Chapter 12: Problem 5
Let \(X\) be uniformly distributed over \((-2,2) .\) Use Chebyshev's inequality to estimate \(P(|X| \geq 1)\), and compare your estimate with the exact answer.
Short Answer
Expert verified
Chebyshev's inequality estimates \(P(|X| \geq 1) \leq \frac{4}{3}\), whereas the exact probability is \(\frac{1}{2}\).
Step by step solution
01
Understanding Uniform Distribution
The variable \(X\) is uniformly distributed over the interval \((-2, 2)\). This means that \(X\) has a constant probability density function within this interval. The range of \(X\) is \(b-a = 2 - (-2) = 4\).
02
Compute Mean and Variance of Uniform Distribution
For a uniform distribution over \((a, b)\), the mean \(\mu\) is \(\frac{a+b}{2}\) and the variance \(\sigma^2\) is \(\frac{(b-a)^2}{12}\). Here, \(a = -2\) and \(b = 2\), so \(\mu = 0\) and \(\sigma^2 = \frac{4^2}{12} = \frac{16}{12} = \frac{4}{3}\).
03
Apply Chebyshev's Inequality
Chebyshev's inequality states that for any \(k > 0\), \(P(|X - \mu| \geq k\sigma) \leq \frac{1}{k^2}\). Here, we are finding \(P(|X| \geq 1)\), which is \(P(|X - 0| \geq 1)\). So, \(k = \frac{1}{\sigma} = \sqrt{\frac{3}{4}}\), and substituting we find the bound \(\frac{4}{3}\).
04
Calculate Exact Probability
The probability \(P(|X| \geq 1)\) can be found by integrating the PDF over the regions where \(X < -1\) and \(X > 1\). Each of these segments has length \(1\), so total length is \(2\), out of total \(4\). Therefore, \(P(|X| \geq 1) = \frac{2}{4} = \frac{1}{2}\).
05
Compare Chebyshev's Estimate to Exact Answer
Chebyshev's inequality gives a bound of \(\frac{4}{3} = 1.33\), which is greater than the literal probability \(\frac{1}{2} = 0.5\). Since Chebyshev's inequality provides an upper bound, it is expected to be equal to or greater than the exact probability.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Uniform Distribution
Uniform distribution is a type of probability distribution where every outcome in a continuous range is equally likely. In simple terms, if you imagine a block, the block has the same thickness at every point of its horizontal stretch. For this exercise, the variable \( X \) is uniformly distributed over the interval \((-2, 2)\). The length of this interval, or range, is the difference between the maximum and minimum values, which is \(4\).
- All values within an interval are equally probable.
- Probabilities are described with a constant probability density function across the range.
- Interval length (or range) is calculated by subtracting the smallest value from the largest.
Probability
Probability measures how likely an event is to occur. In the context of a uniform distribution, probability can be visualized by the area under the probability density function (PDF) curve. For \(P(|X| \geq 1)\), the probability is found by calculating the areas where \(X\) is not within \(-1\) and \(1\).
- Probability measures likelihood, represented numerically between \(0\) and \(1\).
- For events within a specified interval, probabilities can be visualized as areas on a graph.
- Uniform distribution makes calculations straightforward as each interval part holds equal likelihood.
Mean and Variance
Mean and variance form the backbone of statistical analysis, capturing central tendency and variability. For a uniform distribution over the interval \((a, b)\), the mean \(\mu\) is the midpoint, calculated as \((a + b)/2\). The variance \(\sigma^2\) measures how spread out the values are, given by \((b - a)^2/12\).
- Mean (\(\mu\)): The central point of the distribution.
- Variance (\(\sigma^2\)): Reflects spread or dispersion of distribution.
- Calculation formulas vary based on the distribution type.