ps03_6

# ps03_6 - MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department...

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MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Civil and Environmental Engineering 1.017/1.010 Computing and Data Analysis for Environmental Applications / Uncertainty in Engineering Problem Set 6: Estimates and Confidence Intervals Due: Thursday, Oct. 30, 2003 Please turn in a hard copy of your MATLAB program as well as all printed outputs (tables, plots, etc.) required to solve the problem. Problem 1: Comparing Alternative Estimates of Population Properties Suppose that you have a sample of 10 observations of a random variable x which you believe to be exponentially distributed. Your objective is to estimate the 90 percentile value x 90 of this variable. This value of the solution of the equation F x ( x 90 ) = 0.9 . Propose at least two different methods for estimating x 90 from the 10 observations. Compare the performance of these alternative estimators with a stochastic simulation that performs the following steps: 1. Generate many (e.g. 1000) replicates, each consisting of 10 observations drawn from

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## This note was uploaded on 11/29/2011 for the course CIVIL 1.00 taught by Professor Georgekocur during the Spring '05 term at MIT.

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ps03_6 - MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department...

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