Original practice · fully worked
Original variant: mean of a calibration mixture
A calibration error equals 1 with probability 0.30. With the remaining probability 0.70 it is uniformly distributed between 3 and 5. Calculate the expected calibration error.
- A
2.4 - B
2.8 - C
3.1 - D
3.4 - E
4.0
Answer and calculation
The point-mass contribution is 0.30 and the uniform component contributes 0.70(4)=2.80, giving mean 3.10, choice C.
Setup
Setup
Separate the point mass at one from the uniform component on the interval from three to five. The uniform component has mean four.
E[U]=23+5=4 Model
Model
The expectation of a mixture is the probability-weighted average of its component means.
E[X]=0.30(1)+0.70E[U] Compute
Compute
The point mass contributes 0.30 and the uniform component contributes 2.80, giving a total mean of 3.10.
E[X]=0.30+0.70(4)=3.10 Answer
Answer
The expected calibration error is 3.1.
3.1(C)