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- #
- # $Id: prob.dem,v 1.4 1996/12/09 15:58:09 drd Exp $
- #
- # Demo Statistical Functions version 2.3
- #
- # Permission granted to distribute freely for non-commercial purposes only
- #
- # Copyright (c) 1991, 1992 Jos van der Woude, jvdwoude@hut.nl
-
- print " Statistical Library Demo, version 2.3"
- print "\n Copyright (c) 1991, 1992, Jos van de Woude, jvdwoude@hut.nl"
- print "Permission granted to distribute freely for non-commercial purposes only"
- print "\n\n\n\n\n\n\n"
- print "NOTE: contains 54 plots and consequently takes a lot of time to run"
- print " Press Ctrl-C to exit right now"
- pause -1 " Press Return to start demo ..."
-
- load "stat.inc"
-
- # Arcsinus PDF and CDF
- r = 2.0
- mu = 0.0
- sigma = r / sqrt2
- xmin = -r
- xmax = r
- ymax = 1.1 * r #No mode
- set nokey
- set zeroaxis
- set xrange [xmin : xmax]
- set yrange [0 : ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 200
- set title "arcsin PDF with r = 2.0"
- plot arcsin(x)
- pause -1 "Hit return to continue"
- set title "arcsin CDF with r = 2.0"
- set yrange [0 : 1.1]
- plot carcsin(x)
- pause -1 "Hit return to continue"
-
- # Beta PDF and CDF
- #p = 0.5; q = 0.7
- #mu = p / (p + q)
- #sigma = sqrt(p**q) / ((p + q ) * sqrt(p + q + 1.0))
- #xmin = 0.0
- #xmax = 1.0
- #Mode of beta PDF used
- #ymax = (p < 1.0 || q < 1.0) ? 2.0 : 1.1 * beta((p - 1.0)/(p + q - 2.0))
- set key
- set zeroaxis
- #set xrange [xmin : xmax]
- #set yrange [0 : ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 100
- set title "beta PDF"
- plot [0:1] [0:5] p = 0.5, q = 0.7, beta(x) title "p = 0.5, q = 0.7", \
- p = 5.0, q = 3.0, beta(x) title "p = 5.0, q = 3.0", \
- p = 0.5, q = 2.5, beta(x) title "p = 0.5, q = 2.5"
- pause -1 "Hit return to continue"
- set title "incomplete beta CDF"
- plot [0:1] [0:1.1] p = 0.5, q = 0.7, cbeta(x) title "p = 0.5, q = 0.7", \
- p = 5.0, q = 3.0, cbeta(x) title "p = 5.0, q = 3.0", \
- p = 0.5, q = 2.5, cbeta(x) title "p = 0.5, q = 2.5"
- pause -1 "Hit return to continue"
-
- # Binomial PDF and CDF
- n = 25; p = 0.15
- mu = n * p
- sigma = sqrt(n * p * (1.0 - p))
- xmin = int(mu - 4.0 * sigma)
- xmin = xmin < 0 ? 0 : xmin
- xmax = int(mu + 4.0 * sigma)
- ymax = 1.1 * binom(mu) #Mode of normal PDF used
- xinc = ceil((xmax - xmin) / 10)
- xinc = xinc > 1 ? xinc : 1
- set nokey
- set nozeroaxis
- set xrange [xmin : xmax]
- set yrange [0 : ymax]
- set xlabel "k ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, xinc, xmax
- set ytics 0, ymax / 10, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample (xmax - xmin) + 1
- set title "binomial PDF with n = 25, p = 0.15"
- plot binom(x) with steps
- pause -1 "Hit return to continue"
- set title "binomial CDF with n = 25, p = 0.15"
- set yrange [0 : 1.1]
- set ytics 0, 1.1 / 10.5, 1.1
- plot cbinom(x) with steps
- pause -1 "Hit return to continue"
-
- # Cauchy PDF and CDF
- #a = 0.0; b = 2.0
- #cauchy PDF has no moments
- #xmin = a - 4.0 * b
- #xmax = a + 4.0 * b
- #ymax = 1.1 * cauchy(a) #Mode of cauchy PDF used
- set key
- set zeroaxis
- #set xrange [xmin : xmax]
- #set yrange [0 : ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.2f"
- set sample 100
- set title "cauchy PDF"
- plot [-15:15] [0:0.2] a = 0, b = 2, cauchy(x) title "a = 0, b = 2", \
