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德军坦克

German Tanks

专题
Statistics / 统计
难度
L5

题目详情

假设德军坦克被赋予不同的序列号 1,2,,N1,2,\dots,N。你观察到 6 辆坦克,其序列号分别为 38,17,59,42,97,12038,17,59,42,97,120。在频率学派方法下,对 NN 的最佳猜测是多少?

Suppose that German tanks are assigned distinct serial numbers 1,2,,N1,2,\dots, N. You observe 66 tanks with serial numbers 38,17,59,42,97,38,17, 59, 42, 97, and 120120. Under a frequentist approach, what is the best guess for NN?

解析

我们需要找到一个 NN,使得从 {1,2,,N}\{1,2,\dots,N\} 中无放回地均匀抽取 6 个不同编号时,其最大值 X(6)X_{(6)} 的期望为 120120

直观地说,如果 120120 是第 6 个顺序统计量,那么平均而言,前面还有另外 5 辆坦克,它们会把区间 {1,2,,120}\{1,2,\dots,120\} 分成 6 段长度大致相等的部分。这意味着除去这 6 个顺序统计量本身(因为这里是离散取值),还剩下 114114 个其他序列号。

这些坦克之间的间隔在期望上应当相等,因此平均间隔为 1146=19\frac{114}{6} = 19。于是,既然 120120 是第 6 个顺序统计量,而每个顺序统计量的平均间隔为 1919,那么最大坦克编号应为 120+19=139.120 + 19 = 139.


Original Explanation

We need to find NN such that the expected value of the X(6)X_{(6)}, the maximum among 66 distinct uniform random draws from {1,2,,N}\{1,2,\dots,N\} is 120120.

Intuitively, if 120120 is the 66th order statistic, then in expectation, there are 5 other tanks before it that should partition {1,2,,120}\{1,2,\dots,120\} into 6 equal length parts. This means that besides all of tanks that are the order statistics themselves (since we have discrete values), there are 114114 other serial numbers.

The spacings between these tanks should be equal in expectation, so the average distance between them should be 1146=19\frac{114}{6} = 19. Therefore, as 120120 is the 66th order statistic and we know each order statistic on average has a spacing of 1919, the maximum tank number should just be 120+19=139120 + 19 = 139.