Uniform samples needed to hit a small window
Question
Independent values are generated, of them. How large must be, at minimum, so that with probability or more some value lands inside the open window from to ?
Short answer
. Each draw misses the window with probability , so we need , i.e. .
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Open the worked solutionLessons behind this question
- Continuous Random Variables and Probability Density Functions
- Cumulative Distribution Functions
- Sample Spaces, Events, and the Probability Axioms
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