- a = 0, b = 4, cauchy(x) title "a = 0, b = 4"
- pause -1 "Hit return to continue"
- set title "cauchy CDF"
- plot [-30:30] [0:1.1] a = 0, b = 2, ccauchy(x) title "a = 0, b = 2", \
- a = 0, b = 4, ccauchy(x) title "a = 0, b = 4"
- pause -1 "Hit return to continue"
-
- # Chi-square PDF and CDF
- #df1 = 4.0
- #mu = df1
- #sigma = sqrt(2.0 * df1)
- #xmin = mu - 4.0 * sigma
- #xmin = xmin < 0 ? 0 : xmin
- #xmax = mu + 4.0 * sigma
- #ymax = 1.1 * (df1 > 2.0 ? chi(df1 - 2.0) : 1.0) #Mode of chi PDF used
- set key
- set zeroaxis
- #set xrange [xmin : xmax]
- #set yrange [0 : ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.2f"
- set sample 100
- set title "chi-square PDF"
- plot [0:15] [0:0.2] df1 = 4, chi(x) title "df = 4", \
- df1 = 6, chi(x) title "df = 6", \
- df1 = 8, chi(x) title "df = 8"
- pause -1 "Hit return to continue"
- set title "chi-square CDF"
- plot [0:15] [0:1.1] df1 = 4, cchi(x) title "df = 4", \
- df1 = 6, cchi(x) title "df = 6", \
- df1 = 8, cchi(x) title "df = 8"
- pause -1 "Hit return to continue"
-
- # Erlang PDF and CDF
- #lambda = 1.0; n = 2.0
- #mu = n / lambda
- #sigma = sqrt(n) / lambda
- #xmin = mu - 4.0 * sigma
- #xmin = xmin < 0 ? 0 : xmin
- #xmax = mu + 4.0 * sigma
- #ymax = n < 2.0 ? 1.0 : 1.1 * erlang((n - 1.0) / lambda) #Mode of erlang PDF used
- set key
- set zeroaxis
- #set xrange [xmin : xmax]
- #set yrange [0 : ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 100
- set title "erlang PDF"
- plot [0:10] [0:1] lambda = 1, n = 2, erlang(x) title "lambda = 1, n = 2", \
- lambda = 2, n = 2, erlang(x) title "lambda = 2, n = 2"
- pause -1 "Hit return to continue"
- set title "erlang CDF"
- plot [0:10] [0:1.1] lambda = 1, n = 2, cerlang(x) title "lambda = 1, n = 2", \
- lambda = 2, n = 2, cerlang(x) title "lambda = 2, n = 2"
- pause -1 "Hit return to continue"
-
- # Thanks to mrb2j@kelvin.seas.Virginia.EDU for telling us about this.
- # Extreme (Gumbel extreme value) PDF and CDF
- #alpha = 0.5; u = 1.0
- #mu = u + (0.577215665/alpha) # Euler's constant
- #sigma = pi/(sqrt(6.0)*alpha)
- #xmin = mu - 4.0 * sigma
- #xmax = mu + 4.0 * sigma
- #ymax = 1.1 * extreme(u) #Mode of extreme PDF used
- set key
- set zeroaxis
- #set xrange [xmin : xmax]
- #set yrange [0 : ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.2f"
- set sample 100
- set title "extreme PDF"
- plot [-10:10] [0:0.4] alpha = 0.5, u = 1.0, extreme(x) title "alpha = 0.5, u = 1.0", \
- alpha = 1.0, u = 0.0, extreme(x) title "alpha = 1.0, u = 0.0"
- pause -1 "Hit return to continue"
- set title "extreme CDF"
- plot [-10:10] [0:1.1] alpha = 0.5, u = 1.0, cextreme(x) title "alpha = 0.5, u = 1.0", \
- alpha = 1.0, u = 0.0, cextreme(x) title "alpha = 1.0, u = 0.0"
- pause -1 "Hit return to continue"
-
- # F PDF and CDF
- #df1 = 5.0; df2 = 9.0
- #mu = df2 < 2.0 ? 1.0 : df2 / (df2 - 2.0)
- #sigma = df2 < 4.0 ? 1.0 : mu * sqrt(2.0 * (df1 + df2 - 2.0) / (df1 * (df2 - 4.0)))
- #xmin = mu - 4.0 * sigma
- #xmin = xmin < 0 ? 0 : xmin
- #xmax = mu + 4.0 * sigma
- #Mode of F PDF used
- #ymax = df1 < 3.0 ? 1.0 : 1.1 * f((df1 / 2.0 - 1.0) / (df1 / 2.0 + df1 / df2))
- set key
- set zeroaxis
- #set xrange [xmin : xmax]
- #set yrange [0 : ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.2f"
- set sample 100
- set title "F PDF"
- plot [0:4] [0:0.8] df1 = 5.0, df2 = 9.0, f(x) title "df1 = 5, df2 = 9", \
