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Text File | 1993-11-03 | 10.2 KB | 361 lines | [TEXT/MSWD] |
- #
- # $Id: prob2.demo 3.38.2.6 1992/11/14 02:25:21 woo Exp $
- #
- # Demo Statistical Approximations version 1.1
- #
- # Permission granted to distribute freely for non-commercial purposes only
- #
- # Copyright (c) 1991, Jos van der Woude, jvdwoude@hut.nl
-
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- pause 0 " Statistical Approximations, version 1.1"
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- pause 0 " Copyright (c) 1991, 1992, Jos van de Woude, jvdwoude@hut.nl"
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- pause 0 ""
- pause 0 " Permission granted to distribute freely for non-commercial purposes only"
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- pause 0 " NOTE: contains 10 plots and consequently takes some time to run"
- pause 0 " Press Ctrl-C to exit right now"
- pause 0 ""
- pause -1 " Press Return to start demo ..."
- save set "defaults.ini"
-
- load "stat.inc"
-
- # Binomial PDF using normal approximation
- n = 25; p = 0.15
- mu = n * p
- sigma = sqrt(n * p * (1.0 - p))
- xmin = floor(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = ceil(mu + 4.0 * sigma)
- ymax = 1.1 * binom(mu) #mode of binomial PDF used
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k, x ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, ceil(sigma), xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "binomial PDF using normal approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, normal(mu) nohead
- set arrow from mu + 0.5, normal(mu + sigma) \
- to mu + 0.5 + sigma, normal(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, normal(mu + sigma)
- plot binom(x), normal(x - 0.5)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Binomial PDF using poisson approximation
- n = 50; p = 0.1
- mu = n * p
- sigma = sqrt(mu)
- xmin = floor(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = ceil(mu + 4.0 * sigma)
- ymax = 1.1 * binom(mu) #mode of binomial PDF used
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, ceil(sigma), xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "binomial PDF using poisson approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, normal(mu) nohead
- set arrow from mu + 0.5, normal(mu + sigma) \
- to mu + 0.5 + sigma, normal(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, normal(mu + sigma)
- plot binom(x), poisson(x)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Geometric PDF using gamma approximation
- p = 0.3
- mu = (1.0 - p) / p
- sigma = sqrt(mu / p)
- lambda = p
- rho = 1.0 - p
- xmin = floor(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = ceil(mu + 4.0 * sigma)
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- ymax = 1.1 * p
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k, x ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, ceil((xmax - xmin)/ 10.0), xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "geometric PDF using gamma approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, g(mu) nohead
- set arrow from mu + 0.5, g(mu + sigma) \
- to mu + 0.5 + sigma, g(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, g(mu + sigma)
- plot geometric(x), g(x - 0.5)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Geometric PDF using normal approximation
- p = 0.3
- mu = (1.0 - p) / p
- sigma = sqrt(mu / p)
- xmin = floor(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = ceil(mu + 4.0 * sigma)
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- ymax = 1.1 * p
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k, x ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, ceil((xmax - xmin)/ 10.0), xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "geometric PDF using normal approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, normal(mu) nohead
- set arrow from mu + 0.5, normal(mu + sigma) \
- to mu + 0.5 + sigma, normal(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, normal(mu + sigma)
- plot geometric(x), normal(x - 0.5)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Hypergeometric PDF using binomial approximation
- nn = 75; mm = 25; n = 10
- p = real(mm) / nn
- mu = n * p
- sigma = sqrt(real(nn - n) / (nn - 1.0) * n * p * (1.0 - p))
- xmin = floor(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = ceil(mu + 4.0 * sigma)
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- ymax = 1.1 * hypgeo(mu) #mode of binom PDF used
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k ->"
- set ylabel "probability density ->"
- set xtics xmin, xinc, xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "hypergeometric PDF using binomial approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, binom(mu) nohead
