Let X1, . . . , Xn be independent rvs with mean values 1, . . .
Question:
Let X1, . . . , Xn be independent rv’s with mean values 1, . . . , n and variances 2 1, . . . , 2 n. Consider a function h(x1, . . . , xn), and use it to define a new rv Y h(X1, . . . , Xn). Under rather general conditions on the h function, if the is are all small relative to the corresponding is, it can be shown that E(Y) h(1, . . . , n) and V(Y) 2
2 1 . . . 2
2 n
where each partial derivative is evaluated at (x1, . . . , xn)
(1, . . . , n). Suppose three resistors with resistances X1, X2, X3 are connected in parallel across a battery with voltage X4.
Then by Ohm’s law, the current is Y X4
X 1
1
X 1
2
X 1
3
Let 1 10 ohms, 1 1.0 ohm, 2 15 ohms, 2
1.0 ohm, 3 20 ohms, 3 1.5 ohms, 4 120 V, 4 4.0 V. Calculate the approximate expected value and standard deviation of the current (suggested by “Random Samplings,” CHEMTECH, 1984: 696–697).
Step by Step Answer:
Probability And Statistics For Engineering And The Sciences
ISBN: 9781111802325
7th Edition
Authors: Dave Ellis, Jay L Devore