Basic Measurement Issues. Sampling Theory and Analog-to-Digital Conversion

Size: px
Start display at page:

Download "Basic Measurement Issues. Sampling Theory and Analog-to-Digital Conversion"

Transcription

1 Theory ad Aalog-to-Digital Coversio Itroductio/Defiitios Aalog-to-digital coversio Rate Frequecy Aalysis Basic Measuremet Issues Reliability the extet to which a measuremet procedure yields the same results o repeated trials Validity the extet to which a measuremet procedure measures what it is supposed to measure Sesitivity resposiveess of a istrumet to a chage i the icomig sigal Precisio the degree of exactess with which a measuremet is made, similar meaig as accuracy Resolutio The fieess of detail that ca be distiguished i a measuremet Defiitios Sigal a fluctuatig electric quatity, such as a voltage or curret, whose variatios represet coded iformatio Aalog sigal represets data by a cotiuously variable quatity Digital sigal represets data i a discrete, umerical form Defiitios Digitizatio the process of covertig a aalog sigal ito digital form Aalog-to-digital coverter (ADC) a device that digitizes a aalog sigal a aalog sigal is said to be sampled to produce the digital sigal Quatizatio to subdivide ito small but measurable icremets: digital sigals are limited by the umber of biary digits ( bits ) that ca be used to represet them Aalog-to-digital coversio process aalog sigal ADC digital sigal computer memory Aalog-to-digital coversio Parameters of the ADC process: Iput rage establishes max voltage rage to be detected bipolar: ± 1V, ± 5V, ± 10V uipolar: 0-1V, 0-5V, 0-10V usually selectable i hardware or software Iput cofiguratio sigle-eded: oe iput relative to groud differetial: differece betwee 2 iputs is sampled System gai degree to which sigal is amplified before samplig 1

2 Aalog-to-digital coversio Parameters of the ADC process: Amplitude resolutio how precisely amplitude of sigal ca be quatified determied by bit value of ADC commo: 12-bit (2 12 = 4096 discreet levels) 16-bit (2 16 = 65,536 discreet levels) Temporal resolutio how frequetly the ADC takes samples of the aalog sigal determied by samplig rate values from 30 to 2000 are commo Together, amplitude ad temporal resolutio greatly affect the quality of the sampled sigal ADC Amplitude Resolutio +5 V 0 V -5 V A 4-bit A/D set up (2 4 = 16 discreet levels) biary values ADC Amplitude Resolutio A 4-bit A/D set up close-up view V V V 1011 Aalog-to-digital coversio How precisely does a 12-bit A/D board detect amplitude chages i a sigal? 12 bit ADC = 2 12 = 4096 discreet levels, distributed over the whole iput rage For a ± 10 V iput, you have a rage of 20 V (20 V) / (4096 ADC uits) = V per ADC uit V V 1001 Is 4.9mV per ADC uit good or bad resolutio? Force Plate: if +10 V = 2500 N (for a give FP gai settig), the 1 ADC uit = 1.22 N I other words, you will be uable to detect chages i force that are less tha 1.22 N, this is probably OK ADC Temporal Resolutio Rate: how ofte is the sigal sampled? t 1 t 2 t t 3 period: time betwee adjacet samples e.g. τ = t 2 t 1 rate: frequecy with which samples are take e.g. f = 1 / τ ADC Temporal Resolutio What is a adequate samplig rate? Govered by Shao s samplig theorem: the sigal must be sampled at a frequecy at least twice as high as the highest frequecy preset i the sigal itself This miimally acceptable samplig frequecy is kow as the Nyquist frequecy But what exactly does sigal frequecy cotet mea? 2

3 Fourier (Harmoic) Aalysis The sie fuctio The frequecy cotet of a sigal ca be determied by performig a Fourier aalysis Fourier discovered that ay sigal, o matter how complex, ca be represeted by a ifiite sum of weighted sie ad cosie waves y( t) = A + [ B si( f t) + C cos( f t )] =1 I practice, oly a fiite umber of harmoics are eed to adequately represet a sigal A related techique, the Fourier trasform, allows the frequecy compoets of a sigal to be revealed y( t) = A + B si ( f t ) A the mea (D.C.) offset from zero B the amplitude of the sigal f the frequecy of the sigal A = 0 B = 1 f = 1 Fourier series approximatio costat = Frequecy Compoet These Aother sigals ca be discussed with represetatio respect to the time domai of the or Fourier the frequecy series domai. A approximatio sie (or cosie) waveform is a sigle frequecy; ay other waveform ca be the sum of a umber of sie ad cosie waves. Fourier series approximatio y(t) = A + B 1 si(f 1 t) + C 1 cos(f 1 t) + B 2 si(f 2 t) + C 2 cos(f 2 t) + Approximatio of the data improves as the umber of harmoics used icreases However, 94% of the total sigal power was cotaied i just the 1 st harmoic umber of harmoics used Fourier Trasform Coverts sigals from the time domai to the frequecy domai The Fourier trasform separates a sigal ito siusoids of differet frequecy which sum to the origial waveform: it distiguishes the differet frequecy siusoids ad their respective amplitudes Discrete Fourier Trasform (DFT) Fast Fourier Trasform (FFT) Typically, the square of the FFT is used istead, which is called the Power Desity Spectrum 3