- df1 = 7.0, df2 = 6.0, f(x) title "df1 = 7, df2 = 6"
- pause -1 "Hit return to continue"
- set title "F CDF"
- plot [0:4] [0:1.1] df1 = 5.0, df2 = 9.0, cf(x) title "df1 = 5, df2 = 9", \
- df1 = 7.0, df2 = 6.0, cf(x) title "df1 = 7, df2 = 6"
- pause -1 "Hit return to continue"
-
- # Gamma PDF and incomplete gamma CDF
- #rho = 0.5; lambda = 1.0
- #mu = rho / lambda
- #sigma = sqrt(rho) / lambda
- #xmin = mu - 4.0 * sigma
- #xmin = xmin < 0 ? 0 : xmin
- #xmax = mu + 4.0 * sigma
- #ymax = rho < 1.0 ? 2.0 : 1.1 * g((rho - 1.0) / lambda) #Mode of gamma pdf used
- set key
- set zeroaxis
- #set xrange [xmin: xmax]
- #set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 100
- set title "gamma PDF"
- plot [0:5] [0:1.5] rho = 0.5, lambda = 1.0, g(x) title "rho = 0.5, lambda = 1.0", \
- rho = 1.0, lambda = 1.0, g(x) title "rho = 1.0, lambda = 1.0", \
- rho = 2.0, lambda = 2.0, g(x) title "rho = 2.0, lambda = 2.0"
- pause -1 "Hit return to continue"
- set title "incomplete gamma CDF (lambda == 1.0)"
- plot [0:5] [0:1.1] rho = 0.5, cgamma(x) title "rho = 0.5", \
- rho = 1.0, cgamma(x) title "rho = 1.0", \
- rho = 2.0, cgamma(x) title "rho = 2.0"
- pause -1 "Hit return to continue"
-
- # Geometric PDF and CDF
- p = 0.4
- mu = (1.0 - p) / p
- sigma = sqrt(mu / 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 * geometric(mu - 1/p) #mode of gamma PDF used
- set nokey
- set nozeroaxis
- set xrange [xmin : xmax]
- set yrange [0 : ymax]
- set xlabel "k ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, xinc, xmax
- set ytics 0, ymax / 10, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample (xmax - xmin) + 1
- set title "geometric PDF with p = 0.4"
- plot geometric(x) with steps
- pause -1 "Hit return to continue"
- set title "geometric CDF with p = 0.4"
- set yrange [0 : 1.1]
- set ytics 0, 1.1 / 10.5, 1.1
- plot cgeometric(x) with steps
- pause -1 "Hit return to continue"
-
- # Half normal PDF and CDF
- mu = sqrt2invpi
- sigma = 1.0
- s = sigma*sqrt(1.0 - 2.0/pi)
- xmin = 0.0
- xmax = mu + 4.0 * s
- ymax = 1.1 * halfnormal(0) #Mode of half normal PDF used
- set nokey
- set zeroaxis
- set xrange [xmin: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 100
- set title "half normal PDF, sigma = 1.0"
- plot halfnormal(x)
- pause -1 "Hit return to continue"
- set title "half normal CDF, sigma = 1.0"
- set yrange [0:1.1]
- plot chalfnormal(x)
- pause -1 "Hit return to continue"
-
- # Hypergeometric PDF and CPF
- 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 = 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 * hypgeo(mu) #mode of binomial PDF used
- set nokey
- set nozeroaxis
- set xrange [xmin : xmax]
- set yrange [0 : ymax]
- set xlabel "k ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, xinc, xmax
- set ytics 0, ymax / 10, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample (xmax - xmin) + 1
- set title "hypergeometric PDF with nn = 75, mm = 25, n = 10"
- plot hypgeo(x) with steps
- pause -1 "Hit return to continue"
- set yrange [0 : 1.1]
- set ytics 0, 1.1 / 10.5, 1.1
- set title "hypergeometric CDF with nn = 75, mm = 25, n = 10"
- plot chypgeo(x) with steps
- pause -1 "Hit return to continue"
-
- # Laplace PDF
- a = 0.0; b = 1.0
- mu = a
- sigma = sqrt(2.0) * b
- xmin = mu - 4.0 * sigma
- xmax = mu + 4.0 * sigma
- ymax = 1.1 * laplace(a) #Mode of laplace PDF used
