Difference between revisions of "Aufgaben:Exercise 4.5: Two-dimensional Examination Evaluation"

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{{quiz-Header|Buchseite=Stochastische Signaltheorie/Zweidimensionale Gaußsche Zufallsgrößen
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{{quiz-Header|Buchseite=Theory_of_Stochastic_Signals/Two-Dimensional_Gaussian_Random_Variables
 
}}
 
}}
  
[[File:P_ID267__Sto_A_4_5.png|right|frame|Betrachtete Gaußsche 2D-WDF  $f_{tp}(t,p)$]]
+
[[File:P_ID267__Sto_A_4_5.png|right|frame|Applied Gaussian 2D PDF  $f_{tp}(t,p)$]]
In einer Studie wurden die Meisterprüfungen für das Handwerk  untersucht, die sich stets aus einem theoretischen und zusätzlich einem praktischen Teil zusammensetzen. In der Grafik bezeichnet
+
In a study, the master craftsman examinations were investigated, which always consist of a theoretical and additionally a practical part. In the graph denoted
* $t$  die Punktzahl in der theoretischen Prüfung,
+
* $t$  denotes the score in the theoretical test,
* $p$  die Punktzahl in der praktischen Prüfung.
+
* $p$  the score in the practical test.
  
  
Beide  Zufallsgrößen  $(t$  und  $p)$  sind dabei jeweils auf die Maximalpunktzahlen normiert und können deshalb nur Werte zwischen  $0$  und  $1$  annehmen.
+
Both random variables  $(t$  and  $p)$  are normalized to the maximum scores and can therefore only take values between  $0$  and  $1$ .
  
Beide Zufallsgrößen sind zudem als kontinuierliche Zufallsgrößen zu interpretieren, das heißt:   $t$  und  $p$  sind nicht auf diskrete Zahlenwerte beschränkt.
+
Moreover, both random variables are to be interpreted as continuous random variables, i.e.:   $t$  and  $p$  are not restricted to discrete numerical values.
  
*Die Grafik zeigt die WDF  $f_{tp}(t, p)$  der zweidimensionalen Zufallsgröße  $(t, p)$,  die nach der Auswertung von insgesamt  $N = 10\hspace{0.08cm}000$  Abschlussarbeiten veröffentlicht wurde.  
+
*The graph shows the PDF  $f_{tp}(t, p)$  of the two-dimensional random variable  $(t, p)$,  which was published after evaluating a total of  $N = 10\hspace{0.08cm}000$  final papers.  
*Diese Funktion wurde mit Hilfe eines Auswertungsprogramms empirisch wie folgt  angenähert:
+
*This function was empirically approximated using an evaluation program as follows:
 
:$$f_{tp}(t,p) = \rm 13.263\cdot \rm exp \Bigg\{-\frac{(\it t - \rm 0.5)^{\rm 2}}{\rm 0.0288}-\frac{(\it p-\rm 0.7)^{\rm 2}}{\rm 0.0072} + \frac{(\it t-\rm 0.5)(\it p-\rm 0.7)}{\rm 0.0090}\Bigg\}.$$
 
:$$f_{tp}(t,p) = \rm 13.263\cdot \rm exp \Bigg\{-\frac{(\it t - \rm 0.5)^{\rm 2}}{\rm 0.0288}-\frac{(\it p-\rm 0.7)^{\rm 2}}{\rm 0.0072} + \frac{(\it t-\rm 0.5)(\it p-\rm 0.7)}{\rm 0.0090}\Bigg\}.$$
  
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''Hinweise:''
+
Hints:
*Die Aufgabe gehört zum  Kapitel  [[Theory_of_Stochastic_Signals/Zweidimensionale_Gaußsche_Zufallsgrößen|Zweidimensionale Gaußsche Zufallsgrößen]].
+
*The exercise belongs to the chapter  [[Theory_of_Stochastic_Signals/Two-Dimensional_Gaussian_Random_Variables|Two-dimensional Gaussian Random Variables]].
+
 
*Weitere Informationen zu dieser Thematik liefert das Lernvideo  [[Gaußsche_2D-Zufallsgrößen_(Lernvideo)|Gaußsche 2D-Zufallsgrößen]]:
+
*More information on this topic is provided in the learning video  [[Gaußsche_2D-Zufallsgrößen_(Lernvideo)|Gaussian 2D random variables]]:
::Teil 1:   Gaußsche Zufallsgrößen ohne statistische Bindungen,   
+
::Part 1:   Gaussian random variables without statistical bindings,   
::Teil 2:   Gaußsche Zufallsgrößen mit statistischen Bindungen.  
+
::Part 2:   Gaussian random variables with statistical bindings.  
  
