posted Feb 20, 2009, 11:14 AM by Site Admin Role
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updated Feb 20, 2009, 11:56 AM
]
 How to read Z_{α/2} from the table in lecture notes.
 How many more samples do we need to get in order to reach a certain confidence interval? See more_samples.c attached.
 Sampling a pseudo random number generator and see how many samples we need in order to reach the target error. See confidence.c attached.
 Let zed = 1.96 for 95% confidence interval.
 First use drand48(), uniform distribution [0.0, 1.0), S^{2} = 1/12.
 E = 0.005, expected N = 12805
 E = 0.004, expected N = 20008
 E = 0.003, expected N = 35570
 E = 0.002, expected N = 80033
 Then use dexprand48() (hw1 problem 5), exponential distribution λ = 1.0, S^{2} = 1/(λ^{2}) = 1.0
 E = 0.005, expected N = 153664
 In general, if you want to halve the error, you need to quadruple the number of samples.

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Site Admin Role, Feb 20, 2009, 11:33 AM
Site Admin Role, Feb 20, 2009, 11:33 AM
Site Admin Role, Feb 24, 2009, 3:21 PM
Site Admin Role, Feb 20, 2009, 11:33 AM