- set arrow from mu + 0.5, binom(mu + sigma) \
- to mu + 0.5 + sigma, binom(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, binom(mu + sigma)
- plot hypgeo(x), binom(x)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Hypergeometric PDF using normal approximation
- nn = 75; mm = 25; n = 10
- p = real(mm) / nn
- mu = n * p
- sigma = sqrt(real(nn - n) / (nn - 1.0) * n * p * (1.0 - p))
- xmin = floor(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = ceil(mu + 4.0 * sigma)
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- ymax = 1.1 * hypgeo(mu) #mode of binom PDF used
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k, x ->"
- set ylabel "probability density ->"
- set xtics xmin, xinc, xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "hypergeometric PDF using normal approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, normal(mu) nohead
- set arrow from mu + 0.5, normal(mu + sigma) \
- to mu + 0.5 + sigma, normal(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, normal(mu + sigma)
- plot hypgeo(x), normal(x - 0.5)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Negative binomial PDF using gamma approximation
- r = 8; p = 0.6
- mu = r * (1.0 - p) / p
- sigma = sqrt(mu / p)
- lambda = p
- rho = r * (1.0 - p)
- xmin = int(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = int(mu + 4.0 * sigma)
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- ymax = 1.1 * g((rho - 1) / lambda) #mode of gamma PDF used
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k, x ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, ceil((xmax - xmin)/ 10.0), xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "negative binomial PDF using gamma approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, g(mu) nohead
- set arrow from mu + 0.5, g(mu + sigma) \
- to mu + 0.5 + sigma, g(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, g(mu + sigma)
- plot negbin(x), g(x - 0.5)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Negative binomial PDF using normal approximation
- r = 8; p = 0.4
- mu = r * (1.0 - p) / p
- sigma = sqrt(mu / p)
- xmin = floor(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = ceil(mu + 4.0 * sigma)
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- ymax = 1.1 * negbin(mu - 1/p) #mode of gamma PDF used
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k, x ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, ceil((xmax - xmin)/ 10.0), xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "negative binomial PDF using normal approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, normal(mu) nohead
- set arrow from mu + 0.5, normal(mu + sigma) \
- to mu + 0.5 + sigma, normal(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, normal(mu + sigma)
- plot negbin(x), normal(x - 0.5)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Normal PDF using logistic approximation
- mu = 1.0; sigma = 1.5
- a = mu
- lambda = pi / (sqrt(3.0) * sigma)
- xmin = mu - 4.0 * sigma
- xmax = mu + 4.0 * sigma
- ymax = 1.1 * logistic(mu) #mode of logistic PDF used
- set key
- set nozeroaxis
- set xrange [xmin: xmax]
- set yrange [0 : ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics xmin, (xmax - xmin)/ 10.0, xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%.1f"
- set format y "%.2f"
- set sample 200
- set title "normal PDF using logistic approximation"
- set arrow from mu,0 to mu, normal(mu) nohead
- set arrow from mu, normal(mu + sigma) \
- to mu + sigma, normal(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, normal(mu + sigma)
- plot logistic(x), normal(x)
- pause -1 "Hit return to continue"
- set noarrow
- set nolabel
-
- # Poisson PDF using normal approximation
- mu = 5.0
- sigma = sqrt(mu)
- xmin = floor(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = ceil(mu + 4.0 * sigma)
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- ymax = 1.1 * poisson(mu) #mode of poisson PDF used
- set key
- set nozeroaxis
- set xrange [xmin - 1 : xmax + 1]
- set yrange [0 : ymax]
- set xlabel "k, x ->"
- set ylabel "probability density ->"
- set xtics xmin, xinc, xmax
- set ytics 0, ymax / 10.0, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample 200
- set title "poisson PDF using normal approximation"
- set arrow from mu + 0.5, 0 to mu + 0.5, normal(mu) nohead
- set arrow from mu + 0.5, normal(mu + sigma) \
- to mu + 0.5 + sigma, normal(mu + sigma) nohead
- set label "mu" at mu + 1, ymax / 10
- set label "sigma" at mu + 1 + sigma, normal(mu + sigma)
- plot poisson(x), normal(x - 0.5)
- set noarrow
- set nolabel
-
- load "defaults.ini"
-