  
  
===Fragebogen===
+
===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Wie gro&szlig; ist der Mittelwert&nbsp; $m_t$&nbsp; der im Theorieteil erzielten Ergebnisse?
+
{What is the mean value&nbsp; $m_t$&nbsp; of the results obtained in the theory part?
 
|type="{}"}
 
|type="{}"}
 
$m_t \ = \ $ { 0.5 3% }
 
$m_t \ = \ $ { 0.5 3% }
  
  
{Wie gro&szlig; ist der Mittelwert&nbsp; $m_p$&nbsp; der im Praxisteilteil erzielten Ergebnisse?&nbsp; Geben Sie auch die WDF der mittelwertfreien Zufallsgr&ouml;&szlig;e&nbsp; $(t\hspace{0.05cm}', p\hspace{0.05cm}')$&nbsp; an.
+
{What is the mean&nbsp; $m_p$&nbsp; of the results obtained in the practice part?&nbsp; Give also the PDF of the zero mean random variable&nbsp; $(t\hspace{0.05cm}', p\hspace{0.05cm}')$&nbsp; .
 
|type="{}"}
 
|type="{}"}
$m_p \ = \ $ { 0.7 3% }
+
$m_p \ = \ $ { 0.7 3% }
  
  
{Berechnen Sie die Streuungen (Standardabweichungen)&nbsp; $\sigma_t$&nbsp; und&nbsp; $\sigma_p$&nbsp; sowie den Korrelationskoeffizienten&nbsp; $\rho$&nbsp; zwischen den beiden Gr&ouml;&szlig;en.
+
{Calculate the standard deviations&nbsp; $\sigma_t$&nbsp; and&nbsp; $\sigma_p$&nbsp; as well as the correlation coefficient&nbsp; $\rho$&nbsp; between the two sizes.
 
|type="{}"}
 
|type="{}"}
$\sigma_t \ = \ $ { 0.2 3% }
+
$\sigma_t \ = \ $ { 0.2 3% }
$\sigma_p \ = \ $ { 0.1 3% }
+
$\sigma_p \ = \ $ { 0.1 3% }
$\rho \ = \ $ { 0.8 3% }
+
$\rho \ = \ $ { 0.8 3% }
  
  
{Welche der folgenden Aussagen sind zutreffend?
+
{Which of the following statements are true?
 
|type="[]"}
 
|type="[]"}
+ Der Gauß-Ansatz ist f&uuml;r dieses Problem nur eine N&auml;herung.
+
+ The Gaussian approach is only an approximation for this problem.
- War ein Pr&uuml;fling im Theoretieteil &uuml;berdurchschnittlich gut, so ist zu erwarten, dass er in der Praxis eher schlecht ist.
+
- If an examinee was above average in the theory part, it is to be expected that he is rather bad in practice.
 
+
{What is the probability that a participant scored between&nbsp; $49\%$&nbsp; and&nbsp; $51\%$&nbsp; of the points in the theory&ndash; and the practice&ndash;exam respectively?
 
 
{Mit welcher Wahrscheinlichkeit hat ein Teilnehmer in der Theorie&ndash; und der Praxis&ndash;Pr&uuml;fung jeweils zwischen&nbsp; $49\%$&nbsp; und&nbsp; $51\%$&nbsp; der Punkte erreicht?
 
 
|type="{}"}
 
|type="{}"}
${\rm Pr}\big [(0.49 ≤ t ≤0.51)∩(0.49≤ p ≤0.51)\big]\ = \ $ { 2 3% } $\ \cdot 10^{-5}$
+
${\rm Pr}\big [(0.49 ≤ t ≤0.51)∩(0.49≤ p ≤0.51)\big]\ = \ $ { 2 3% } $\ \cdot 10^{-5}$
  
  
 