- set nokey
- set zeroaxis
- set xrange [xmin: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.2f"
- set sample 100
- set title "laplace (or double exponential) PDF with a = 0, b = 1"
- plot laplace(x)
- pause -1 "Hit return to continue"
- set title "laplace (or double exponential) CDF with a = 0, b = 1"
- set yrange [0: 1.1]
- plot claplace(x)
- pause -1 "Hit return to continue"
-
- # Logistic PDF and CDF
- a = 0.0; lambda = 2.0
- mu = a
- sigma = pi / (sqrt(3.0) * lambda)
- xmin = mu - 4.0 * sigma
- xmax = mu + 4.0 * sigma
- ymax = 1.1 * logistic(mu) #Mode of logistic PDF used
- set nokey
- set zeroaxis
- set xrange [xmin: xmax]
- set yrange [0: ymax]
- set nokey
- set zeroaxis
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 100
- set title "logistic PDF with a = 0, lambda = 2"
- plot logistic(x)
- pause -1 "Hit return to continue"
- set title "logistic CDF with a = 0, lambda = 2"
- set yrange [0: 1.1]
- plot clogistic(x)
- pause -1 "Hit return to continue"
-
- # Lognormal PDF and CDF
- mu = 1.0; sigma = 0.5
- m = exp(mu + 0.5 * sigma**2)
- s = sqrt(exp(2.0 * mu + sigma**2) * (2.0 * exp(sigma) - 1.0))
- xmin = m - 4.0 * s
- xmin = xmin < 0 ? 0 : xmin
- xmax = m + 4.0 * s
- ymax = 1.1 * lognormal(exp(mu - sigma**2)) #Mode of lognormal PDF used
- set nokey
- set zeroaxis
- set xrange [xmin: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.2f"
- set format y "%.2f"
- set sample 100
- set title "lognormal PDF with mu = 1.0, sigma = 0.5"
- plot lognormal(x)
- pause -1 "Hit return to continue"
- set title "lognormal CDF with mu = 1.0, sigma = 0.5"
- set yrange [0: 1.1]
- plot clognormal(x)
- pause -1 "Hit return to continue"
-
- # Maxwell PDF
- #a = 0.1
- #mu = 2.0 / sqrt(pi) / a
- #sigma = sqrt(3.0 - 8.0/pi) / a
- #xmin = mu - 4.0 * sigma
- #xmin = xmin < 0 ? 0 : xmin
- #xmax = mu + 4.0 * sigma
- #ymax = 1.1 * maxwell(1.0 / a) #Mode of maxwell PDF used
- set key
- set zeroaxis
- #set xrange[xmin: xmax]
- #set yrange[0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 100
- set title "maxwell PDF"
- plot [0:6] [0:1.4] a = 1.5, maxwell(x) title "a = 1.5", \
- a = 1.0, maxwell(x) title "a = 1.0", \
- a = 0.5, maxwell(x) title "a = 0.5"
- pause -1 "Hit return to continue"
- set title "maxwell CDF"
- plot [0:6] [0:1.1] a = 1.5, cmaxwell(x) title "a = 1.5", \
- a = 1.0, cmaxwell(x) title "a = 1.0", \
- a = 0.5, cmaxwell(x) title "a = 0.5"
- pause -1 "Hit return to continue"
-
- # Negative binomial PDF and CDF
- r = 8; p = 0.4
- mu = r * (1.0 - p) / p
- sigma = sqrt(mu / 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 * negbin(mu - 1.0/p) #mode of gamma PDF used
- set nokey
- set nozeroaxis
- set xrange [xmin : xmax]
- set yrange [0 : ymax]
- set xlabel "k ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, xinc, xmax
- set ytics 0, ymax / 10, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample (xmax - xmin) + 1
- set title "negative binomial (or pascal or polya) PDF with r = 8, p = 0.4"
- plot negbin(x) with steps
- pause -1 "Hit return to continue"
- set yrange [0 : 1.1]
- set ytics 0, 1.1 / 10.5, 1.1
- set title "negative binomial (or pascal or polya) CDF with r = 8, p = 0.4"
- plot cnegbin(x) with steps
- pause -1 "Hit return to continue"
-
- # Negative exponential PDF and CDF
- lambda = 2.0
- mu = 1.0 / lambda
