chapter19-decision-makingunderrisk(編輯修改稿)
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【文章內(nèi)容簡介】 standard deviationq Often sample from a population in order to make estimatesSample meanSample varianceSample standard deviationThese values, properly sampled, attempt to estimate their population counterpartsSlide Sets to acpany Blank Tarquin, Engineering Economy, 6th Edition, 2023 14169。 2023 by McGrawHill, New York, All Rights ReservedImportant RelationshipsqPopulation Mean ?q Distribution216。E(x) =q Sampleq Measure of the central tendency of the populationq If one samples from a population the hope is that sample mean is an unbiased estimator of the true, but unknown, population meanSlide Sets to acpany Blank Tarquin, Engineering Economy, 6th Edition, 2023 15169。 2023 by McGrawHill, New York, All Rights ReservedVariance and Standard DeviationNotes relating to variance and standard deviation propertiesIllustration of variances for discrete and continuous distributionsSlide Sets to acpany Blank Tarquin, Engineering Economy, 6th Edition, 2023 16169。 2023 by McGrawHill, New York, All Rights ReservedPopulation vs. Sampleq Variance of a populationq Standard deviation of a population:q Variance of a sampleq Standard deviation of a sampleS is termed an unbiased estimator of the population standard deviationSlide Sets to acpany Blank Tarquin, Engineering Economy, 6th Edition, 2023 17169。 2023 by McGrawHill, New York, All Rights ReservedCombining the Average and Standard Deviationq Determine the percentage or fraction of the sample that is within 177。1, 177。2, 177。3 standard deviations of the sample mean . . . q In terms of probability…q Virtually all of the sample values will fall within the 177。3s range of the sample meanq See example Slide Sets to acpany Blank Tarquin, Engineering Economy, 6th Edition, 2023 18169。 2023 by McGrawHill, New York, All Rights ReservedContinuous Random Variablesq Expected value:qVariance:q For uniform pdf in Example :R represents the defined range of the variable in question.Slide Sets to acpany Blank Tarquin, Engineering Economy, 6th Edition, 2023 19169。 2023 by McGrawHill, New York, All Rights ReservedSct Monte Carlo Sampling and Simulation Analysisq Simulation involves the generation of artificial data from a modeled systemq Monte Carlo Sampling216。The generation of samples of size n for selected parameters of formulated alternatives216。The sampled parameters are expected to vary according to a stated probability distribution (assumed)Slide Sets to acpany Blank Tarquin, Engineering Economy, 6th Edition, 2023 20169。 2023 by McGrawHill, New York, All Rights ReservedKey Assumption Independenceq For a given problem:216。All parameters are assumed to be independent216。One variable’s distribution in no way impacts any other variable’s distribution216。Termed:vPrope
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