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均匀点集间距 II

Spacious Uniform Values II

专题
Probability / 概率
难度
L6

题目详情

在区间 (0,1)(0,1) 上独立均匀抽取 101 个随机点。求任意两点之间距离的最小值的期望。

英文原题

You sample 101 uniformly random numbers in the interval (0,1)(0,1). Find the expected length of the shortest distance between any two selected points.

解析

设最小两点距离为 MM。对连续分布样本,M>tM>t 等价于“任意两点距离都 >t>t”。

nn 个点(这里 n=101n=101),有经典结果(与上一题同一推导):

P(M>t)=(1(n1)t)n,0t1n1.\mathbb{P}(M>t)=(1-(n-1)t)^n,\quad 0\le t\le \frac{1}{n-1}.

因此

E[M]=0P(M>t)dt=01/(n1)(1(n1)t)ndt.\mathbb{E}[M]=\int_0^{\infty}\mathbb{P}(M>t)\,dt =\int_0^{1/(n-1)}(1-(n-1)t)^n\,dt.

u=1(n1)tu=1-(n-1)t,则 dt=dun1dt=-\frac{du}{n-1},得到

E[M]=1n101undu=1(n1)(n+1)=1n21.\mathbb{E}[M]=\frac{1}{n-1}\int_0^1 u^n\,du=\frac{1}{(n-1)(n+1)}=\frac{1}{n^2-1}.

代入 n=101n=101

E[M]=110200.\boxed{\mathbb{E}[M]=\frac{1}{10200}}.

英文解析

Set the minimum distance between two points to MM. For a continuous distribution sample, M>tM>tis equivalent to “>t>t for any two-point distance.”

For nn points (here n=101n=101), there are classic results (same deduction as the previous question):

P(M>t)=(1(n1)t)n,0t1n1.\mathbb{P}(M>t)=(1-(n-1)t)^n,\quad 0\le t\le \frac{1}{n-1}.

Therefore,

E[M]=0P(M>t)dt=01/(n1)(1(n1)t)ndt.\mathbb{E}[M]=\int_0^{\infty}\mathbb{P}(M>t)\,dt =\int_0^{1/(n-1)}(1-(n-1)t)^n\,dt.

Orders u=1(n1)tu=1-(n-1)t, then dt=dun1dt=-\frac{du}{n-1}, get

E[M]=1n101undu=1(n1)(n+1)=1n21.\mathbb{E}[M]=\frac{1}{n-1}\int_0^1 u^n\,du=\frac{1}{(n-1)(n+1)}=\frac{1}{n^2-1}.

Substitute n=101n=101 to get

E[M]=110200.\boxed{\mathbb{E}[M]=\frac{1}{10200}}.