4 Fourier Trasform origial sigal 20 oise added Fourier Trasform Raw EMG sigal Power Spectral Desity time (s) FFT time (s) FFT samples frequecy () frequecy () frequecy () Frequecy Cotet Frequecy cotet of some commo sigals ecoutered i biomechaics: Activity Stadig posture Walkig Ruig Heelstrike trasiet EMG (surface) EMG (idwellig) Max Freq of Iterest ADC Temporal Resolutio Now, back to samplig rate: What happes if you sample at a rate lower tha the Nyquist frequecy? A error, kow as aliasig, will occur, corruptig your data (aliased sigals show up at a freq of f samp f sig, so 40 sigal sampled at 50HZ will show up as a 10 sigal) Whe aliasig occurs, frequecies greater tha ½ the samplig rate fold back ito the lower frequecy compoets, distortig the sigal High frequecy iformatio is ot simply lost, it actually reappears as false low frequecy cotet Oe commo form of aliasig, which most people have observed, is the 'wago wheels' effect i films. Sice the rate of the film is usually much lower tha the frequecy at which the spokes of a wheel pass ay oe poit, aliasig takes place ad the wheels appear to tur either much more slowly tha they really are, or eve seem to go backwards sometimes." (D.W. Grieve et. al., Techiques for the Aalysis of Huma Movemet. Priceto Book Compay, 1975, p. 41.) 4

5 Frequecy aalog 4 sie wave <2hz This is a 4 sigal, so the Nyquist freq is hz 12.5 Aliasig occurs at samplig rate of Frequecy Rate Take home message(s): at the Nyquist frequecy esures that frequecy cotet of sigal is preserved I practice, samplig at 4-5 times the highest frequecy preset i the sigal esures that sigal amplitude characteristics are preserved as well Aother example of aliasig: 1 sigal appears to be 0.33 Whe possible, a ati-aliasig filter should be used to elimiate oise that exists above ½ the samplig rate Rate Typical samplig rates used to collect various sigals i biomechaics: Sigal Motio Force EMG (surface) EMG (idwellig) Typical SR How do we determie the legth of samplig period? I repetitive motio the time eeds to be more tha the time for 1 cycle so if gait is 120 steps (60 strides) per miute the the rate is 1 ad you eed to sample loger tha 1s to obtai the full data set. You may icrease time to collect multiple repetitios. 5

6 I o repetitive activities such as liftig the you eed to go from start to fiish. I cases where frequecy of movemet is ot obvious pilot data eeded to eable appropriate decisio. Witer reported that i quiet stadig sigificat data foud at.002 which would require a 8 miute trial. Measuremet Errors No measuremet process is perfect, there will be some degree of error i the data Measuremet errors fall ito two categories Radom Errors Systematic Errors Both ca be miimized, but either ca be completely elimiated I particular, radom errors may be reduced through data processig techiques, systematic errors geerally ca ot Radom Error - Example 3 people measure the distace betwee two lies that are 1.5 cm apart Systematic Error - Example 1 perso measures the distace betwee two lies that are 1.5 cm apart, but places the ruler dow icorrectly cm 1.4 cm 1.6 cm They do t all get the same value, but this radom fluctuatio ca be largely elimiated by averagig the three values ( ) / 3 = 1.5 cm 1.2 cm 1.2 cm 1.2 cm This idividual was very cosistet i his measuremets, but he has itroduced a systematic error ito the data No amout of processig ca remove this error Measuremet Errors i Biomechaics Systematic Errors: cover frequecy spectrum Poor placemet of aatomical markers Movemet of markers/ski relative to boes Calibratio oliearities Digitizatio errors (some) Radom Errors: typically high frequecy Digitizatio errors (some) Marker jigglig/vibratio Electrical iterferece Miimizig Measuremet Errors Use of cosistet, proper techiques for data collectio Use of 3-D techiques for motio capture Proper traiig of persoel Use of high quality equipmet 6

7 Up Next Topic Kiematics Readigs Robertso et al. (2004) Chapter 1, pp Witer (1990) Chapter 2, pp

CHAPTER 3 DIGITAL CODING OF SIGNALS

CHAPTER 3 DIGITAL CODING OF SIGNALS CHAPTER 3 DIGITAL CODING OF SIGNALS Computers are ofte used to automate the recordig of measuremets. The trasducers ad sigal coditioig circuits produce a voltage sigal that is proportioal to a quatity

More information

APPLICATION NOTE 30 DFT or FFT? A Comparison of Fourier Transform Techniques

APPLICATION NOTE 30 DFT or FFT? A Comparison of Fourier Transform Techniques APPLICATION NOTE 30 DFT or FFT? A Compariso of Fourier Trasform Techiques This applicatio ote ivestigates differeces i performace betwee the DFT (Discrete Fourier Trasform) ad the FFT(Fast Fourier Trasform)

More information

Domain 1 - Describe Cisco VoIP Implementations

Domain 1 - Describe Cisco VoIP Implementations Maual ONT (642-8) 1-800-418-6789 Domai 1 - Describe Cisco VoIP Implemetatios Advatages of VoIP Over Traditioal Switches Voice over IP etworks have may advatages over traditioal circuit switched voice etworks.

More information

Confidence Intervals for One Mean

Confidence Intervals for One Mean Chapter 420 Cofidece Itervals for Oe Mea Itroductio This routie calculates the sample size ecessary to achieve a specified distace from the mea to the cofidece limit(s) at a stated cofidece level for a

More information

5: Introduction to Estimation

5: Introduction to Estimation 5: Itroductio to Estimatio Cotets Acroyms ad symbols... 1 Statistical iferece... Estimatig µ with cofidece... 3 Samplig distributio of the mea... 3 Cofidece Iterval for μ whe σ is kow before had... 4 Sample

More information

CS100: Introduction to Computer Science

CS100: Introduction to Computer Science Review: History of Computers CS100: Itroductio to Computer Sciece Maiframes Miicomputers Lecture 2: Data Storage -- Bits, their storage ad mai memory Persoal Computers & Workstatios Review: The Role of

More information

GCSE STATISTICS. 4) How to calculate the range: The difference between the biggest number and the smallest number.

