概率系统分析教程：估计平均身高与置信区间计算.pdfVIP

DepartmentofElectricalEngineeringComputerScience

6.041/6.431:ProbabilisticSystemsAnalysis

(Fall2010)

Tutorial10

November18/19,2010

1.DefineXastheheightinmetersofarandomlyselectedCanadian,wheretheselectionprobability

isequalforeachCanadian,anddenoteE[X]byh.Boisinterestedinestimatingh.Becausehe

issurethatnoCanadianistallerthan3meters,Bodecidestouse1.5metersasaconservative(large)

valueforthestandarddeviationofX.Toestimateh,BoaveragestheheightsofnCanadiansthat

heselectsatrandom;hedenotesthisquantitybyH.

(a)IntermsofhandBo’s1.5meterboundforthestandarddeviationofX,determinetheexpected

valueandstandarddeviationforH.

(b)HelpBobycalculatingaminimumvalueofn(withn0)suchthatthestandarddeviationof

Bo’sestimator,H,willbesthan0.01meters.

(c)Bowouldliketobe99%surethathisestimateiswithin5centimetersofthetrueaverageheight

ofCanadians.UsingtheChebyshevinequality,calculatetheminimumvalueofnthatwill

makeBohappy.

(d)IfweagreethatnoCanadiansaretallerthanthreemeters,whyisitcorrecttouse1.5meters

asanupperboundonthestandarddeviationforX,theheightofanyCanadianselectedat

random?

2.Onanygivenweekwhiletaking6.041,astudentcanbeeitherup-to-dateonlearningthematerial,

orshe