- sigma = 1.0 / lambda
- xmax = mu + 4.0 * sigma
- ymax = lambda #No mode
- set nokey
- set zeroaxis
- set xrange [0: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.2f"
- set format y "%.1f"
- set sample 100
- set title "negative exponential (or exponential) PDF with lambda = 2.0"
- plot nexp(x)
- pause -1 "Hit return to continue"
- set title "negative exponential (or exponential) CDF with lambda = 2.0"
- set yrange [0: 1.1]
- plot cnexp(x)
- pause -1 "Hit return to continue"
-
- # Normal PDF and CDF
- #mu = 0.0; sigma = 1.0
- #xmin = mu - 4.0 * sigma
- #xmax = mu + 4.0 * sigma
- #ymax = 1.1 * normal(mu) #Mode of normal PDF used
- set key
- set zeroaxis
- #set xrange [xmin: xmax]
- #set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 100
- set title "normal (also called gauss or bell-curved) PDF"
- plot [-4:4] [0:1] mu = 0, sigma = 1.0, normal(x) title "mu = 0, sigma = 1.0", \
- mu = 2, sigma = 0.5, normal(x) title "mu = 2, sigma = 0.5", \
- mu = 1, sigma = 2.0, normal(x) title "mu = 1, sigma = 2.0"
- pause -1 "Hit return to continue"
- set title "normal (also called gauss or bell-curved) CDF"
- plot [-4:4] [0:1.1] mu = 0, sigma = 1.0, cnormal(x) title "mu = 0, sigma = 1.0", \
- mu = 2, sigma = 0.5, cnormal(x) title "mu = 2, sigma = 0.5", \
- mu = 1, sigma = 2.0, cnormal(x) title "mu = 1, sigma = 2.0"
- pause -1 "Hit return to continue"
-
- # Pareto PDF and CDF
- a = 1.0; b = 3.0
- mu = a * b / (b - 1.0)
- sigma = a * sqrt(b) / (sqrt(b - 2.0) * (b - 1.0))
- xmin = mu - 4.0 * sigma
- xmin = xmin < 0 ? 0 : xmin
- xmax = mu + 4.0 * sigma
- ymax = 1.1 * pareto(a) #mode of pareto PDF used
- set nokey
- set zeroaxis
- set xrange [xmin: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.1f"
- set sample 500
- set title "pareto PDF with a = 1, b = 3"
- plot pareto(x)
- pause -1 "Hit return to continue"
- set title "pareto CDF with a = 1, b = 3"
- set yrange [0: 1.1]
- plot cpareto(x)
- pause -1 "Hit return to continue"
-
- # Poisson PDF and CDF
- mu = 4.0
- sigma = sqrt(mu)
- 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 * poisson(mu) #mode of poisson PDF used
- set nokey
- set nozeroaxis
- set xrange [xmin : xmax]
- set yrange [0 : ymax]
- set xlabel "k ->"
- set ylabel "probability density ->"
- set xtics xmin + 0.499, xinc, xmax
- set ytics 0, ymax / 10, ymax
- set format x "%2.0f"
- set format y "%3.2f"
- set sample (xmax - xmin) + 1
- set title "poisson PDF with mu = 4.0"
- plot poisson(x) with steps
- pause -1 "Hit return to continue"
- set yrange [0 : 1.1]
- set ytics 0, 1.1 / 10.5, 1.1
- set title "poisson CDF with mu = 4.0"
- plot cpoisson(x) with steps
- pause -1 "Hit return to continue"
-
- # Rayleigh PDF and CDF
- lambda = 2.0
- mu = 0.5 * sqrt(pi / lambda)
- sigma = sqrt((1.0 - pi / 4.0) / lambda)
- xmax = mu + 4.0 * sigma
- ymax = 1.1 * rayleigh(1.0 / sqrt(2.0 * lambda)) #Mode of rayleigh PDF used
- set nokey
- set zeroaxis
- set xrange [0: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.2f"
- set format y "%.1f"
- set sample 100
- set title "rayleigh PDF with lambda = 2.0"
- plot rayleigh(x)
- pause -1 "Hit return to continue"
- set title "rayleigh CDF with lambda = 2.0"
- set yrange [0: 1.1]
- plot crayleigh(x)
- pause -1 "Hit return to continue"
-
- # Sine PDF and CDF
- #a = 3.0; n = 2
- #mu = a / 2.0
