2016年秋《统计计算》复习题.pdfVIP

CUGB Exercises for Computational Statistics, 2016 Z. C. Wang 1. Let {xn }n0 and {yn }n0 be two sequences with the following recurrence relations: √ 1 xn = xn−1 − 783, yn = 10yn−1 − 1, n = 1, 2, · · · 100 Taking x0 = 28, √783 = 27.982 (5 decimal digits), y0 = √2 = 1.41 (3 decimal digits) to compute respectively x100 and y100 what are the errors of x100 and y100 . 2. How to efficiently compute y = f (x + δ) − f (x) , where δ is very small and f (x) is sufficiently smooth. 3. A set S of real numbers is said to possess a metric if there is defined a distance function d(x, y) for any two elements x, y ∈ S that has the following properties: (1) Positive definiteness: d(x, y) 0 and d(x, y) = 0 iff x = y ; (2) Symmetry: d(x, y) = d(y, x); (3) Triangle inequality: d(x, y) d(x, z) + d(z, y). Discuss which of the following error measures is, or is not, a distance function on what set S of real numbers: (a) Absolute error: ae(x, y) = |x − y|; x−y (b) Relative error: re(x, y) = x ; (c) Relative precision: rp(x, y) = |ln |x | − ln |y||. 4. Suppose, for |x | small, one has an accurate value of y = ex −1. How to compute accurately function sinh(x) for small |x | using this accurate value y . 5. The area S of a triangle is given by S = 1ab sin θ, 0 θ π , and absolute 2 2 errors of parameters a, b, θ (radian) are ∆a, ∆b and ∆θ, respectively. Prove that the relative error of the area S is given by