2009-02-20

Post date: Feb 20, 2009 7:14:32 PM

    • How to read Zα/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), S2 = 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, S2 = 1/(λ2) = 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.