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Let \({{\rm{X}}_{\rm{1}}}{\rm{, \ldots ,}}{{\rm{X}}_{\rm{n}}}\) be independent \({\rm{rv's}}\) with mean values \({{\rm{\mu }}_{\rm{1}}}{\rm{, \ldots ,}}{{\rm{\mu }}_{\rm{n}}}\) and variances \({\rm{\sigma }}_{\rm{1}}^{\rm{2}}{\rm{, \ldots ,\sigma }}_{{{\rm{\sigma }}^{\rm{*}}}}^{\rm{2}}\)Consider a function\({\rm{h}}\left( {{{\rm{x}}_{\rm{1}}}{\rm{, \ldots ,}}{{\rm{x}}_{\rm{n}}}} \right)\), and use it to define a \({\rm{rv}}\)\({\rm{Y = h}}\left( {{{\rm{X}}_{\rm{1}}}{\rm{, \ldots ,}}{{\rm{X}}_{\rm{n}}}} \right)\). Under rather general conditions on the \({\rm{h}}\)function, if the \({{\rm{\sigma }}_{\rm{i}}}\)'s are all small relative to the corresponding \({{\rm{\mu }}_{\rm{i}}}\)'s, it can be shown that (\({\rm{E(Y)\gg h}}\left( {{{\rm{\mu }}_{\rm{1}}}{\rm{, \ldots ,}}{{\rm{\mu }}_{\rm{n}}}} \right)\) and\({\rm{V(Y)\hat U }}{\left( {\frac{{{\rm{露h }}}}{{{\rm{露 }}{{\rm{x}}_{\rm{1}}}}}} \right)^{\rm{2}}}{\rm{ \times \sigma }}_{\rm{1}}^{\rm{2}}{\rm{ + L + }}{\left( {\frac{{{\rm{露h }}}}{{{\rm{露 }}{{\rm{x}}_{\rm{n}}}}}} \right)^{\rm{2}}}{\rm{ \times \sigma}}_{\rm{n}}^{\rm{2}}\))where each partial derivative is evaluated at \(\left( {{{\rm{x}}_{\rm{1}}}{\rm{, \ldots ,}}{{\rm{x}}_{\rm{n}}}} \right){\rm{ = }}\)\(\left( {{{\rm{\mu }}_{\rm{1}}}{\rm{, \ldots ,}}{{\rm{\mu }}_{\rm{n}}}} \right)\). Suppose three resistors with resistances \({{\rm{X}}_{\rm{1}}}{\rm{,}}{{\rm{X}}_{\rm{2}}}{\rm{,}}{{\rm{X}}_{\rm{3}}}\)are connected in parallel across a battery with voltage\({{\rm{X}}_{\rm{4}}}\). Then by Ohm's law, the current is

\({\rm{Y = }}{{\rm{X}}_{\rm{4}}}\left( {\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{1}}}}}{\rm{ + }}\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{2}}}}}{\rm{ + }}\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{3}}}}}} \right)\)

Let \({{\rm{\mu }}_{\rm{1}}}{\rm{ = 10}}\)ohms, \({{\rm{\sigma }}_{\rm{1}}}{\rm{ = 1}}{\rm{.0ohm,}}\quad {{\rm{\mu }}_{\rm{2}}}{\rm{ = 15}}\)ohms, \({{\rm{\sigma }}_{\rm{2}}}{\rm{ = 1}}{\rm{.0ohm,}}{{\rm{\mu }}_{\rm{3}}}{\rm{ = 20}}\)ohms, \({{\rm{\sigma }}_{\rm{3}}}{\rm{ = 1}}{\rm{.5ohms,}}{{\rm{\mu }}_{\rm{4}}}{\rm{ = 120\;V}}\),

\({{\rm{\sigma }}_{\rm{4}}}{\rm{ = 4}}{\rm{.0 \backslash mathrm\{ \;V}}\)}. Calculate the approximate expected value and standard deviation of the current (suggested by "6andom Samplings," CHEMTECH, \({\rm{1984: 696 - 697}}\)).