</quiz>
 
</quiz>
  
===Musterlösung===
+
===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
'''(1)'''&nbsp; und '''(2)'''&nbsp;  
+
'''(1)'''&nbsp; and '''(2)'''&nbsp;  
*Die Mittelwerte&nbsp; $m_t\hspace{0.15cm}\underline{= 0.5}$&nbsp; und&nbsp; $m_p\hspace{0.15cm}\underline{= 0.7}$&nbsp; k&ouml;nnen aus der Skizze abgeschätzt und aus der angegebenen Gleichung exakt ermittelt werden.  
+
*The mean values&nbsp; $m_t\hspace{0.15cm}\underline{= 0.5}$&nbsp; and&nbsp; $m_p\hspace{0.15cm}\underline{= 0.7}$&nbsp; can be estimated from the sketch and obtained exactly from the given equation.  
*Die 2D&ndash;WDF der mittelwertfreien Gr&ouml;&szlig;e lautet:
+
*The 2D PDF of the zero mean variable is:
 
:$$f_{\it t\hspace{0.05cm}'\hspace{0.05cm}p\hspace{0.05cm}'}(\it  t\hspace{0.05cm}', \it p\hspace{0.05cm}'{\rm )} = \rm 13.263\cdot \rm exp\Bigg (-\frac{\it {\rm (}t\hspace{0.05cm}'{\rm )}^{\rm 2}}{\rm 0.0288} - \frac{\it {\rm (}p\hspace{0.05cm}'{\rm )}^{\rm 2}}{\rm 0.0072}+\frac{\it t\hspace{0.05cm}'\cdot p\hspace{0.05cm}'}{\rm 0.0090}\Bigg ). $$
 
:$$f_{\it t\hspace{0.05cm}'\hspace{0.05cm}p\hspace{0.05cm}'}(\it  t\hspace{0.05cm}', \it p\hspace{0.05cm}'{\rm )} = \rm 13.263\cdot \rm exp\Bigg (-\frac{\it {\rm (}t\hspace{0.05cm}'{\rm )}^{\rm 2}}{\rm 0.0288} - \frac{\it {\rm (}p\hspace{0.05cm}'{\rm )}^{\rm 2}}{\rm 0.0072}+\frac{\it t\hspace{0.05cm}'\cdot p\hspace{0.05cm}'}{\rm 0.0090}\Bigg ). $$
*Zur Vereinfachung wird im Folgenden auf den Apostroph zur Kennzeichnung mittelwertfreier Gr&ouml;&szlig;en verzichtet.&nbsp;  
+
*For simplicity, the apostrophe is omitted below to denote zero mean variables.&nbsp;  
*Sowohl&nbsp; $t$&nbsp; als auch&nbsp; $p$&nbsp; sind bis einschlie&szlig;lich der Teilaufgabe&nbsp; '''(4)'''&nbsp; als mittelwertfrei zu verstehen.
+
*Both&nbsp; $t$&nbsp; and&nbsp; $p$&nbsp; are to be understood as zero mean up to and including the subtask&nbsp; '''(4)''''&nbsp; .
  
  
  
'''(3)'''&nbsp; Die allgemeine Gleichung einer mittelwertfreien 2D-Zufallsgr&ouml;&szlig;e lautet:
+
'''(3)'''&nbsp; The general equation of a zero mean 2D random variable is:
 
:$$f_{\it tp}(\it  t, \it p)=\frac{\rm 1}{\rm 2\it \pi \cdot \sigma_{\it t}\cdot \sigma_{\it p} \cdot\sqrt{\rm 1- \it\rho^{\rm 2}}}\hspace{0.1cm}\cdot \hspace{0.1cm}\rm exp\Bigg\{-\hspace{0.1cm}\frac{\it t^{\rm 2}}{\rm 2\cdot (\rm 1-\rho^{\rm 2})\cdot \sigma_{\it t}^{\rm 2}} -\hspace{0.1cm}\frac{\it p^{\rm 2}}{\rm 2\cdot (\rm 1-\it\rho^{\rm 2}{\rm )}\cdot \sigma_{\it p}^{\rm 2}}+\hspace{0.1cm}\frac{\rho\cdot \it t\cdot \it p}{ (\rm 1-\it \rho^{\rm 2}{\rm )}\cdot\sigma_{\it t}\cdot\sigma_{\it p}}\Bigg\}.$$
 