GCSE STATISTICS. 4) How to calculate the range: The difference between the biggest number and the smallest number. GCSE STATISTICS You should kow: 1) How to draw a frequecy diagram: e.g. NUMBER TALLY FREQUENCY 1 3 5 ) How to draw a bar chart, a pictogram, ad a pie chart. 3) How to use averages: a) Mea - add up all

More information

Lesson 17 Pearson s Correlation Coefficient

Lesson 17 Pearson s Correlation Coefficient Outlie Measures of Relatioships Pearso s Correlatio Coefficiet (r) -types of data -scatter plots -measure of directio -measure of stregth Computatio -covariatio of X ad Y -uique variatio i X ad Y -measurig

More information

Modified Line Search Method for Global Optimization

Modified Line Search Method for Global Optimization Modified Lie Search Method for Global Optimizatio Cria Grosa ad Ajith Abraham Ceter of Excellece for Quatifiable Quality of Service Norwegia Uiversity of Sciece ad Techology Trodheim, Norway {cria, ajith}@q2s.tu.o

More information

Convention Paper 6764

Convention Paper 6764 Audio Egieerig Society Covetio Paper 6764 Preseted at the 10th Covetio 006 May 0 3 Paris, Frace This covetio paper has bee reproduced from the author's advace mauscript, without editig, correctios, or

More information

*The most important feature of MRP as compared with ordinary inventory control analysis is its time phasing feature.

*The most important feature of MRP as compared with ordinary inventory control analysis is its time phasing feature. Itegrated Productio ad Ivetory Cotrol System MRP ad MRP II Framework of Maufacturig System Ivetory cotrol, productio schedulig, capacity plaig ad fiacial ad busiess decisios i a productio system are iterrelated.

More information

Research Article Sign Data Derivative Recovery

Research Article Sign Data Derivative Recovery Iteratioal Scholarly Research Network ISRN Applied Mathematics Volume 0, Article ID 63070, 7 pages doi:0.540/0/63070 Research Article Sig Data Derivative Recovery L. M. Housto, G. A. Glass, ad A. D. Dymikov

More information

CHAPTER 3 THE TIME VALUE OF MONEY

CHAPTER 3 THE TIME VALUE OF MONEY CHAPTER 3 THE TIME VALUE OF MONEY OVERVIEW A dollar i the had today is worth more tha a dollar to be received i the future because, if you had it ow, you could ivest that dollar ad ear iterest. Of all

More information

.04. This means $1000 is multiplied by 1.02 five times, once for each of the remaining sixmonth

.04. This means $1000 is multiplied by 1.02 five times, once for each of the remaining sixmonth Questio 1: What is a ordiary auity? Let s look at a ordiary auity that is certai ad simple. By this, we mea a auity over a fixed term whose paymet period matches the iterest coversio period. Additioally,

More information

Tradigms of Astundithi and Toyota

Tradigms of Astundithi and Toyota Tradig the radomess - Desigig a optimal tradig strategy uder a drifted radom walk price model Yuao Wu Math 20 Project Paper Professor Zachary Hamaker Abstract: I this paper the author iteds to explore

More information

CHAPTER 7: Central Limit Theorem: CLT for Averages (Means)

CHAPTER 7: Central Limit Theorem: CLT for Averages (Means) CHAPTER 7: Cetral Limit Theorem: CLT for Averages (Meas) X = the umber obtaied whe rollig oe six sided die oce. If we roll a six sided die oce, the mea of the probability distributio is X P(X = x) Simulatio:

More information

Properties of MLE: consistency, asymptotic normality. Fisher information.

Properties of MLE: consistency, asymptotic normality. Fisher information. Lecture 3 Properties of MLE: cosistecy, asymptotic ormality. Fisher iformatio. I this sectio we will try to uderstad why MLEs are good. Let us recall two facts from probability that we be used ofte throughout

More information

Study on the application of the software phase-locked loop in tracking and filtering of pulse signal

Study on the application of the software phase-locked loop in tracking and filtering of pulse signal Advaced Sciece ad Techology Letters, pp.31-35 http://dx.doi.org/10.14257/astl.2014.78.06 Study o the applicatio of the software phase-locked loop i trackig ad filterig of pulse sigal Sog Wei Xia 1 (College

More information

Case Study. Normal and t Distributions. Density Plot. Normal Distributions

Case Study. Normal and t Distributions. Density Plot. Normal Distributions Case Study Normal ad t Distributios Bret Halo ad Bret Larget Departmet of Statistics Uiversity of Wiscosi Madiso October 11 13, 2011 Case Study Body temperature varies withi idividuals over time (it ca

More information

SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES

SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES Read Sectio 1.5 (pages 5 9) Overview I Sectio 1.5 we lear to work with summatio otatio ad formulas. We will also itroduce a brief overview of sequeces,

More information

Trigonometric Form of a Complex Number. The Complex Plane. axis. ( 2, 1) or 2 i FIGURE 6.44. The absolute value of the complex number z a bi is

Trigonometric Form of a Complex Number. The Complex Plane. axis. ( 2, 1) or 2 i FIGURE 6.44. The absolute value of the complex number z a bi is 0_0605.qxd /5/05 0:45 AM Page 470 470 Chapter 6 Additioal Topics i Trigoometry 6.5 Trigoometric Form of a Complex Number What you should lear Plot complex umbers i the complex plae ad fid absolute values

More information

Z-TEST / Z-STATISTIC: used to test hypotheses about. µ when the population standard deviation is unknown

Z-TEST / Z-STATISTIC: used to test hypotheses about. µ when the population standard deviation is unknown Z-TEST / Z-STATISTIC: used to test hypotheses about µ whe the populatio stadard deviatio is kow ad populatio distributio is ormal or sample size is large T-TEST / T-STATISTIC: used to test hypotheses about

More information

Output Analysis (2, Chapters 10 &11 Law)

Output Analysis (2, Chapters 10 &11 Law) B. Maddah ENMG 6 Simulatio 05/0/07 Output Aalysis (, Chapters 10 &11 Law) Comparig alterative system cofiguratio Sice the output of a simulatio is radom, the comparig differet systems via simulatio should

