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StatPrak 3 Osnove Vjerojatnosti Vjezbe
StatPrak 3 Osnove Vjerojatnosti Vjezbe
## NEPREKIDNE DISTRIBUCIJE
#Uniformna d i s t r i b u c i j a
c u r v e ( d u n i f ( x ) , −1, 2 , c o l= ’ r e d ’ , lwd =3, main= ’ Uniformna d i s t r i b u c i j a na
[ 0 , 1 ] ( gustoća ) ’ )
c u r v e ( p u n i f ( x ) , −1, 2 , c o l= ’ r e d ’ , lwd =3, main= ’ Uniformna d i s t r i b u c i j a na
[0 ,1] ( funkcija distribucije ) ’ )
c u r v e ( q u n i f ( x ) , 0 , 1 , c o l= ’ r e d ’ , lwd =3, main= ’ Uniformna d i s t r i b u c i j a na
[0 ,1] ( fukcija kvantila ) ’ )
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Praktični dio materijala
#E k s p o n e n c i j a l n a d i s t r i b u c i j a
c u r v e ( dexp ( x , 0 . 5 ) , 0 , 1 0 , ylim = c ( 0 , 1 ) , c o l = ’ r e d ’ , lwd = 3 )
c u r v e ( dexp ( x , 1 ) , add = TRUE, c o l = ’ g r e e n ’ , lwd = 3 )
c u r v e ( dexp ( x , 2 ) , add = TRUE, c o l = ’ b l u e ’ , lwd = 3 )
c u r v e ( dexp ( x , 3 ) , add = TRUE, c o l = ’ o r a n g e ’ , lwd = 3 )
a b l i n e ( v = 0 , l t y = 3)
a b l i n e (h = 0 , l t y = 3)
l e g e n d ( " t o p r i g h t " , c ( e x p r e s s i o n ( lambda ==0.5) , e x p r e s s i o n ( lambda==1) ,
e x p r e s s i o n ( lambda==2) , e x p r e s s i o n ( lambda==3)) , lwd = 3 , l t y = 1 , c o l = c
( ’ red ’ , ’ green ’ , ’ blue ’ , ’ orange ’ ) )
t i t l e ( main = e x p r e s s i o n ( p a s t e ( " E k s p o n e n c i j a l n a d i s t r i b u c i j a − " , E( lambda ) )
))
#Normalna d i s t r i b u c i j a
c u r v e ( dnorm ( x , 0 , s q r t ( 0 . 5 ) ) , −4, 4 , ylim = c ( 0 , 0 . 6 ) , c o l = ’ r e d ’ , lwd =
3)
c u r v e ( dnorm ( x , 0 , 1 ) , add = TRUE, c o l = ’ g r e e n ’ , lwd = 3 )
c u r v e ( dnorm ( x , 0 , s q r t ( 1 . 5 ) ) , add = TRUE, c o l = ’ b l u e ’ , lwd = 3 )
c u r v e ( dnorm ( x , 0 , s q r t ( 2 ) ) , add = TRUE, c o l = ’ o r a n g e ’ , lwd = 3 )
a b l i n e (h = 0 , l t y = 3)
l e g e n d ( " t o p r i g h t " , c ( e x p r e s s i o n ( sigma ^2==0.5) , e x p r e s s i o n ( sigma^2==1) ,
e x p r e s s i o n ( sigma ^2==1.5) , e x p r e s s i o n ( sigma^2==2) ) , lwd = 3 , l t y = 1 , c o l
= c ( ’ red ’ , ’ green ’ , ’ blue ’ , ’ orange ’ ) )
t i t l e ( main = e x p r e s s i o n ( p a s t e ( " Normalna d i s t r i b u c i j a − " , N( 0 , sigma ^2) ) ) )
#Chi k v a d r a t d i s t r i b u c i j a
c u r v e ( d c h i s q ( x , 1 ) , 0 , 1 0 , ylim = c ( 0 , . 6 ) , c o l = ’ r e d ’ , lwd = 3 )
c u r v e ( d c h i s q ( x , 2 ) , add = T, c o l = ’ g r e e n ’ , lwd = 3 )
c u r v e ( d c h i s q ( x , 3 ) , add = T, c o l = ’ b l u e ’ , lwd = 3 )
c u r v e ( d c h i s q ( x , 5 ) , add = T, c o l = ’ o r a n g e ’ , lwd = 3 )
