Sample Answers to Chapter 5 - cs.rutgers.edumlittman/courses/ml03/ans_ch5.pdf · Sample Answers to...

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Page 1: Sample Answers to Chapter 5 - cs.rutgers.edumlittman/courses/ml03/ans_ch5.pdf · Sample Answers to Chapter 5 5.2 (1) Standard Deviation () ()(1 ()) s ss error h error h error h n

Sample Answers to Chapter 5 5.2 (1) Standard Deviation

( )( )(1 ( ))

ss s

error herror h error h

nσ −

( / )*(1 / )r n r nn−

=

((100 83) /100)*(1 (100 83) /100)100

− − −=

= 0.03756 (2) Confidence Interval

100 83( ) 0.17100

srerror hn

µ −= = = =

When confidence interval = 95%, the constant 1.96Nz = .

Therefore, the confidence interval is ( ) ( )( ,N s N serror h error hz z )µ σ µ σ− + , which is (0.0964,

0.2436). 5.3

10( ) 0.153865

srerror hn

µ = = = =

( )( )(1 ( ))

ss s

error herror h error h

nσ −

( / )*(1 / )r n r nn−

=

(10 / 65)*(1 10 / 65)65−

=

0.04475=

Two-sided bounds: When confidence interval = 90%, the constant 1.64Nz = .

Page 2: Sample Answers to Chapter 5 - cs.rutgers.edumlittman/courses/ml03/ans_ch5.pdf · Sample Answers to Chapter 5 5.2 (1) Standard Deviation () ()(1 ()) s ss error h error h error h n

90% confidence interval = ( ) ( )( ,N s N serror h error hz z )µ σ µ σ− + , which is (0.08041,

0.22719). One-sided bounds: Because 100(1-α)% confidence interval with lower bound L and upper bound U implies a 100(1-α/2)% confidence interval with upper bound U and no lower bound. Therefore, 95% one-sided confidence interval and 90% two-sided interval share the same upper bound U.

For 95% one-sided confidence interval, U = 0.22719.

Moreover, 90% one-sided interval and 80% two-sided interval share the same upper bound U. For 80% two-sided confidence interval, the constant . Thus the

upper bound U of 90% one-sided interval is

1.28Nz =

( )N serror hzµ σ+ = 0.21108.

5.4 Given 95% confidence interval, 1.96Nz = ; The range between 0.2 and 0.6 implies that

0.2 0.6 0.42

µ += = .

Moreover, ( ) ( )1.96*N s serror h error hU zµ σ µ σ= + = + (1)

( ) ( )1.96*N s serror h error hL zµ σ µ σ= − = − (2)

(1)-(2) represents the width of the two-sided 95% confidence interval, which is required to be smaller than 0.1,

→2 ( )*1.96* 0.1serror hσ ≤

→( )(1 ( ))*1.96* 0.1s serror h error h

n−

≤2

→(1 )*1.96* 0.1n

µ µ−≤2

→0.4*(1 0.4)*1.96* 0.1

n−

≤2

→ n 368.7936≥Thus the minimum number of examples should be 369.