More information

CS100: Introduction to Computer Science

CS100: Introduction to Computer Science I-class Exercise: CS100: Itroductio to Computer Sciece What is a flip-flop? What are the properties of flip-flops? Draw a simple flip-flop circuit? Lecture 3: Data Storage -- Mass storage & represetig

More information

5 Boolean Decision Trees (February 11)

5 Boolean Decision Trees (February 11) 5 Boolea Decisio Trees (February 11) 5.1 Graph Coectivity Suppose we are give a udirected graph G, represeted as a boolea adjacecy matrix = (a ij ), where a ij = 1 if ad oly if vertices i ad j are coected

More information

Escola Federal de Engenharia de Itajubá

Escola Federal de Engenharia de Itajubá Escola Federal de Egeharia de Itajubá Departameto de Egeharia Mecâica Pós-Graduação em Egeharia Mecâica MPF04 ANÁLISE DE SINAIS E AQUISÇÃO DE DADOS SINAIS E SISTEMAS Trabalho 02 (MATLAB) Prof. Dr. José

More information

University of California, Los Angeles Department of Statistics. Distributions related to the normal distribution

University of California, Los Angeles Department of Statistics. Distributions related to the normal distribution Uiversity of Califoria, Los Ageles Departmet of Statistics Statistics 100B Istructor: Nicolas Christou Three importat distributios: Distributios related to the ormal distributio Chi-square (χ ) distributio.

More information

Taking DCOP to the Real World: Efficient Complete Solutions for Distributed Multi-Event Scheduling

Taking DCOP to the Real World: Efficient Complete Solutions for Distributed Multi-Event Scheduling Taig DCOP to the Real World: Efficiet Complete Solutios for Distributed Multi-Evet Schedulig Rajiv T. Maheswara, Milid Tambe, Emma Bowrig, Joatha P. Pearce, ad Pradeep araatham Uiversity of Souther Califoria

More information

5.4 Amortization. Question 1: How do you find the present value of an annuity? Question 2: How is a loan amortized?

5.4 Amortization. Question 1: How do you find the present value of an annuity? Question 2: How is a loan amortized? 5.4 Amortizatio Questio 1: How do you fid the preset value of a auity? Questio 2: How is a loa amortized? Questio 3: How do you make a amortizatio table? Oe of the most commo fiacial istrumets a perso

More information

Confidence Intervals. CI for a population mean (σ is known and n > 30 or the variable is normally distributed in the.

Confidence Intervals. CI for a population mean (σ is known and n > 30 or the variable is normally distributed in the. Cofidece Itervals A cofidece iterval is a iterval whose purpose is to estimate a parameter (a umber that could, i theory, be calculated from the populatio, if measuremets were available for the whole populatio).

More information

Overview on S-Box Design Principles

Overview on S-Box Design Principles Overview o S-Box Desig Priciples Debdeep Mukhopadhyay Assistat Professor Departmet of Computer Sciece ad Egieerig Idia Istitute of Techology Kharagpur INDIA -721302 What is a S-Box? S-Boxes are Boolea

More information

Theorems About Power Series

Theorems About Power Series Physics 6A Witer 20 Theorems About Power Series Cosider a power series, f(x) = a x, () where the a are real coefficiets ad x is a real variable. There exists a real o-egative umber R, called the radius

More information

Fast Fourier Transform and MATLAB Implementation

Fast Fourier Transform and MATLAB Implementation Fast Fourier Trasform ad MATLAB Implemetatio by aju Huag for Dr. Duca L. MacFarlae Sigals I the fields of commuicatios, sigal processig, ad i electrical egieerig moregeerally, a sigalisay time varyig or

More information

Sequences and Series

Sequences and Series CHAPTER 9 Sequeces ad Series 9.. Covergece: Defiitio ad Examples Sequeces The purpose of this chapter is to itroduce a particular way of geeratig algorithms for fidig the values of fuctios defied by their

More information

The following example will help us understand The Sampling Distribution of the Mean. C1 C2 C3 C4 C5 50 miles 84 miles 38 miles 120 miles 48 miles

The following example will help us understand The Sampling Distribution of the Mean. C1 C2 C3 C4 C5 50 miles 84 miles 38 miles 120 miles 48 miles The followig eample will help us uderstad The Samplig Distributio of the Mea Review: The populatio is the etire collectio of all idividuals or objects of iterest The sample is the portio of the populatio

More information

THE ARITHMETIC OF INTEGERS. - multiplication, exponentiation, division, addition, and subtraction

THE ARITHMETIC OF INTEGERS. - multiplication, exponentiation, division, addition, and subtraction THE ARITHMETIC OF INTEGERS - multiplicatio, expoetiatio, divisio, additio, ad subtractio What to do ad what ot to do. THE INTEGERS Recall that a iteger is oe of the whole umbers, which may be either positive,

More information

Normal Distribution.

Normal Distribution. Normal Distributio www.icrf.l Normal distributio I probability theory, the ormal or Gaussia distributio, is a cotiuous probability distributio that is ofte used as a first approimatio to describe realvalued

More information

1. C. The formula for the confidence interval for a population mean is: x t, which was

1. C. The formula for the confidence interval for a population mean is: x t, which was s 1. C. The formula for the cofidece iterval for a populatio mea is: x t, which was based o the sample Mea. So, x is guarateed to be i the iterval you form.. D. Use the rule : p-value

More information

Basic Elements of Arithmetic Sequences and Series

Basic Elements of Arithmetic Sequences and Series MA40S PRE-CALCULUS UNIT G GEOMETRIC SEQUENCES CLASS NOTES (COMPLETED NO NEED TO COPY NOTES FROM OVERHEAD) Basic Elemets of Arithmetic Sequeces ad Series Objective: To establish basic elemets of arithmetic

More information

1 The Gaussian channel

1 The Gaussian channel ECE 77 Lecture 0 The Gaussia chael Objective: I this lecture we will lear about commuicatio over a chael of practical iterest, i which the trasmitted sigal is subjected to additive white Gaussia oise.