:$$f_{\it tp}(\it  t, \it p)=\frac{\rm 1}{\rm 2\it \pi \cdot \sigma_{\it t}\cdot \sigma_{\it p} \cdot\sqrt{\rm 1- \it\rho^{\rm 2}}}\hspace{0.1cm}\cdot \hspace{0.1cm}\rm exp\Bigg\{-\hspace{0.1cm}\frac{\it t^{\rm 2}}{\rm 2\cdot (\rm 1-\rho^{\rm 2})\cdot \sigma_{\it t}^{\rm 2}} -\hspace{0.1cm}\frac{\it p^{\rm 2}}{\rm 2\cdot (\rm 1-\it\rho^{\rm 2}{\rm )}\cdot \sigma_{\it p}^{\rm 2}}+\hspace{0.1cm}\frac{\rho\cdot \it t\cdot \it p}{ (\rm 1-\it \rho^{\rm 2}{\rm )}\cdot\sigma_{\it t}\cdot\sigma_{\it p}}\Bigg\}.$$
  
*Die Standardabweichungen&nbsp; $\sigma_t$&nbsp; und&nbsp; $\sigma_p$&nbsp; sowie der Korrelationskoeffizient&nbsp; $\rho$&nbsp; lassen sich durch Koeffizientenvergleich ermitteln:  
+
 
*Ein Vergleich der beiden ersten Terme im Exponenten zeigt, dass&nbsp; $\sigma_t = 2 \cdot \sigma_p$&nbsp; gelten muss.&nbsp; Damit lautet die WDF:
+
*The standard deviations&nbsp; $\sigma_t$&nbsp; and&nbsp; $\sigma_p$&nbsp; as well as the correlation coefficient&nbsp; $\rho$&nbsp; can be obtained by coefficient comparison:  
 +
*A comparison of the first two terms in the exponent shows that&nbsp; $\sigma_t = 2 \cdot \sigma_p$&nbsp; must hold.&nbsp; Thus the PDF is:
 
:$$f_{\it tp}(\it  t, \it p)=\frac{\rm 1}{\rm 4\it \pi \cdot \sigma_{\it p}^{\rm 2} \cdot\sqrt{\rm 1- \it\rho^{\rm 2}}}\hspace{0.1cm}\cdot \hspace{0.1cm}\rm exp\Bigg\{-\hspace{0.1cm}\frac{\it t^{\rm 2}}{\rm 8\cdot (\rm 1-\rho^{\rm 2})\cdot \sigma_{\it p}^{\rm 2}} -\hspace{0.1cm}\frac{\it p^{\rm 2}}{\rm 2\cdot (\rm 1-\it\rho^{\rm 2}{\rm )}\cdot \sigma_{\it p}^{\rm 2}}+\hspace{0.1cm}\frac{\rho\cdot \it t\cdot \it p}{\rm 2\cdot (\rm 1-\it \rho^{\rm 2}{\rm )}\cdot\sigma_{\it p}^{\rm 2}}\Bigg\}.$$
 
:$$f_{\it tp}(\it  t, \it p)=\frac{\rm 1}{\rm 4\it \pi \cdot \sigma_{\it p}^{\rm 2} \cdot\sqrt{\rm 1- \it\rho^{\rm 2}}}\hspace{0.1cm}\cdot \hspace{0.1cm}\rm exp\Bigg\{-\hspace{0.1cm}\frac{\it t^{\rm 2}}{\rm 8\cdot (\rm 1-\rho^{\rm 2})\cdot \sigma_{\it p}^{\rm 2}} -\hspace{0.1cm}\frac{\it p^{\rm 2}}{\rm 2\cdot (\rm 1-\it\rho^{\rm 2}{\rm )}\cdot \sigma_{\it p}^{\rm 2}}+\hspace{0.1cm}\frac{\rho\cdot \it t\cdot \it p}{\rm 2\cdot (\rm 1-\it \rho^{\rm 2}{\rm )}\cdot\sigma_{\it p}^{\rm 2}}\Bigg\}.$$
*Aus dem zweiten Term des Exponenten folgt:
+
*From the second term of the exponent follows:
 
:$$2\cdot(1-\rho^{\rm 2})\cdot\sigma_{p}^{ 2}=0.0072\hspace{0.5cm}\Rightarrow \hspace{0.5cm} \sigma_{p}^{2} = \frac{ 0.0036}{(1-\rho^{\rm 2})}.$$
 
:$$2\cdot(1-\rho^{\rm 2})\cdot\sigma_{p}^{ 2}=0.0072\hspace{0.5cm}\Rightarrow \hspace{0.5cm} \sigma_{p}^{2} = \frac{ 0.0036}{(1-\rho^{\rm 2})}.$$
*Der Faktor&nbsp; $K = 13.263$&nbsp; liefert nun das Ergebnis
+
*The factor&nbsp; $K = 13.263$&nbsp; now gives the result.
 
