Saturday, September 12, 2009

Statistical Estimator - German Tank Problem

This was a little program I wrote to test the accuracy of statistical estimation in solving the German Tank Problem:

"Suppose one is an Allied intelligence analyst during World War II, and one has some serial numbers of captured German tanks. Further, assume that the tanks are numbered sequentially from 1 to N. How does one estimate the total number of tanks?"

The results were surprisingly accurate, giving a standard deviation of less than 10%, when the upper limit was calculated from 10 random numbers within the range.

The program was originally written for GCC, but when I tried running it on Mingw (Windows) the rand() function returned only a 16-bit result. So I went for the Boost random number library to get sufficiently large random numbers for the test.

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