More information

FOUNDATIONS OF MATHEMATICS AND PRE-CALCULUS GRADE 10

FOUNDATIONS OF MATHEMATICS AND PRE-CALCULUS GRADE 10 FOUNDATIONS OF MATHEMATICS AND PRE-CALCULUS GRADE 10 [C] Commuicatio Measuremet A1. Solve problems that ivolve liear measuremet, usig: SI ad imperial uits of measure estimatio strategies measuremet strategies.

More information

Incremental calculation of weighted mean and variance

Incremental calculation of weighted mean and variance Icremetal calculatio of weighted mea ad variace Toy Fich faf@cam.ac.uk dot@dotat.at Uiversity of Cambridge Computig Service February 009 Abstract I these otes I eplai how to derive formulae for umerically

More information

Chapter 7 Methods of Finding Estimators

Chapter 7 Methods of Finding Estimators Chapter 7 for BST 695: Special Topics i Statistical Theory. Kui Zhag, 011 Chapter 7 Methods of Fidig Estimators Sectio 7.1 Itroductio Defiitio 7.1.1 A poit estimator is ay fuctio W( X) W( X1, X,, X ) of

More information

HCL Dynamic Spiking Protocol

HCL Dynamic Spiking Protocol ELI LILLY AND COMPANY TIPPECANOE LABORATORIES LAFAYETTE, IN Revisio 2.0 TABLE OF CONTENTS REVISION HISTORY... 2. REVISION.0... 2.2 REVISION 2.0... 2 2 OVERVIEW... 3 3 DEFINITIONS... 5 4 EQUIPMENT... 7

More information

Non-life insurance mathematics. Nils F. Haavardsson, University of Oslo and DNB Skadeforsikring

Non-life insurance mathematics. Nils F. Haavardsson, University of Oslo and DNB Skadeforsikring No-life isurace mathematics Nils F. Haavardsso, Uiversity of Oslo ad DNB Skadeforsikrig Mai issues so far Why does isurace work? How is risk premium defied ad why is it importat? How ca claim frequecy

More information

A Theoretical and Experimental Analysis of the Acoustic Guitar. Eric Battenberg ME 173 5-18-09

A Theoretical and Experimental Analysis of the Acoustic Guitar. Eric Battenberg ME 173 5-18-09 A Theoretical ad Experimetal Aalysis of the Acoustic Guitar Eric Batteberg ME 173 5-18-09 1 Itroductio ad Methods The acoustic guitar is a striged musical istrumet frequetly used i popular music. Because

More information

Cantilever Beam Experiment

Cantilever Beam Experiment Mechaical Egieerig Departmet Uiversity of Massachusetts Lowell Catilever Beam Experimet Backgroud A disk drive maufacturer is redesigig several disk drive armature mechaisms. This is the result of evaluatio

More information

Domain 1: Designing a SQL Server Instance and a Database Solution

Domain 1: Designing a SQL Server Instance and a Database Solution Maual SQL Server 2008 Desig, Optimize ad Maitai (70-450) 1-800-418-6789 Domai 1: Desigig a SQL Server Istace ad a Database Solutio Desigig for CPU, Memory ad Storage Capacity Requiremets Whe desigig a

More information

COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S 2 CONTROL CHART FOR THE CHANGES IN A PROCESS

COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S 2 CONTROL CHART FOR THE CHANGES IN A PROCESS COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S CONTROL CHART FOR THE CHANGES IN A PROCESS Supraee Lisawadi Departmet of Mathematics ad Statistics, Faculty of Sciece ad Techoology, Thammasat

More information

Overview of some probability distributions.

Overview of some probability distributions. Lecture Overview of some probability distributios. I this lecture we will review several commo distributios that will be used ofte throughtout the class. Each distributio is usually described by its probability

More information

Cooley-Tukey. Tukey FFT Algorithms. FFT Algorithms. Cooley

Cooley-Tukey. Tukey FFT Algorithms. FFT Algorithms. Cooley Cooley Cooley-Tuey Tuey FFT Algorithms FFT Algorithms Cosider a legth- sequece x[ with a -poit DFT X[ where Represet the idices ad as +, +, Cooley Cooley-Tuey Tuey FFT Algorithms FFT Algorithms Usig these

More information

Chair for Network Architectures and Services Institute of Informatics TU München Prof. Carle. Network Security. Chapter 2 Basics

Chair for Network Architectures and Services Institute of Informatics TU München Prof. Carle. Network Security. Chapter 2 Basics Chair for Network Architectures ad Services Istitute of Iformatics TU Müche Prof. Carle Network Security Chapter 2 Basics 2.4 Radom Number Geeratio for Cryptographic Protocols Motivatio It is crucial to

More information

Chapter 6: Variance, the law of large numbers and the Monte-Carlo method

Chapter 6: Variance, the law of large numbers and the Monte-Carlo method Chapter 6: Variace, the law of large umbers ad the Mote-Carlo method Expected value, variace, ad Chebyshev iequality. If X is a radom variable recall that the expected value of X, E[X] is the average value

More information

Dilution Example. Chapter 24 Warrants and Convertibles. Warrants. The Difference Between Warrants and Call Options. Warrants

Dilution Example. Chapter 24 Warrants and Convertibles. Warrants. The Difference Between Warrants and Call Options. Warrants Chapter 24 Warrats ad Covertibles Warrats The Differece betee Warrats ad Call Optios Warrat Pricig ad the Black-Scholes Model Covertible Bods The Value of Covertible Bods Reasos for Issuig Warrats ad Covertibles

More information

Approximating Area under a curve with rectangles. To find the area under a curve we approximate the area using rectangles and then use limits to find

Approximating Area under a curve with rectangles. To find the area under a curve we approximate the area using rectangles and then use limits to find 1.8 Approximatig Area uder a curve with rectagles 1.6 To fid the area uder a curve we approximate the area usig rectagles ad the use limits to fid 1.4 the area. Example 1 Suppose we wat to estimate 1.