:$$K = \frac{\sqrt{\rm 1-\it\rho^{\rm 2}}}{\rm 4\it\pi\cdot \rm 0.0036}=\rm 13.263 \hspace{0.5cm}\Rightarrow \hspace{0.5cm}\sqrt{\rm 1-\it\rho^{\rm 2}}=\rm 0.6 \hspace{0.5cm}\Rightarrow \hspace{0.5cm}\hspace{0.15cm}\underline{ \rm \rho = \rm 0.8}.$$
 
:$$K = \frac{\sqrt{\rm 1-\it\rho^{\rm 2}}}{\rm 4\it\pi\cdot \rm 0.0036}=\rm 13.263 \hspace{0.5cm}\Rightarrow \hspace{0.5cm}\sqrt{\rm 1-\it\rho^{\rm 2}}=\rm 0.6 \hspace{0.5cm}\Rightarrow \hspace{0.5cm}\hspace{0.15cm}\underline{ \rm \rho = \rm 0.8}.$$
*Daraus ergeben sich die Streuungen zu&nbsp; $\sigma_t\hspace{0.15cm}\underline{= 0.2}$&nbsp; und&nbsp; $\sigma_p\hspace{0.15cm}\underline{= 0.1}$.
+
*From this we get the standard deviations to&nbsp; $\sigma_t\hspace{0.15cm}\underline{= 0.2}$&nbsp; and&nbsp; $\sigma_p\hspace{0.15cm}\underline{= 0.1}$.
 
   
 
   
*Zur Kontrolle verwenden wir den letzten Term des Exponenten:
+
*For control, we use the last term of the exponent:
:$$\frac{(1 - \rho^{2})\cdot \sigma_{\it t}\cdot\sigma_{\it p}}{\it \rho} = \frac{0.36\cdot 0.1\cdot 0.2}{0.8} = \rm 0.009.$$
+
:$$\frac{(1 - \rho^{2})\cdot \sigma_{\it t}\cdot\sigma_{\it p}}{\it \rho} = \frac{0.36\cdot 0.1\cdot 0.2}{0.8} = \rm 0.009.$$
*Dies stimmt mit dem vorgegebenen Wert &uuml;berein.
+
*This agrees with the given value.
 
 
  
  
'''(4)'''&nbsp; Der <u>Lösungsvorschlag 1</u> ist richtig.  
+
'''(4)'''&nbsp; The <u>proposed solution 1</u> is correct.  
*Im Grunde genommen ist&nbsp; $(t, p)$&nbsp; keine echte Gau&szlig;sche Zufallsgr&ouml;&szlig;e,&nbsp; da beide Komponenten begrenzt sind.  
+
*Basically,&nbsp; $(t, p)$&nbsp; is not a true Gaussian random variable,&nbsp; since both components are bounded.  
*Die Wahrscheinlichkeiten f&uuml;r die Ereignisse&nbsp; $t < 0$, &nbsp; &nbsp; $t >1$, &nbsp; &nbsp; $p < 0$ und&nbsp; $p >1$&nbsp; sind somit Null.  
+
*The probabilities for the events&nbsp; $t < 0$, &nbsp; &nbsp; $t >1$, &nbsp; &nbsp; $p < 0$ and&nbsp; $p >1$&nbsp; are therefore zero.  
*Bei Gau&szlig;schen Gr&ouml;&szlig;en mit den hier vorliegenden Mittelwerten und Streuungen ergeben sich jedoch
+
*However, for Gaussian variables with the mean values and standard deviations present here, we get.
 
:$$\rm Pr(\it t < \rm 0) = \rm Pr(\it t > \rm 1) = \rm Q(2.5)\approx 6\cdot 10^{-3},$$
 
:$$\rm Pr(\it t < \rm 0) = \rm Pr(\it t > \rm 1) = \rm Q(2.5)\approx 6\cdot 10^{-3},$$
 
