204k views
3 votes
Suppose g(x,y) is a function of x and y as follows g(x,y)=x2+xy−y, where the mean and standard deviation (Std.) of x and y are: Assume the correlation coefficient between x and y is -0.5 . Answer the following questions. (1) Determine the mean and standard deviation of g(x,y) using the Taylor series expansion method and the Rosenblueth method, respectively; (2) Suppose g(x,y)<0 denote failure. What is the failure probability based on the Taylor series expansion method? (3) Suppose g(x,y)<1 denote failure. What is the failure probability based on the Taylor series expansion method?

1 Answer

3 votes

Final answer:

The question involves calculating the mean and standard deviation of a function of two variables using the Taylor series and Rosenblueth methods. It also requires finding the probability of failure, determined by certain conditions, via the Taylor series method. Methods for these calculations involve substituting means, calculating variance and covariance, and referring to standard normal distribution for probabilities.

Step-by-step explanation:

The student is asked to find the mean and standard deviation of a function g(x, y) = x2 + xy - y using both the Taylor series expansion method and the Rosenblueth method and to determine the probability of failure based on certain conditions using the Taylor series expansion method. The function describes a relationship between two variables x and y, where x and y are normally distributed, and their correlation coefficient is given (in this case, -0.5).

To find the mean of g(x,y), one would typically substitute the means of x and y into the function. The standard deviation can be more complex, as it involves calculating the variance of g(x, y) taking into account the variances of x and y, and their covariance (which can be derived from the given correlation coefficient).

For the failure probability questions, one would use the newly found mean and standard deviation of g(x, y) to calculate the z-score corresponding to the failure thresholds (g(x, y) < 0 and g(x, y) < 1). These z-scores can then be used to find the probabilities of failure from the standard normal distribution.

The least squares regression line is used in one of the examples given to provide context on how to calculate the predicted value of y for a given x. Calculating whether a given point is an outlier involves seeing if it lies beyond a certain number of standard deviations from the predicted value, which can be derived from the regression line and the standard deviation of the residuals.

User Architectonic
by
7.5k points