Distribution

2006-11-04 7:25 am
Two instruments are used to measure the height, h, of a tower. The error made by the less accurate instrument is normally distributed with mean 0 and SD 0.0056h. The error made by the more accurate instrument is normally distributed with mean 0 and SD 0.0044h.

Assuming the two measurements are independent random variables, what is the probability that their average value is within 0.005h of the height of the tower?

回答 (2)

2006-11-04 9:10 am
✔ 最佳答案
Answer:


Setting:

Let X = error made by the less accurate instrument
Let Y = error made by the more accurate instrument
Let A = average error made by both instrument (X + Y)/2

X ~ N(0, 0.0056h)
Y ~ N(0, 0.0044h)
A ~ N(0, 0.00356h)

E(A)
= E[(X + Y)/2]
= (1/2) * [E(X) + E(Y)]
= (1/2) * (0 + 0)
= 0

V(A)
= V[(X + Y)/2]
= (1/4) * [V(X) + V(Y)]
= (1/4) * [(0.0056h)^2 + (0.0044h)^2]
= 0.00001268 * h^2

SD(A) = sqrt(0.00001268) * h = 0.00356 h


Procedure:

P(their average value is within 0.005h of the height of the tower)
= P(-0.005h ≤ A ≤ 0.005h)
= P{ [-0.005h - E(A)] / SD(A) ≤ Z ≤ [0.005h - E(A)] / SD(A) }
= P{ [-0.005h - 0] / 0.00356h ≤ Z ≤ [0.005h - 0] / 0.00356h }
= P(-1.40 ≤ Z ≤ 1.40)
= P(Z ≤ 1.40) - P(Z ≤ -1.40)
= 0.9192 - 0.0808 (use normal distribution table)
= 0.8384

Conclusion:
The probability that their average value is within 0.005h of the height of the tower is 0.8384.
2006-11-04 8:50 am
If
圖片參考:http://upload.wikimedia.org/math/7/0/1/701cfc64a709902a1270c47864119652.png

If
圖片參考:http://upload.wikimedia.org/math/2/e/2/2e26b49dbd44bb0b4650744a65f83097.png
are independent normal random variables, then:

Their sum is normally distributed with
圖片參考:http://upload.wikimedia.org/math/8/1/f/81fcbdfdcfb20f9af35db82829da43b0.png

Their difference is normally distributed with
圖片參考:http://upload.wikimedia.org/math/8/b/2/8b22e1778fd0e4548eda237bad71aa44.png
.
X~(0,0.00003136h^2)
Y~(0,0.00001936h^2)
U=X+Y~(0,0.00005072h^2)
T=1/2V~(0,0.00001268h^2)
the mean of T is 0 and the standard deviation is 0.00356h
the probability that their average value is within 0.005h of the height of the tower
=P(|T|<=0.005h)
=P(-0.005h<=T<=0.005h)
=P(-0.005h/0.00356h<=Z<=0.005h/0.00356h)
=P(-1.404494<=Z<=1.404494)
=F(1.404494)-F(-1.404494)
=0.9192-0.0808
=0.8384


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