四、設 X 為一隨機變數,E(X ) =1及E(X2 )=5 ,試以柴比雪夫定理(Chebyshev’s Theorem) 計算機率P(−3 ≤ X ≤ 5)之下界。(20 分)
詳解 (共 1 筆)
詳解
p(−3 ≤ X ≤ 5)
=P(−4 ≤ X-1 ≤ 4)
=P(| X-1| ≤ 4)
By Chebyshev theorem
P(| X-1| ≤ 4) >= 1-4/16 = 3/4 # (V(X)=5-1=4)