More information

A Guide to the Pricing Conventions of SFE Interest Rate Products

A Guide to the Pricing Conventions of SFE Interest Rate Products A Guide to the Pricig Covetios of SFE Iterest Rate Products SFE 30 Day Iterbak Cash Rate Futures Physical 90 Day Bak Bills SFE 90 Day Bak Bill Futures SFE 90 Day Bak Bill Futures Tick Value Calculatios

More information

I. Chi-squared Distributions

I. Chi-squared Distributions 1 M 358K Supplemet to Chapter 23: CHI-SQUARED DISTRIBUTIONS, T-DISTRIBUTIONS, AND DEGREES OF FREEDOM To uderstad t-distributios, we first eed to look at aother family of distributios, the chi-squared distributios.

More information

Heat (or Diffusion) equation in 1D*

Heat (or Diffusion) equation in 1D* Heat (or Diffusio) equatio i D* Derivatio of the D heat equatio Separatio of variables (refresher) Worked eamples *Kreysig, 8 th Ed, Sectios.4b Physical assumptios We cosider temperature i a log thi wire

More information

Measures of Spread and Boxplots Discrete Math, Section 9.4

Measures of Spread and Boxplots Discrete Math, Section 9.4 Measures of Spread ad Boxplots Discrete Math, Sectio 9.4 We start with a example: Example 1: Comparig Mea ad Media Compute the mea ad media of each data set: S 1 = {4, 6, 8, 10, 1, 14, 16} S = {4, 7, 9,

More information

Learning objectives. Duc K. Nguyen - Corporate Finance 21/10/2014

Learning objectives. Duc K. Nguyen - Corporate Finance 21/10/2014 1 Lecture 3 Time Value of Moey ad Project Valuatio The timelie Three rules of time travels NPV of a stream of cash flows Perpetuities, auities ad other special cases Learig objectives 2 Uderstad the time-value

More information

Quantitative Computer Architecture

Quantitative Computer Architecture Performace Measuremet ad Aalysis i Computer Quatitative Computer Measuremet Model Iovatio Proposed How to measure, aalyze, ad specify computer system performace or My computer is faster tha your computer!

More information

Convexity, Inequalities, and Norms

Convexity, Inequalities, and Norms Covexity, Iequalities, ad Norms Covex Fuctios You are probably familiar with the otio of cocavity of fuctios. Give a twicedifferetiable fuctio ϕ: R R, We say that ϕ is covex (or cocave up) if ϕ (x) 0 for

More information

Analyzing Longitudinal Data from Complex Surveys Using SUDAAN

Analyzing Longitudinal Data from Complex Surveys Using SUDAAN Aalyzig Logitudial Data from Complex Surveys Usig SUDAAN Darryl Creel Statistics ad Epidemiology, RTI Iteratioal, 312 Trotter Farm Drive, Rockville, MD, 20850 Abstract SUDAAN: Software for the Statistical

More information

Baan Service Master Data Management

Baan Service Master Data Management Baa Service Master Data Maagemet Module Procedure UP069A US Documetiformatio Documet Documet code : UP069A US Documet group : User Documetatio Documet title : Master Data Maagemet Applicatio/Package :

More information

This document contains a collection of formulas and constants useful for SPC chart construction. It assumes you are already familiar with SPC.

This document contains a collection of formulas and constants useful for SPC chart construction. It assumes you are already familiar with SPC. SPC Formulas ad Tables 1 This documet cotais a collectio of formulas ad costats useful for SPC chart costructio. It assumes you are already familiar with SPC. Termiology Geerally, a bar draw over a symbol

More information

Overview. Learning Objectives. Point Estimate. Estimation. Estimating the Value of a Parameter Using Confidence Intervals

Overview. Learning Objectives. Point Estimate. Estimation. Estimating the Value of a Parameter Using Confidence Intervals Overview Estimatig the Value of a Parameter Usig Cofidece Itervals We apply the results about the sample mea the problem of estimatio Estimatio is the process of usig sample data estimate the value of

More information

Chapter 7: Confidence Interval and Sample Size

Chapter 7: Confidence Interval and Sample Size Chapter 7: Cofidece Iterval ad Sample Size Learig Objectives Upo successful completio of Chapter 7, you will be able to: Fid the cofidece iterval for the mea, proportio, ad variace. Determie the miimum

More information

Statistical inference: example 1. Inferential Statistics

Statistical inference: example 1. Inferential Statistics Statistical iferece: example 1 Iferetial Statistics POPULATION SAMPLE A clothig store chai regularly buys from a supplier large quatities of a certai piece of clothig. Each item ca be classified either

More information

Soving Recurrence Relations

Soving Recurrence Relations Sovig Recurrece Relatios Part 1. Homogeeous liear 2d degree relatios with costat coefficiets. Cosider the recurrece relatio ( ) T () + at ( 1) + bt ( 2) = 0 This is called a homogeeous liear 2d degree

More information

Partial Di erential Equations

Partial Di erential Equations Partial Di eretial Equatios Partial Di eretial Equatios Much of moder sciece, egieerig, ad mathematics is based o the study of partial di eretial equatios, where a partial di eretial equatio is a equatio

More information

SAMPLE QUESTIONS FOR FINAL EXAM. (1) (2) (3) (4) Find the following using the definition of the Riemann integral: (2x + 1)dx

SAMPLE QUESTIONS FOR FINAL EXAM. (1) (2) (3) (4) Find the following using the definition of the Riemann integral: (2x + 1)dx SAMPLE QUESTIONS FOR FINAL EXAM REAL ANALYSIS I FALL 006 3 4 Fid the followig usig the defiitio of the Riema itegral: a 0 x + dx 3 Cosider the partitio P x 0 3, x 3 +, x 3 +,......, x 3 3 + 3 of the iterval