Short Answer

Expert verified

The approximate standard deviation of given random variable is \({{\rm{\sigma }}_{\rm{Y}}}{\rm{ = 1}}{\rm{.64}}\)and expected value is \({\rm{E(Y) = 26}}{\rm{.}}\)

Step by step solution

01

Definition

The standard deviation is a measurement of a collection of values' variance or dispersion. A low standard deviation implies that the values are close to the set's mean, whereas a high standard deviation suggests that the values are dispersed over a larger range.

02

Calculating expected value

The three random variables \({{\rm{X}}_{\rm{1}}}{\rm{,}}{{\rm{X}}_{\rm{2}}}{\rm{,}}{{\rm{X}}_{\rm{3}}}\) are independent of the random variable \({{\rm{X}}_{\rm{4}}}\)since they are linked in parallel across a battery with voltage \({{\rm{X}}_{\rm{4}}}\). The exercise's outcome,

\({\rm{E(Y)\gg h}}\left( {{{\rm{\mu }}_{\rm{1}}}{\rm{,}}{{\rm{\mu }}_{\rm{2}}}{\rm{,}}{{\rm{\mu }}_{\rm{3}}}{\rm{,}}{{\rm{\mu }}_{\rm{4}}}} \right)\)

Hence, the following is true

\(\begin{array}{c}{\rm{E(Y)\gg E}}\left( {{{\rm{X}}_{\rm{4}}}\left( {\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{1}}}}}{\rm{ + }}\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{2}}}}}{\rm{ + }}\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{3}}}}}} \right)} \right)\\{\rm{ = E}}\left( {{{\rm{X}}_{\rm{4}}}\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{1}}}}}} \right){\rm{ + E}}\left( {{{\rm{X}}_{\rm{4}}}\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{2}}}}}} \right){\rm{ + E}}\left( {{{\rm{X}}_{\rm{4}}}\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{3}}}}}} \right)\\\mathop {\rm{ = }}\limits^{{\rm{(1)}}} {\rm{E}}\left( {{{\rm{X}}_{\rm{4}}}} \right){\rm{ \times E}}\left( {\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{1}}}}}} \right){\rm{ + E}}\left( {{{\rm{X}}_{\rm{4}}}} \right){\rm{ \times E}}\left( {\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{2}}}}}} \right){\rm{ + E}}\left( {{{\rm{X}}_{\rm{4}}}} \right){\rm{ \times E}}\left( {\frac{{\rm{1}}}{{{{\rm{X}}_{\rm{3}}}}}} \right)\\{\rm{ = 120 \times }}\frac{{\rm{1}}}{{{\rm{10}}}}{\rm{ + 120 \times }}\frac{{\rm{1}}}{{{\rm{15}}}}{\rm{ + 120 \times }}\frac{{\rm{1}}}{{{\rm{20}}}}\\{\rm{ = 26}}\end{array}\)

(1): because of independence.

Therefore, the expected value is \({\rm{E(Y) = 26}}{\rm{.}}\)

03

Calculating standard deviation 

The partial derivatives are required to determine estimated variance. The following is true:

\(\begin{array}{c}\frac{{\partial h\left( {{\mu _1},{\mu _2},{\mu _3},{\mu _4}} \right)}}{{\partial {\mu _1}}} = \frac{\partial }{{\partial {\mu _1}}}\left( {{\mu _4} \cdot \left( {\frac{1}{{{\mu _1}}} + \frac{1}{{{\mu _2}}} + \frac{1}{{{\mu _3}}}} \right)} \right)\\ = - \frac{{{\mu _4}}}{{\mu _1^2}}\frac{{\partial h\left( {{\mu _1},{\mu _2},{\mu _3},{\mu _4}} \right)}}{{\partial {\mu _2}}}\\ = \frac{\partial }{{\partial {\mu _2}}}\left( {{\mu _4} \cdot \left( {\frac{1}{{{\mu _1}}} + \frac{1}{{{\mu _2}}} + \frac{1}{{{\mu _3}}}} \right)} \right)\\ = - \frac{{{\mu _4}}}{{\mu _2^2}}\frac{{\partial h\left( {{\mu _1},{\mu _2},{\mu _3},{\mu _4}} \right)}}{{\partial {\mu _3}}}\\ = \frac{\partial }{{\partial {\mu _3}}}\left( {{\mu _4} \cdot \left( {\frac{1}{{{\mu _1}}} + \frac{1}{{{\mu _2}}} + \frac{1}{{{\mu _3}}}} \right)} \right)\\ = - \frac{{{\mu _4}}}{{\mu _3^2}},\frac{{\partial h\left( {{\mu _1},{\mu _2},{\mu _3},{\mu _4}} \right)}}{{\partial {\mu _4}}}\\ = \frac{\partial }{{\partial {\mu _4}}}\left( {{\mu _4} \cdot \left( {\frac{1}{{{\mu _1}}} + \frac{1}{{{\mu _2}}} + \frac{1}{{{\mu _3}}}} \right)} \right)\\ = \frac{1}{{{\mu _1}}} + \frac{1}{{{\mu _2}}} + \frac{1}{{{\mu _3}}}\frac{\partial }{\partial }\end{array}\)