a b l i n e (h = 0 , l t y = 3)
a b l i n e ( v = 0 , l t y = 3)
l e g e n d ( " t o p r i g h t " , c ( ’ d f=1 ’ , ’ d f=2 ’ , ’ d f=3 ’ , ’ d f=5 ’ ) , lwd = 3 , l t y = 1 , c o l
=c ( ’ r e d ’ , ’ g r e e n ’ , ’ b l u e ’ , ’ o r a n g e ’ ) )
t i t l e ( main = e x p r e s s i o n ( p a s t e ( Chi ^2 , " d i s t r i b u c i j a s d f s t u p n j e v a s l o b o d e "
)))
#Studentova t−d i s t r i b u c i j a
c u r v e ( dt ( x , 1 ) , −3, 3 , ylim = c ( 0 , . 4 ) , c o l = ’ r e d ’ , lwd = 2 )
c u r v e ( dt ( x , 2 ) , add = T, c o l = ’ b l u e ’ , lwd = 2 )
c u r v e ( dt ( x , 5 ) , add = T, c o l = ’ g r e e n ’ , lwd = 2 )
c u r v e ( dt ( x , 1 0 ) , add = T, c o l = ’ o r a n g e ’ , lwd = 2 )
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Praktični dio materijala
#F i s h e r o v a F−d i s t r i b u c i j a
c u r v e ( d f ( x , 1 , 1 ) , 0 , 5 , ylim = c ( 0 , 2 ) , c o l = ’ r e d ’ , lwd = 2 )
c u r v e ( d f ( x , 2 , 5 ) , add = T, c o l = ’ b l u e ’ , lwd = 2 )
c u r v e ( d f ( x , 1 0 , 5 ) , add = T, c o l = ’ g r e e n ’ , lwd = 2 )
c u r v e ( d f ( x , 5 0 , 1 5 0 ) , add = T, c o l = ’ o r a n g e ’ , lwd = 2 )
t i t l e ( main = " F i s h e r o v a F d i s t r i b u c i j e s d f 1 i d f 2 s t u p n j e v a s l o b o d e " )
l e g e n d ( " t o p r i g h t " , c ( ’ d f 1 =1, d f 2=1 ’ , ’ d f 1 =2, d f 2=5 ’ , ’ d f 1 =10 , d f 2=5 ’ , ’ d f 1
=50 , d f 2 =150 ’ ) , lwd = c ( 2 , 2 , 2 , 2 ) , l t y = c ( 1 , 1 , 1 , 1 ) , c o l = c ( ’ r e d ’ ,
’ green ’ , ’ blue ’ , ’ orange ’ ) )
## DISKRETNE DISTRIBUCIJE
#Binomna
x <− 0 : 1 0
f d <− c ( 0 , pbinom ( x , 1 0 , 0 . 5 ) )
f d . p l o t <− s t e p f u n ( x , fd , f = 0 )
par ( mfrow = c ( 1 , 2 ) )
p l o t . s t e p f u n ( f d . p l o t , x l a b = " x " , y l a b = "F( x ) " , main = " F u n k c i j a
d i s t r i b u c i j e binomne − B( 1 0 , 0 . 5 ) " , v e r t i c a l s = FALSE, pch = 1 6 )
p l o t ( x , dbinom ( x , 1 0 , 0 . 5 ) , type = " h " , main = " v j e r o j a t n o s t i " )
#P o i s s o n o v a
x <− 0 : 1 5
f d <− c ( 0 , p p o i s ( x , 5 ) )
f d . p l o t <− s t e p f u n ( x , fd , f = 0 )
par ( mfrow = c ( 1 , 2 ) )
p l o t . s t e p f u n ( f d . p l o t , x l a b = " x " , y l a b = "F( x ) " , main = " F u n k c i j a
d i s t r i b u c i j e P o i s s o n o v e − P( 5 ) " , v e r t i c a l s = FALSE, pch = 1 6 )
p l o t ( x , d p o i s ( x , 5 ) , type = " h " , pch = 1 6 , main = " v j e r o j a t n o s t i " )
#G e o m e t r i j s k a
x <− 0 : 2 0
f d <− c ( 0 , pgeom ( x , 0 . 1 ) )
f d . p l o t <− s t e p f u n ( x , fd , f = 0 )
par ( mfrow = c ( 1 , 2 ) )
p l o t . s t e p f u n ( f d . p l o t , x l a b = " x " , y l a b = "F( x ) " , main = " F u n k c i j a
