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Math Help - Chebyshev's Inequality Problem!! Help

  1. #1
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    Chebyshev's Inequality Problem!! Help

    Let X be uniformly distributed over (-2,2). Use Chebyshev's inequality to estimate P(abs(x) >= 1) and compare to the exact value.

    The answer in the book got something different than what i got so i wanted to see if i was right


    EX of a uniformly distrubuted RV is (a+b)/2 so -2+2/0 =0
    So i plugged into the formula.

    P(abs(x)>=1 <= sigma^2

    the variance of a uniformly RV is (b-a)^2/12 so (2-(-2))^2=14 and 14/12 is 4/3.

    my first answer ======= P(abs(x)>=1 <= 4/3


    For the exact part I used the P(X<=x) cdf of a unform RV and got F(1)=3/4. So 1-F(1) = 0.25 which is the probability we are looking for.


    Did i do this right? Thanks!
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  2. #2
    MHF Contributor kalagota's Avatar
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    Quote Originally Posted by clipperdude21 View Post
    Let X be uniformly distributed over (-2,2). Use Chebyshev's inequality to estimate P(abs(x) >= 1) and compare to the exact value.

    The answer in the book got something different than what i got so i wanted to see if i was right


    EX of a uniformly distrubuted RV is (a+b)/2 so -2+2/0 =0
    So i plugged into the formula.

    P(abs(x)>=1 <= sigma^2

    the variance of a uniformly RV is (b-a)^2/12 so (2-(-2))^2=14 and 14/12 is 4/3.

    my first answer ======= P(abs(x)>=1 <= 4/3


    For the exact part I used the P(X<=x) cdf of a unform RV and got F(1)=3/4. So 1-F(1) = 0.25 which is the probability we are looking for.


    Did i do this right? Thanks!
    where did you get your equation?

    anyways, i'll try to solve it using our way..
    Chebyshev's Inequality. If X is a random variable such that Var X exists, then for all r>0,
    P[(x- \mu _x)^2 \geq k^2 \sigma _x ^2] \leq \frac{1}{k^2}

    you want to estimate P[|x| \geq 1].

    using what you got, E[X] = 0, Var X = 4/3
    so,

    P[(x- \mu _x)^2 \geq k^2 \sigma _x ^2] = P\left[ {(x- 0)^2 \geq k^2 \left( {\frac{4}{3}}\right) }\right]

     =P\left[ {(x - 0)^2 \geq k^2 \left( {\frac{4}{3}}\right) }\right]

    you need k^2 = \frac{3}{4} so that

    P\left[ {(x - 0)^2 \geq \left( {\frac{3}{4}}\right) \left( {\frac{4}{3}}\right) }\right] = P[|x| \geq 1] \leq \frac{1}{k^2} = \frac{4}{3}
    (well, it is just the same.. )
    the exact part is:

    P[X \leq x] \implies P[|x| \geq 1] = 1 - P[|x| < 1]

     = 1 - (P[x < 1]-P[x < -1]) = 1 + P[x < -1] - P[x<1] ----- i haven't solved it..
    Last edited by kalagota; November 17th 2007 at 06:48 PM.
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