The approximate variance can be computed as follows

\(\begin{array}{c}V(Y) \approx {\left( {\frac{{\partial h}}{{\partial {\mu _1}}}} \right)^2} \cdot \sigma _1^2 + {\left( {\frac{{\partial h}}{{\partial {\mu _2}}}} \right)^2} \cdot \sigma _2^2 + {\left( {\frac{{\partial h}}{{\partial {\mu _3}}}} \right)^2} \cdot \sigma _3^2 + {\left( {\frac{{\partial h}}{{\partial {\mu _4}}}} \right)^2} \cdot \sigma _4^2\\\mathop = \limits^{(2)} {( - 1.2)^2} \cdot 1 + {( - 0.5333)^2} \cdot 1 + {( - 0.3)^2} \cdot 1.5 + {(0.2167)^2} \cdot 4\\ = 2.6783\end{array}\)

(2): substitute given values.

Therefore, the approximate standard deviation of given random variable is \({{\rm{\sigma }}_{\rm{Y}}}{\rm{\gg }}\sqrt {{\rm{2}}{\rm{.6783}}} {\rm{ = 1}}{\rm{.64}}{\rm{.}}\)

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Most popular questions from this chapter

Exercise 34 presented the following data on endotoxin concentration in settled dust both for a sample of urban homes and for a sample of farm homes:

U: 6.0 5.0 11.0 33.0 4.0 5.0 80.0 18.0 35.0 17.0 23.0

F: 4.0 14.0 11.0 9.0 9.0 8.0 4.0 20.0 5.0 8.9 21.0

9.2 3.0 2.0 0.3

a. Determine the value of the sample standard deviation for each sample, interpret these values, and then contrast variability in the two samples. (Hint:\(\sum {{x_i}} \)= 237.0 for the urban sample and =128.4 for the farm sample, and\(\sum {x_i^2} \)= 10,079 for the urban sample and 1617.94 for the farm sample.)

b. Compute the fourth spread for each sample and compare. Do the fourth spreads convey the same message about variability that the standard deviations do? Explain.

c. Construct a comparative boxplot (as did the cited paper)and compare and contrast the four samples.

The three measures of center introduced in this chapter are the mean, median, and trimmed mean. Two additional measures of center that are occasionally used are the midrange,which is the average of the smallest and largest observations, and the midfourth,which is the average of the two fourths. Which of these five measures of center are resistant to the effects of outliers and which are not? Explain your reasoning.

Compute the sample median, 25% trimmed mean, 10% trimmed mean, and sample mean for the lifetime data given in Exercise 27, and compare these measures.

Allowable mechanical properties for structural design of metallic aerospace vehicles requires an approved method for statistically analyzing empirical test data. The article 鈥淓stablishing Mechanical Property Allowables for Metals鈥 (J. of Testing and Evaluation, 1998: 293鈥299) used the accompanying data on tensile ultimate strength (ksi) as a basis for addressing the difficulties in developing such a method.

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a. Construct a stem-and-leaf display of the data by first deleting (truncating) the tenths digit and then repeating each stem value five times (once for leaves 1 and 2, a second time for leaves 3 and 4, etc.). Why is it relatively easy to identify a representative strength value?

b. Construct a histogram using equal-width classes with the first class having a lower limit of 122 and an upper limit of 124. Then comment on any interesting features of the histogram.

The first four deviations from the mean in a sample of n=5 reaction times were .3, .9, 1.0, and 1.3. What is the fifth deviation from the mean? Give a sample for which these are the five deviations from the mean.

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