d i s t r i b u c i j e g e o m e t r i j s k e − p=0.1 " , v e r t i c a l s=FALSE, pch = 1 6 )
p l o t ( x , dgeom ( x , 0 . 1 ) , type = " h " , pch = 1 6 , main = " v j e r o j a t n o s t i " )
#D i s k r e t n a uniformna
x <− 1 : 1 0
v j <− r e p ( 1 / 1 0 , 1 0 )
f d <− c ( 0 , cumsum ( v j ) )
f d . p l o t <− s t e p f u n ( x , fd , f = 0 )
par ( mfrow=c ( 1 , 2 ) )
p l o t . s t e p f u n ( f d . p l o t , x l a b = " x " , y l a b = "F( x ) " , main = " F u n k c i j a
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Praktični dio materijala
2 Simulacije
Pseudoslučajan broj iz intervala [0, 1] može se generirati funkcijom runif(). Neka je X
neprekidna slučajna varijabla s funkcijom distribucije F koja strogo raste od 0 do 1 na
nekom intervalu I tako da je inverz F −1 dobro definiran na (0, 1). Definirajmo slučajnu
varijablu U = F (X) te neka je FU njena funkcija distribucije. Tada je za u ∈ (0, 1)
pa U ima uniformnu distribuciju na (0, 1), U ∼ U(0, 1). S druge strane ako je U ∼ U(0, 1),
onda za x ∈ R
P (F −1 (U ) ≤ x) = P (U ≤ F (x)) = F (x).
Stoga slučajna varijabla F −1 (U ) ima funkciju distribucije F . Ova činjenica može se isko-
ristiti za generiranje uzoraka iz proizvoljne neprekidne distribucije. Metoda je poznata
pod nazivom metoda inverzne transformacije. Za neke distribucije ugrađene R funkcije
koriste i druge metode.
#G e n e r i r a n j e uzoraka
u n i f <− r u n i f ( 1 0 0 0 )
uzorak <− qnorm ( u n i f , 0 , 1 )
#Za u z o r k e i z p r o i z v o l j n e d i s k r e t n e d i s t r i b u c i j e možemo n a p r a v i t i s l j e d e ć e :
x <− sample ( x = c ( 1 , 2 , 3 , 4 ) , 1 0 , r e p l a c e = TRUE, prob = c ( 0 . 1 , 0 . 2 , 0 . 5 ,
0.2) )
x
#r e p l a c e označava da s e r a d i o u z o r k o v a n j u s vraćanjem (FALSE j e d e f a u l t )
#npr . o d a b r a t i 10 b r o j e v a od 1 do 100 bez v r a ć a n j a :
sample ( 1 : 1 0 0 , 1 0 )
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Praktični dio materijala
for ( i in n) {
x <− matrix ( r ( i ∗N) , n c o l = i )
x <− ( apply ( x , 1 , mean ) − m) / ( sigma / s q r t ( i ) ) #apply
p r i m j e n j u j e mean na x , a 1 z n a č i po r e t c i m a
h i s t ( x , c o l = ’ l i g h t b l u e ’ , p r o b a b i l i t y = T, main = p a s t e ( " n =" , i ) ,
ylim = c ( 0 , max ( . 4 , d e n s i t y ( x ) $y ) ) )
l i n e s ( d e n s i t y ( x ) , c o l = ’ r e d ’ , lwd = 3 )
c u r v e ( dnorm ( x ) , c o l = ’ b l u e ’ , lwd = 3 , l t y = 3 , add = T)
i f ( N > 100 ) { #rug d a j e male
c r t i c e i s p o d h i s t o g r a m a k o j e pokazuju g d j e su p o d a c i
rug ( sample ( x , 1 0 0 ) )
}
else {
rug ( x )
}
}
}
#P r i m j e r i za r a z n e d i s t r i b u c i j e