More information

Listing terms of a finite sequence List all of the terms of each finite sequence. a) a n n 2 for 1 n 5 1 b) a n for 1 n 4 n 2

Listing terms of a finite sequence List all of the terms of each finite sequence. a) a n n 2 for 1 n 5 1 b) a n for 1 n 4 n 2 74 (4 ) Chapter 4 Sequeces ad Series 4. SEQUENCES I this sectio Defiitio Fidig a Formula for the th Term The word sequece is a familiar word. We may speak of a sequece of evets or say that somethig is

More information

WindWise Education. 2 nd. T ransforming the Energy of Wind into Powerful Minds. editi. A Curriculum for Grades 6 12

WindWise Education. 2 nd. T ransforming the Energy of Wind into Powerful Minds. editi. A Curriculum for Grades 6 12 WidWise Educatio T rasformig the Eergy of Wid ito Powerful Mids A Curriculum for Grades 6 12 Notice Except for educatioal use by a idividual teacher i a classroom settig this work may ot be reproduced

More information

Now here is the important step

Now here is the important step LINEST i Excel The Excel spreadsheet fuctio "liest" is a complete liear least squares curve fittig routie that produces ucertaity estimates for the fit values. There are two ways to access the "liest"

More information

CS103X: Discrete Structures Homework 4 Solutions

CS103X: Discrete Structures Homework 4 Solutions CS103X: Discrete Structures Homewor 4 Solutios Due February 22, 2008 Exercise 1 10 poits. Silico Valley questios: a How may possible six-figure salaries i whole dollar amouts are there that cotai at least

More information

Quadrat Sampling in Population Ecology

Quadrat Sampling in Population Ecology Quadrat Samplig i Populatio Ecology Backgroud Estimatig the abudace of orgaisms. Ecology is ofte referred to as the "study of distributio ad abudace". This beig true, we would ofte like to kow how may

More information

Rainbow options. A rainbow is an option on a basket that pays in its most common form, a nonequally

Rainbow options. A rainbow is an option on a basket that pays in its most common form, a nonequally Raibow optios INRODUCION A raibow is a optio o a basket that pays i its most commo form, a oequally weighted average of the assets of the basket accordig to their performace. he umber of assets is called

More information

MEI Structured Mathematics. Module Summary Sheets. Statistics 2 (Version B: reference to new book)

MEI Structured Mathematics. Module Summary Sheets. Statistics 2 (Version B: reference to new book) MEI Mathematics i Educatio ad Idustry MEI Structured Mathematics Module Summary Sheets Statistics (Versio B: referece to ew book) Topic : The Poisso Distributio Topic : The Normal Distributio Topic 3:

More information

A probabilistic proof of a binomial identity

A probabilistic proof of a binomial identity A probabilistic proof of a biomial idetity Joatho Peterso Abstract We give a elemetary probabilistic proof of a biomial idetity. The proof is obtaied by computig the probability of a certai evet i two

More information

1 Correlation and Regression Analysis

1 Correlation and Regression Analysis 1 Correlatio ad Regressio Aalysis I this sectio we will be ivestigatig the relatioship betwee two cotiuous variable, such as height ad weight, the cocetratio of a ijected drug ad heart rate, or the cosumptio

More information

Definition. A variable X that takes on values X 1, X 2, X 3,...X k with respective frequencies f 1, f 2, f 3,...f k has mean

Definition. A variable X that takes on values X 1, X 2, X 3,...X k with respective frequencies f 1, f 2, f 3,...f k has mean 1 Social Studies 201 October 13, 2004 Note: The examples i these otes may be differet tha used i class. However, the examples are similar ad the methods used are idetical to what was preseted i class.

More information

NEW HIGH PERFORMANCE COMPUTATIONAL METHODS FOR MORTGAGES AND ANNUITIES. Yuri Shestopaloff,

NEW HIGH PERFORMANCE COMPUTATIONAL METHODS FOR MORTGAGES AND ANNUITIES. Yuri Shestopaloff, NEW HIGH PERFORMNCE COMPUTTIONL METHODS FOR MORTGGES ND NNUITIES Yuri Shestopaloff, Geerally, mortgage ad auity equatios do ot have aalytical solutios for ukow iterest rate, which has to be foud usig umerical

More information

Lecture 13. Lecturer: Jonathan Kelner Scribe: Jonathan Pines (2009)

Lecture 13. Lecturer: Jonathan Kelner Scribe: Jonathan Pines (2009) 18.409 A Algorithmist s Toolkit October 27, 2009 Lecture 13 Lecturer: Joatha Keler Scribe: Joatha Pies (2009) 1 Outlie Last time, we proved the Bru-Mikowski iequality for boxes. Today we ll go over the

More information

LECTURE 13: Cross-validation

LECTURE 13: Cross-validation LECTURE 3: Cross-validatio Resampli methods Cross Validatio Bootstrap Bias ad variace estimatio with the Bootstrap Three-way data partitioi Itroductio to Patter Aalysis Ricardo Gutierrez-Osua Texas A&M

More information

Your organization has a Class B IP address of 166.144.0.0 Before you implement subnetting, the Network ID and Host ID are divided as follows:

Your organization has a Class B IP address of 166.144.0.0 Before you implement subnetting, the Network ID and Host ID are divided as follows: Subettig Subettig is used to subdivide a sigle class of etwork i to multiple smaller etworks. Example: Your orgaizatio has a Class B IP address of 166.144.0.0 Before you implemet subettig, the Network

More information

Confidence Intervals

Confidence Intervals Cofidece Itervals Cofidece Itervals are a extesio of the cocept of Margi of Error which we met earlier i this course. Remember we saw: The sample proportio will differ from the populatio proportio by more

