of the distributions will be $\gg \sqrt{m}$, this also seems insufficient to bound TV distance.

Any other ideas?

(This question is a duplicate from a question on math.stackexchange: link)

On the one hand we toss $n$ times a fair coin, and we sum the outcomes (+1 for heads, -1 for tails). Let $f:\mathbb{N}\to\mathbb{R}$ describe the probability distribution of the outcome.

On the other hand we toss $m$ times a fair die with $2k$ sides, and we sum the outcomes (to avoid parity issues, assume outcomes in $\{\pm 1,\pm 3,\dots,\pm (2k-3),\pm (2k-1)\}$). Let $g:\mathbb{N}\to\mathbb{R}$ describe the probability distribution of the outcome.

What can we say about the total variation distance between both experiments (i.e., 1-distance between $f$ and $g$), as a function of $n$, $m$ and $k$?

BACKGROUND: I am interested in this question since simulations indicate that throwing $m$ times a die of $O(\sqrt{n/m})$ sides allows for $f$ and $g$ to get $1/\sqrt{m}$-close in TV distance (for $n\gg m$). I.e., we could approximate (up to constant distance) an $n$-fold coin toss experiment by a constant number of tosses of a $O(\sqrt{n})$ sided die.

It is easy to find $m$ and $k$ such that $f$ and $g$ converge weakly. And the Berry-Esseen theorem shows that the cumulative probability distributions converge pointwise as $O(1/\sqrt{m})$, if we choose $\tau\in O(\sqrt{n/m})$. This is however not sufficient to prove anything about the TV distance.

I have also tried to work with local limit theorems, which show that the probability distributions converge pointwise as $O(1/m)$ if $\tau\in O(\sqrt{n/m})$. But seeing that the support of the distributions will be $\gg \sqrt{m}$, this also seems insufficient to bound TV distance.

Any other ideas?

(This question is a duplicate from a question on math.stackexchange: link)

Source Link
smapers
  • 338
  • 1
  • 8

simulate coin tossing by die tossing

On the one hand we toss $n$ times a fair coin, and we sum the outcomes (+1 for heads, 0 for tails). Let $f:\mathbb{N}\to\mathbb{R}$ describe the probability distribution of the outcome.

On the other hand we toss $m$ times a fair die with $k$ sides, and we sum the outcomes (outcomes in $\{+0,+1,+2,\dots,+k-1\}$). Let $g:\mathbb{N}\to\mathbb{R}$ describe the probability distribution of the outcome.

What can we say about the total variation distance between both experiments (i.e., 1-distance between $f$ and $g$), as a function of $n$, $m$ and $k$?

BACKGROUND: I am interested in this question since simulations indicate that throwing $m$ times a die of $O(\sqrt{n/m})$ sides allows for $f$ and $g$ to get $1/\sqrt{m}$-close in TV distance (for $n\gg m$). I.e., we could approximate (up to constant distance) an $n$-fold coin toss experiment by a constant number of tosses of a $O(\sqrt{n})$ sided die.

It is easy to find $m$ and $k$ such that $f$ and $g$ converge weakly. And the Berry-Esseen theorem shows that the cumulative probability distributions converge pointwise as $O(1/\sqrt{m})$, if we choose $\tau\in O(\sqrt{n/m})$. This is however not sufficient to prove anything about the TV distance.

I have also tried to work with local limit theorems, which show that the probability distributions converge pointwise as $O(1/m)$ if $\tau\in O(\sqrt{n/m})$. But seeing that the support of the distributions will be $\gg \sqrt{m}$, this also seems insufficient to bound TV distance.

Any other ideas?

(This question is a duplicate from a question on math.stackexchange: link)