:$$\rm Pr(\it p > \rm 1) = \rm Q(3)\approx 1.3\cdot 10^{-3},$$
 
:$$\rm Pr(\it p > \rm 1) = \rm Q(3)\approx 1.3\cdot 10^{-3},$$
 
:$$\rm Pr(\it p < \rm 0) = \rm Q(7)\approx 10^{-12}.$$
 
:$$\rm Pr(\it p < \rm 0) = \rm Q(7)\approx 10^{-12}.$$
  
*Der Korrelationskoeffizient&nbsp; $\rho = 0.8$&nbsp; ist hier positiv. Hat der Pr&uuml;fling im Theorieteil eher gut abgeschnitten, so ist (zumindest bei dieser Aufgabe) zu erwarten, dass auch der praktische Teil gut l&auml;uft.  
+
*The correlation coefficient&nbsp; $\rho = 0.8$&nbsp; is positive here. If the examinee has done rather well in the theory part, it is to be expected (at least for this exercise) that the practical part will also go well.  
*Hier ist also der Lösungsvorschlag 2 falsch. In der Praxis ist das sicher nicht immer so.
+
*Suggestion 2 is therefore wrong here. In practice, this is certainly not always the case.
  
  
  
'''(5)'''&nbsp; F&uuml;r diese Wahrscheinlichkeit gilt mit&nbsp; $\Delta t = \Delta p = 0.02$:
+
'''(5)'''&nbsp; For this probability, $\Delta t = \Delta p = 0.02$:
:$$\rm Pr\left [( \rm 0.5-\frac{\rm\Delta\it t}{\rm 2}\le \it t \le \rm 0.5+\frac{\rm\Delta\it t}{\rm 2})\cap(\rm 0.5-\frac{\rm\Delta\it p}{\rm 2}\le \it p \le \rm 0.5+\frac{\rm\Delta\it p}{\rm 2})\right ] \approx \rm\Delta\it t\cdot\rm\Delta\it p\cdot \it f_{tp}{\rm (}t=\rm 0.5, \it p = \rm 0.5).$$
+
:$$\rm Pr\left [( \rm 0.5-\frac{\rm\Delta\it t}{\rm 2}\le \it t \le \rm 0.5+\frac{\rm\Delta\it t}{\rm 2})\cap(\rm 0. 5-\frac{\rm\delta\it p}{\rm 2}\le \it p \le \rm 0.5+\frac{\rm\delta\it p}{\rm 2})\right ] \approx \rm\Delta\it t\cdot\rm\Delta\it p\cdot \it f_{tp}{\rm (}t=\rm 0.5, \it p = \rm 0.5).$$
  
*F&uuml;r die 2D-WDF gilt unter Ber&uuml;cksichtigung der Mittelwerte&nbsp; $m_t{= 0.5}$&nbsp; und&nbsp; $m_p{= 0.7}$:
+
*For the 2D PDF, taking into account the mean values&nbsp; $m_t{= 0.5}$&nbsp; and&nbsp; $m_p{= 0.7}$:
 
:$$f_{tp}(\it t=\rm 0.5, \it p=\rm 0.5) = \rm 13.263\cdot {\rm e}^{-(-0.2)^2/0.0072}\approx 0.0513.$$
 
:$$f_{tp}(\it t=\rm 0.5, \it p=\rm 0.5) = \rm 13.263\cdot {\rm e}^{-(-0.2)^2/0.0072}\approx 0.0513.$$
  
*Damit ergibt sich die gesuchte Wahrscheinlichkeit zu
+
*Thus, the probability we are looking for is given by
:$${\rm Pr}\big[(0.49 ≤ t ≤0.51)∩(0.49≤ p ≤0.51)\big] =0.02 \cdot 0.02 \cdot 0.0513\hspace{0.15cm}\underline{\approx 2 &middot; 10^{-5}}.$$
+
:$${\rm Pr}\big[(0.49 ≤ t ≤0.51)∩(0.49≤ p ≤0.51)\big] =0.02 \cdot 0.0513\hspace{0.15cm}\underline{\approx 2 &middot; 10^{-5}}.$$
 
{{ML-Fuß}}
 
{{ML-Fuß}}
  

Revision as of 23:56, 23 January 2022

Applied Gaussian 2D PDF  $f_{tp}(t,p)$

In a study, the master craftsman examinations were investigated, which always consist of a theoretical and additionally a practical part. In the graph denoted

  • $t$  denotes the score in the theoretical test,
  • $p$  the score in the practical test.


Both random variables  $(t$  and  $p)$  are normalized to the maximum scores and can therefore only take values between  $0$  and  $1$ .

Moreover, both random variables are to be interpreted as continuous random variables, i.e.:   $t$  and  $p$  are not restricted to discrete numerical values.

