Original practice · fully worked
Original variant: mean squared calibration error
A calibrated instrument has symmetric error U, measured in units. For R=|U|, the calibration report gives P(R≤r)=r⁴⁄¹⁶ for 0≤r≤2. Calculate the mean squared error E[U²].
- A
2/3 - B
4/3 - C
8/5 - D
8/3 - E
4
Answer and calculation
Differentiating the absolute-error distribution gives f_R(r)=r³⁄⁴. Because U²=R², its expectation is the integral of r⁵⁄⁴ from 0 to 2, which equals 8/3 and selects choice D.
Setup
Setup
Work directly with the nonnegative absolute error R, since squaring removes the sign of U.
FR(r)=16r4,0≤r≤2 Model
Model
Differentiate the reported distribution function and form the second raw moment of R.
fR(r)=FR′(r)=4r3 E[U2]=E[R2]=∫02r2fR(r)dr Compute
Compute
Evaluate the one-dimensional moment integral.
E[R2]=41∫02r5dr E[R2]=41[6r6]02=38 Answer
Answer
The mean squared calibration error is 8/3.
38(D)