More information

Terminology for Bonds and Loans

Terminology for Bonds and Loans ³ ² ± Termiology for Bods ad Loas Pricipal give to borrower whe loa is made Simple loa: pricipal plus iterest repaid at oe date Fixed-paymet loa: series of (ofte equal) repaymets Bod is issued at some

More information

THE REGRESSION MODEL IN MATRIX FORM. For simple linear regression, meaning one predictor, the model is. for i = 1, 2, 3,, n

THE REGRESSION MODEL IN MATRIX FORM. For simple linear regression, meaning one predictor, the model is. for i = 1, 2, 3,, n We will cosider the liear regressio model i matrix form. For simple liear regressio, meaig oe predictor, the model is i = + x i + ε i for i =,,,, This model icludes the assumptio that the ε i s are a sample

More information

Repeating Decimals are decimal numbers that have number(s) after the decimal point that repeat in a pattern.

Repeating Decimals are decimal numbers that have number(s) after the decimal point that repeat in a pattern. 5.5 Fractios ad Decimals Steps for Chagig a Fractio to a Decimal. Simplify the fractio, if possible. 2. Divide the umerator by the deomiator. d d Repeatig Decimals Repeatig Decimals are decimal umbers

More information

Installment Joint Life Insurance Actuarial Models with the Stochastic Interest Rate

Installment Joint Life Insurance Actuarial Models with the Stochastic Interest Rate Iteratioal Coferece o Maagemet Sciece ad Maagemet Iovatio (MSMI 4) Istallmet Joit Life Isurace ctuarial Models with the Stochastic Iterest Rate Nia-Nia JI a,*, Yue LI, Dog-Hui WNG College of Sciece, Harbi

More information

Example 2 Find the square root of 0. The only square root of 0 is 0 (since 0 is not positive or negative, so those choices don t exist here).

Example 2 Find the square root of 0. The only square root of 0 is 0 (since 0 is not positive or negative, so those choices don t exist here). BEGINNING ALGEBRA Roots ad Radicals (revised summer, 00 Olso) Packet to Supplemet the Curret Textbook - Part Review of Square Roots & Irratioals (This portio ca be ay time before Part ad should mostly

More information

Center, Spread, and Shape in Inference: Claims, Caveats, and Insights

Center, Spread, and Shape in Inference: Claims, Caveats, and Insights Ceter, Spread, ad Shape i Iferece: Claims, Caveats, ad Isights Dr. Nacy Pfeig (Uiversity of Pittsburgh) AMATYC November 2008 Prelimiary Activities 1. I would like to produce a iterval estimate for the

More information

Chapter 5 Unit 1. IET 350 Engineering Economics. Learning Objectives Chapter 5. Learning Objectives Unit 1. Annual Amount and Gradient Functions

Chapter 5 Unit 1. IET 350 Engineering Economics. Learning Objectives Chapter 5. Learning Objectives Unit 1. Annual Amount and Gradient Functions Chapter 5 Uit Aual Amout ad Gradiet Fuctios IET 350 Egieerig Ecoomics Learig Objectives Chapter 5 Upo completio of this chapter you should uderstad: Calculatig future values from aual amouts. Calculatig

More information

Project Deliverables. CS 361, Lecture 28. Outline. Project Deliverables. Administrative. Project Comments

Project Deliverables. CS 361, Lecture 28. Outline. Project Deliverables. Administrative. Project Comments Project Deliverables CS 361, Lecture 28 Jared Saia Uiversity of New Mexico Each Group should tur i oe group project cosistig of: About 6-12 pages of text (ca be loger with appedix) 6-12 figures (please

More information

Chapter 7 - Sampling Distributions. 1 Introduction. What is statistics? It consist of three major areas:

Chapter 7 - Sampling Distributions. 1 Introduction. What is statistics? It consist of three major areas: Chapter 7 - Samplig Distributios 1 Itroductio What is statistics? It cosist of three major areas: Data Collectio: samplig plas ad experimetal desigs Descriptive Statistics: umerical ad graphical summaries

More information

7.1 Finding Rational Solutions of Polynomial Equations

7.1 Finding Rational Solutions of Polynomial Equations 4 Locker LESSON 7. Fidig Ratioal Solutios of Polyomial Equatios Name Class Date 7. Fidig Ratioal Solutios of Polyomial Equatios Essetial Questio: How do you fid the ratioal roots of a polyomial equatio?

More information

The analysis of the Cournot oligopoly model considering the subjective motive in the strategy selection

The analysis of the Cournot oligopoly model considering the subjective motive in the strategy selection The aalysis of the Courot oligopoly model cosiderig the subjective motive i the strategy selectio Shigehito Furuyama Teruhisa Nakai Departmet of Systems Maagemet Egieerig Faculty of Egieerig Kasai Uiversity

More information

S. Tanny MAT 344 Spring 1999. be the minimum number of moves required.

S. Tanny MAT 344 Spring 1999. be the minimum number of moves required. S. Tay MAT 344 Sprig 999 Recurrece Relatios Tower of Haoi Let T be the miimum umber of moves required. T 0 = 0, T = 7 Iitial Coditios * T = T + $ T is a sequece (f. o itegers). Solve for T? * is a recurrece,

More information

Measuring Magneto Energy Output and Inductance Revision 1

Measuring Magneto Energy Output and Inductance Revision 1 Measurig Mageto Eergy Output ad Iductace evisio Itroductio A mageto is fudametally a iductor that is mechaically charged with a iitial curret value. That iitial curret is produced by movemet of the rotor

More information

Exploratory Data Analysis

Exploratory Data Analysis 1 Exploratory Data Aalysis Exploratory data aalysis is ofte the rst step i a statistical aalysis, for it helps uderstadig the mai features of the particular sample that a aalyst is usig. Itelliget descriptios

More information