  • The graph shows the PDF  $f_{tp}(t, p)$  of the two-dimensional random variable  $(t, p)$,  which was published after evaluating a total of  $N = 10\hspace{0.08cm}000$  final papers.
  • This function was empirically approximated using an evaluation program as follows:
$$f_{tp}(t,p) = \rm 13.263\cdot \rm exp \Bigg\{-\frac{(\it t - \rm 0.5)^{\rm 2}}{\rm 0.0288}-\frac{(\it p-\rm 0.7)^{\rm 2}}{\rm 0.0072} + \frac{(\it t-\rm 0.5)(\it p-\rm 0.7)}{\rm 0.0090}\Bigg\}.$$





Hints:

Part 1:   Gaussian random variables without statistical bindings,
Part 2:   Gaussian random variables with statistical bindings.


Questions

1

What is the mean value  $m_t$  of the results obtained in the theory part?

$m_t \ = \ $

2

What is the mean  $m_p$  of the results obtained in the practice part?  Give also the PDF of the zero mean random variable  $(t\hspace{0.05cm}', p\hspace{0.05cm}')$  .

$m_p \ = \ $

3

Calculate the standard deviations  $\sigma_t$  and  $\sigma_p$  as well as the correlation coefficient  $\rho$  between the two sizes.

$\sigma_t \ = \ $

$\sigma_p \ = \ $

$\rho \ = \ $

4

Which of the following statements are true?

The Gaussian approach is only an approximation for this problem.
If an examinee was above average in the theory part, it is to be expected that he is rather bad in practice.


Solution

(1)  and (2) 

  • The mean values  $m_t\hspace{0.15cm}\underline{= 0.5}$  and  $m_p\hspace{0.15cm}\underline{= 0.7}$  can be estimated from the sketch and obtained exactly from the given equation.
  • The 2D PDF of the zero mean variable is:
$$f_{\it t\hspace{0.05cm}'\hspace{0.05cm}p\hspace{0.05cm}'}(\it t\hspace{0.05cm}', \it p\hspace{0.05cm}'{\rm )} = \rm 13.263\cdot \rm exp\Bigg (-\frac{\it {\rm (}t\hspace{0.05cm}'{\rm )}^{\rm 2}}{\rm 0.0288} - \frac{\it {\rm (}p\hspace{0.05cm}'{\rm )}^{\rm 2}}{\rm 0.0072}+\frac{\it t\hspace{0.05cm}'\cdot p\hspace{0.05cm}'}{\rm 0.0090}\Bigg ). $$
  • For simplicity, the apostrophe is omitted below to denote zero mean variables. 
  • Both  $t$  and  $p$  are to be understood as zero mean up to and including the subtask  (4)'  .


(3)  The general equation of a zero mean 2D random variable is:

$$f_{\it tp}(\it t, \it p)=\frac{\rm 1}{\rm 2\it \pi \cdot \sigma_{\it t}\cdot \sigma_{\it p} \cdot\sqrt{\rm 1- \it\rho^{\rm 2}}}\hspace{0.1cm}\cdot \hspace{0.1cm}\rm exp\Bigg\{-\hspace{0.1cm}\frac{\it t^{\rm 2}}{\rm 2\cdot (\rm 1-\rho^{\rm 2})\cdot \sigma_{\it t}^{\rm 2}} -\hspace{0.1cm}\frac{\it p^{\rm 2}}{\rm 2\cdot (\rm 1-\it\rho^{\rm 2}{\rm )}\cdot \sigma_{\it p}^{\rm 2}}+\hspace{0.1cm}\frac{\rho\cdot \it t\cdot \it p}{ (\rm 1-\it \rho^{\rm 2}{\rm )}\cdot\sigma_{\it t}\cdot\sigma_{\it p}}\Bigg\}.$$


