79. Let X1, . . . , Xn be independent rv s with mean values m1, .
Question:
79. Let X1, . . . , Xn be independent rv s with mean values m1, . . ., mn and variances s2 1, . . . , s2 n. Consider a function h(x1, . . . , xn), and use it to de ne a new rv Y h(X1, . . . , Xn). Under rather general conditions on the h function, if the si s are all small relative to the corresponding mi s, it can be shown that E(Y) h(m1, . . . , mn) and where each partial derivative is evaluated at
(x1, . . . , xn) (m1, . . . , mn). 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 Let m1 10 ohms, s1 1.0 ohm, m2 15 ohms, s2 1.0 ohm, m3 20 ohms, s3 1.5 ohms, m4
120 V, s4 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:
Modern Mathematical Statistics With Applications
ISBN: 9780534404734
1st Edition
Authors: Jay L Devore