/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Q. 8.2 It X has, a mean μ and stan... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

ItXhas, a meanμand standard deviationσ, the ratior=|μ|/σis called the measurement signal-to-noise ratioX. The idea is that Xcan be expressed asX=μ+(X−μ), μrepresenting the signal and X−μthe noise. If we define|(X−μ)/μ|=Dit as the relative deviation Xfrom its signal (or mean)μ, show that forα>0,

P{D≤α}≥1−1r2α2.

P{D≤α}≥1−1r2α2

Short Answer

Expert verified

Since |μ|α>0using Chebyshev's inequality we get:

P{|X-μ|>|μ|α}≤σ2μ2α2.

Therefore,

P{D≤α}=P{|X-μ|≤|μ|α}≥1-σ2μ2α2=r=|u|=1-1r2α2.

Step by step solution

01

Given Information.

Xhas to meanμand standard deviationσ, the ratiolocalid="1649850029051" r=|μ|/σcalled the measurement signal-to-noise ratio of X.

02

Explanation.

Assume that the random variable Xhas mean μand standard deviationσ, and letα>0. Then,

P{D≤α}=P∣X-μμ≤α=P{|X-μ|≤|μ|α}

Since localid="1649850016019" |μ|α>0using Chebyshev's inequality we get:

P{|X-μ|>|μ|α}≤σ2μ2α2.

Since

P{|X-μ|>|μ|α}=1-P{|X-μ|≤|μ|α},

therefore

P{D≤α}=P{|X-μ|≤|μ|α}≥1-σ2μ2α2⇓r=|μ|σP{D≤α}≥1-1r2α2.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Would the results of Example5fchange be if the investor were allowed to divide her money and invest the fractionα,0<α<1,in the risky proposition and invest the remainder in the risk-free venture? Her return for such a split investment would beR=αX+(1−α)m.

Let Xbe a binomial random variable with parameters nandp. Show that, fori>np,

(a)the minimum e-tiEetXoccurs when tis such thatet=iq(n-i)pwhereq=1-p.

(b)P{X≥i}≤nni2(n-i)n-ipi(1-p)n-i

LetZn, n≥1be a sequence of random variables andca constant such that for each

ε>0,P|Zn−c|>ε→0asn→q. Show that for any bounded continuous functiong,

E[g(Zn)]→g(c)asn→q.

A certain component is critical to the operation of an electrical system and must be replaced immediately upon failure. If the mean lifetime of this type of component is 100 hours and its standard deviation is 30 hours, how many of these components must be in stock so that the probability that the system is in continual operation for the next 2000 hours is at least .95?

8.5 The amount of time that a certain type of component functions before failing is a random variable with probability density function

f(x)=2x0<x<1

Once the component fails, it is immediately replaced by
another one of the same type. If we let denote the life-time of the ith component to be put in use, then Sn=∑i=1nXirepresents the time of the nth failure. The long-term rate at which failures occur, call itr, is defined by
r=limn→∞nSn

Assuming that the random variables Xi,i≥1,are independent, determine r.

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.