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Repeated observation of a uniform motion: prediction map, adopted IID sampling hypotheses and the resulting sample-mean bound on declared data

Physical scope

A worked conditional computation on a declared one-label force model with zero force: the motion with constant coordinate velocity is checked to be a motion, the protocol reads one position coordinate at one time, and under the adopted IID and second-moment hypotheses of the sampling model the sample mean of repeated readings satisfies the displayed variance identity and probability bound. All numerical values are declared model data and hypothetical illustration; no physical motion, apparatus reading, measured velocity or uncertainty is asserted.

Example

The declared model. In the force branch Adopted force model: force maps, the equation of motion, additive composition of force contributions and frame covariance take N=1 label of mass m>0, time window I0=R, configuration domain Q=R3 and the zero force map F(t,x,v):=0. It is continuous and state-Lipschitz with constant 0, so it satisfies the standing hypotheses of the branch. With e1 the first standard basis vector, let Θ=Z=R, with both labels read in velocity units ℓτ−1 (Dimensions and SI unit conventions of the non-relativistic classical mechanics framework). Use the constant family Fθ=0 for every θ∈Θ and the preparation map ζ:Z→R×R3×R3, ζ(z):=(0,0,ze1) at time t0=0. Then xθ,z(t)=(zt,0,0) is the global motion for every pair. Fix an observation time t1>0 and the position readout R(θ,z,(x,w)):=x⋅e1, so the full prediction map is Φ(θ,z)=zt1. For v∈R choose the diagonal pair (θ,z)=(v,v) and abbreviate xv:=xv,v and Φ(v):=Φ(v,v)=xv(t1)⋅e1. This explicit choice permits a one-label formula without identifying the parameter argument with the preparation argument of Operational observable model of the force branch: parameters, preparations, observation times, readout, units and additive error. The readout has dimension ℓ and is read in metres; the force family does not depend on its parameter label.

The motion. The curve xv(t):=(vt,0,0), t∈R, is a motion of the declared model with datum ζ(v): its coordinate velocity is wv(t)=(v,0,0) (Coordinate velocity and acceleration of a worldline in an inertial frame, and the spatial velocity and acceleration vectors), its coordinate acceleration vanishes, and mx¨v=0=F identically (The associated first-order system, motions, maximal motions and the Newtonian flow of a force model). Hence the prediction map is Φ(v)=v t1, of dimension ℓ with [t1]=τ.

The repeated protocol. Fix n≥1 and adopt the IID sampling hypothesis and the second-moment hypothesis of Repeated-observation protocols of the force branch: adopted IID and second-moment sampling hypotheses and the sample mean for the errors ε1,…,εn of n repetitions of the protocol at the fixed pair (θ,z)=(v,v), on a common probability space. Suppose additionally that E[ε1]=0 and Var⁡(ε1)=σ2∈[0,+∞); these two statements are extra model hypotheses, not part of either definition. Then the observations are Yk=vt1+εk and μ:=E[Y1]=v t1,σ2=Var⁡(Y1),Y‾=1n∑k=1nYk. Consequently, by Finite IID sample-mean variance and Chebyshev bound, E∣Y‾−vt1∣2=σ2n,P(∣Y‾−vt1∣≥a)≤σ2n a2(a>0).

A declared illustration. With the declared model data v:=2 m s−1, t1:=3 s, σ2:=4 m2 and n:=16, the nominal prediction is vt1=6 m and the bound reads P(∣Y‾−6 m∣≥1 m)≤416⋅1=14. These numbers are hypothetical illustration of the formula; they are not measured values, and no apparatus is asserted to realize the protocol.

Facts & Assumptions

Given: The one-label model with zero force map of the statement, the preparation map ζ(z)=(0,0,ze1) and fixed pair (v,v), the observation time t1>0, the position readout Φ(v)=xv(t1)⋅e1, and the adopted IID, second-moment, zero-mean and variance hypotheses on the errors of n repetitions.

[L1]

The curve xv(t)=(vt,0,0) is of class C∞; coordinate velocities and accelerations are obtained componentwise, and a motion of the model is a C2 curve satisfying mx¨=F on the time window (Coordinate velocity and acceleration of a worldline in an inertial frame, and the spatial velocity and acceleration vectors, The associated first-order system, motions, maximal motions and the Newtonian flow of a force model); the zero force map satisfies the standing hypotheses of Adopted force model: force maps, the equation of motion, additive composition of force contributions and frame covariance because it is continuous and state-Lipschitz with constant 0.

[L2]

Under the IID and second-moment hypotheses, the sampling model Repeated-observation protocols of the force branch: adopted IID and second-moment sampling hypotheses and the sample mean has common mean μ=E[Y1] and variance σ2=Var⁡(Y1) defined by Moments, variance, and covariance on a probability space, and the mathematical consequences for the sample mean are those of Finite IID sample-mean variance and Chebyshev bound: E∣Y‾−μ∣2=σ2/n and P(∣Y‾−μ∣≥a)≤σ2/(na2) for a>0.

[L3]

Variance and covariance identities: for square-integrable real random variables, Var⁡(X)=E[X2]−E[X]2 and covariance is symmetric and bilinear on finite linear combinations; consequently adding a constant to a random variable leaves its variance unchanged (Variance and covariance identities for random variables, Moments, variance, and covariance on a probability space).

Verification

technique · direct substitution to exhibit the motion, evaluation of the readout, and application of the cited sampling corollary to the declared data
1.1givenL1

For every t∈R one has xv(t)=(vt,0,0), wv(t)=xv′(t)=(v,0,0) and x¨v(t)=(0,0,0), so the equation mx¨v(t)=F(t,xv(t),wv(t))=0 holds identically by [L1], and xv(0)=(0,0,0) with wv(0)=(v,0,0) matching the datum ζ(v); hence xv is a motion with datum ζ(v).

1.2givenL1algebra

Evaluating the readout at the state of that motion at t1 gives Φ(v)=xv(t1)⋅e1=v t1, linear in v, with [Φ(v)]=ℓ because [v]=ℓτ−1 and [t1]=τ (Dimensions and SI unit conventions of the non-relativistic classical mechanics framework); by Operational observable model of the force branch: parameters, preparations, observation times, readout, units and additive error the observation of a single run at parameter v is Y=Φ(v)+ε, and the repeated protocol of Repeated-observation protocols of the force branch: adopted IID and second-moment sampling hypotheses and the sample mean has Yk=Φ(v)+εk.

1.3givenL2L3algebra

The hypotheses E[ε1]=0 and Var⁡(ε1)=σ2 transfer to Yk=vt1+εk by linearity of expectation and the translation invariance of variance from [L3], so μ=vt1 and E∣Y1∣2=μ2+σ2<+∞; the family (Yk)k≤n is IID with common mean μ and variance σ2, and [L2] gives the two displayed conclusions for Y‾.

2.1step 1.3algebra

Substituting the declared model data into the identity and the bound of step 1.3 gives E∣Y‾−6 m∣2=416 m2=14 m2 and P(∣Y‾−6 m∣≥1 m)≤14, computations on declared data.

3.1step 1.3step 2.1given∎

The computed quantities are model quantities of the declared force model and the adopted sampling hypotheses; the example asserts no motion of a physical body, no apparatus reading and no measured uncertainty, and a use of the displayed bound in inference carries the IID and second-moment hypotheses, the zero-mean and variance hypotheses of the errors, and the declared units.

Depends on

Dependency tree · 2 levels

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