  • The standard deviations  $\sigma_t$  and  $\sigma_p$  as well as the correlation coefficient  $\rho$  can be obtained by coefficient comparison:
  • A comparison of the first two terms in the exponent shows that  $\sigma_t = 2 \cdot \sigma_p$  must hold.  Thus the PDF is:
$$f_{\it tp}(\it t, \it p)=\frac{\rm 1}{\rm 4\it \pi \cdot \sigma_{\it p}^{\rm 2} \cdot\sqrt{\rm 1- \it\rho^{\rm 2}}}\hspace{0.1cm}\cdot \hspace{0.1cm}\rm exp\Bigg\{-\hspace{0.1cm}\frac{\it t^{\rm 2}}{\rm 8\cdot (\rm 1-\rho^{\rm 2})\cdot \sigma_{\it p}^{\rm 2}} -\hspace{0.1cm}\frac{\it p^{\rm 2}}{\rm 2\cdot (\rm 1-\it\rho^{\rm 2}{\rm )}\cdot \sigma_{\it p}^{\rm 2}}+\hspace{0.1cm}\frac{\rho\cdot \it t\cdot \it p}{\rm 2\cdot (\rm 1-\it \rho^{\rm 2}{\rm )}\cdot\sigma_{\it p}^{\rm 2}}\Bigg\}.$$
  • From the second term of the exponent follows:
$$2\cdot(1-\rho^{\rm 2})\cdot\sigma_{p}^{ 2}=0.0072\hspace{0.5cm}\Rightarrow \hspace{0.5cm} \sigma_{p}^{2} = \frac{ 0.0036}{(1-\rho^{\rm 2})}.$$
  • The factor  $K = 13.263$  now gives the result.
$$K = \frac{\sqrt{\rm 1-\it\rho^{\rm 2}}}{\rm 4\it\pi\cdot \rm 0.0036}=\rm 13.263 \hspace{0.5cm}\Rightarrow \hspace{0.5cm}\sqrt{\rm 1-\it\rho^{\rm 2}}=\rm 0.6 \hspace{0.5cm}\Rightarrow \hspace{0.5cm}\hspace{0.15cm}\underline{ \rm \rho = \rm 0.8}.$$
  • From this we get the standard deviations to  $\sigma_t\hspace{0.15cm}\underline{= 0.2}$  and  $\sigma_p\hspace{0.15cm}\underline{= 0.1}$.
  • For control, we use the last term of the exponent:
$$\frac{(1 - \rho^{2})\cdot \sigma_{\it t}\cdot\sigma_{\it p}}{\it \rho} = \frac{0.36\cdot 0.1\cdot 0.2}{0.8} = \rm 0.009.$$
  • This agrees with the given value.


(4)  The proposed solution 1 is correct.

  • Basically,  $(t, p)$  is not a true Gaussian random variable,  since both components are bounded.
  • The probabilities for the events  $t < 0$,     $t >1$,     $p < 0$ and  $p >1$  are therefore zero.
  • However, for Gaussian variables with the mean values and standard deviations present here, we get.
$$\rm Pr(\it t < \rm 0) = \rm Pr(\it t > \rm 1) = \rm Q(2.5)\approx 6\cdot 10^{-3},$$
$$\rm Pr(\it p > \rm 1) = \rm Q(3)\approx 1.3\cdot 10^{-3},$$
$$\rm Pr(\it p < \rm 0) = \rm Q(7)\approx 10^{-12}.$$
  • The correlation coefficient  $\rho = 0.8$  is positive here. If the examinee has done rather well in the theory part, it is to be expected (at least for this exercise) that the practical part will also go well.
  • Suggestion 2 is therefore wrong here. In practice, this is certainly not always the case.


(5)  For this probability, $\Delta t = \Delta p = 0.02$:

$$\rm Pr\left [( \rm 0.5-\frac{\rm\Delta\it t}{\rm 2}\le \it t \le \rm 0.5+\frac{\rm\Delta\it t}{\rm 2})\cap(\rm 0. 5-\frac{\rm\delta\it p}{\rm 2}\le \it p \le \rm 0.5+\frac{\rm\delta\it p}{\rm 2})\right ] \approx \rm\Delta\it t\cdot\rm\Delta\it p\cdot \it f_{tp}{\rm (}t=\rm 0.5, \it p = \rm 0.5).$$
  • For the 2D PDF, taking into account the mean values  $m_t{= 0.5}$  and  $m_p{= 0.7}$:
$$f_{tp}(\it t=\rm 0.5, \it p=\rm 0.5) = \rm 13.263\cdot {\rm e}^{-(-0.2)^2/0.0072}\approx 0.0513.$$
  • Thus, the probability we are looking for is given by
$${\rm Pr}\big[(0.49 ≤ t ≤0.51)∩(0.49≤ p ≤0.51)\big] =0.02 \cdot 0.0513\hspace{0.15cm}\underline{\approx 2 · 10^{-5}}.$$