#Kako n r a s t e ( 1 , 3 , 1 0 , 3 0 ) − v e l i č i n a uzorka , t o j e a p r o k s i m a c i j a b o l j a
par ( mfrow = c ( 2 , 2 ) )
CGT( r u n i f , 1 / 2 , s q r t ( 1 / 1 2 ) ) #U[ 0 , 1 ] ima o č e k i v a n j e 1 / 2 i v a r i j a n c u 1 /
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par ( mfrow = c ( 2 , 2 ) )
CGT( rexp , 1 , 1 ) #E( 1 ) ima o č e k i v a n j e 1 i v a r i j a n c u 1
#V r i j e d i i za d i s k r e t n e , a l i t r e b a p r i l a g o d i t i f u n k c i j u j e r one nemaju
default vrijednosti
#B( 2 0 , 0 . 5 ) , o č e k i v a n j e 1 0 , v a r i j a n c a 5
CGT <− f u n c t i o n ( r , m, sigma , n = c ( 1 , 3 , 1 0 , 3 0 ) , N = 1 0 0 0 ) {
for ( i in n) {
x <− matrix ( r ( i ∗N, 2 0 , 0 . 5 ) , n c o l = i )
x <− ( apply ( x , 1 , mean ) − m ) / ( sigma / s q r t ( i ) )
h i s t ( x , c o l = ’ l i g h t b l u e ’ , p r o b a b i l i t y = T, main = p a s t e ( " n =" , i ) ,
ylim = c ( 0 , max ( . 4 , d e n s i t y ( x ) $y ) ) )
l i n e s ( d e n s i t y ( x ) , c o l = ’ r e d ’ , lwd = 3 )
c u r v e ( dnorm ( x ) , c o l = ’ b l u e ’ , lwd = 3 , l t y = 3 , add = T)
i f ( N>100 ) {
rug ( sample ( x , 1 0 0 ) )
}
else {
rug ( x )
}
}
}
par ( mfrow = c ( 2 , 2 ) )
CGT( rbinom , 1 0 , s q r t ( 5 ) )
#P( 3 ) , o č e k i v a n j e 3 , v a r i j a n c a 3
CGT <− f u n c t i o n ( r , m, sigma , n = c ( 1 , 3 , 1 0 , 3 0 ) , N = 1 0 0 0 ) {
5
Praktični dio materijala
for ( i in n) {
x <− matrix ( r ( i ∗N, 3 ) , n c o l=i )
x <− ( apply ( x , 1 , mean ) − m ) / ( sigma / s q r t ( i ) )
h i s t ( x , c o l = ’ l i g h t b l u e ’ , p r o b a b i l i t y = T, main = p a s t e ( " n =" , i ) ,
ylim = c ( 0 , max ( . 4 , d e n s i t y ( x ) $y ) ) )
l i n e s ( d e n s i t y ( x ) , c o l = ’ r e d ’ , lwd = 3 )
c u r v e ( dnorm ( x ) , c o l = ’ b l u e ’ , lwd = 3 , l t y = 3 , add = T)
i f ( N>100 ) {
rug ( sample ( x , 1 0 0 ) )
}
else {
rug ( x )
}
}
}
par ( mfrow = c ( 2 , 2 ) )
CGT( r p o i s , 3 , s q r t ( 3 ) )
a n i . o p t i o n s ( nmax = 1 0 0 , i n t e r v a l = 0 . 2 )
c l t . a n i (FUN = r u n i f , mean = 0 . 5 , sd = s q r t ( 1 / 1 2 ) )
a n i . o p t i o n s ( nmax = 1 0 0 , i n t e r v a l = 0 . 1 5 )
c l t . a n i (FUN = rexp , mean = 1 , sd = 1 )
#Zakon v e l i k i h b r o j e v a :
ani . options ( i n t e r v a l = 0.3)
l l n . a n i (FUN = f u n c t i o n ( n , mu) r c h i s q ( n , d f = mu) , mu = 5 , cex = 0 . 6 )
dev . o f f ( )
#Buffonov pokus
a n i . o p t i o n s ( nmax = 1 0 0 0 0 , i n t e r v a l = 0 . 0 0 1 3 )
par ( mar = c ( 3 , 2 . 5 , 0 . 5 , 0 . 2 ) , pch = 2 0 , mgp = c ( 1 . 5 , 0 . 5 , 0 ) )
b u f f o n . n e e d l e ( mat = matrix ( c ( 1 , 2 , 1 , 3 ) , 2 ) )
6
Praktični dio materijala