- #sigma = sqrt(a * a / 3.0 * (1.0 - 3.0 / (2.0 * n * n * pi * pi)) - mu * mu)
- #xmin = 0.0
- #xmax = a
- #ymax = 1.1 * 2.0 / a #Mode of sine PDF used
- set key
- set zeroaxis
- #set xrange [xmin: xmax]
- #set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.2f"
- set format y "%.1f"
- set sample 100
- set title "sine PDF"
- plot [0:2] [0:1.1] a = 2.0, n = 1, sine(x) title "a = 2.0, n = 1", \
- a = 2.0, n = 3, sine(x) title "a = 2.0, n = 3"
- pause -1 "Hit return to continue"
- set title "sine CDF"
- plot [0:2] [0:1.1] a = 2.0, n = 1, csine(x) title "a = 2.0, n = 1", \
- a = 2.0, n = 3, csine(x) title "a = 2.0, n = 3"
- pause -1 "Hit return to continue"
-
- # t PDF and CDF
- df1 = 3.0
- mu = 0.0
- sigma = df1 > 2.0 ? sqrt(df1 / (df1 - 2.0)) : 1.0
- xmin = mu - 4.0 * sigma
- xmax = mu + 4.0 * sigma
- ymax = 1.1 * t(mu) #Mode of t PDF used
- set nokey
- set zeroaxis
- set xrange [xmin: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.2f"
- set sample 100
- set title "t PDF with df1 = 3.0"
- plot t(x)
- pause -1 "Hit return to continue"
- set title "t CDF with df1 = 3.0"
- set yrange [0: 1.1]
- plot ct(x)
- pause -1 "Hit return to continue"
-
- # Thanks to efrank@upenn5.hep.upenn.edu for telling us about this
- # triangular PDF and CDF
- m = 3.0
- g = 2.0
- mu = m
- sigma = g/sqrt(6.0)
- xmin = m - g
- xmax = m + g
- ymax = 1.1 * triangular(m) #Mode of triangular PDF used
- set nokey
- set zeroaxis
- set xrange [xmin: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.1f"
- set format y "%.2f"
- set sample 100
- set title "triangular PDF with m = 3.0, g = 2.0"
- plot triangular(x)
- pause -1 "Hit return to continue"
- set title "triangular CDF with m = 3.0, g = 2.0"
- set yrange [0: 1.1]
- plot ctriangular(x)
- pause -1 "Hit return to continue"
-
- # Uniform PDF and CDF
- a = -2.0; b= 2.0
- mu = (a + b) / 2.0
- sigma = (b - a) / sqrt(12.0)
- xmin = a
- xmax = b
- ymax = 1.1 * uniform(mu) #No mode
- set nokey
- set zeroaxis
- set xrange [xmin: xmax]
- set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.2f"
- set format y "%.2f"
- set sample 100
- set title "uniform PDF with a = -2.0, b = 2.0"
- plot uniform(x)
- pause -1 "Hit return to continue"
- set title "uniform CDF with a = -2.0, b = 2.0"
- set yrange [0: 1.1]
- plot cuniform(x)
- pause -1 "Hit return to continue"
-
- # Weibull PDF and CDF
- #lambda = 1.0; n = 1.5
- #mu = lambda**(-1.0 / n) * gamma(1.0 / n) / n
- #sigma = sqrt(2.0 * lambda**(-2.0 / n) * gamma(2.0 / n) / n - mu * mu)
- #xmin = mu - 4.0 * sigma
- #xmin = xmin < 0 ? 0 : xmin
- #xmax = mu + 4.0 * sigma
- #Mode of weibull PDF used
- #ymax = 1.1 * (n > 1.0 ? weibull(((n - 1.0) / (lambda * n))**(1.0 / n)) : 2.0)
- set key
- set zeroaxis
- #set xrange [xmin : xmax]
- #set yrange [0: ymax]
- set xlabel "x ->"
- set ylabel "probability density ->"
- set xtics
- set ytics
- set format x "%.2f"
- set format y "%.1f"
- set sample 100
- set title "weibull PDF"
- plot [0:2] [0:1.5] lambda = 1, n = 0.5, weibull(x) title "lambda = 1, n = 0.5", \
- lambda = 1, n = 1.0, weibull(x) title "lambda = 1, n = 1.0", \
- lambda = 1, n = 2.0, weibull(x) title "lambda = 1, n = 2.0", \
- lambda = 3, n = 2.0, weibull(x) title "lambda = 3, n = 2.0"
- pause -1 "Hit return to continue"
- set title "weibull CDF"
- plot [0:3] [0:1.2] lambda = 1, n = 0.5, cweibull(x) title "lambda = 1, n = 0.5", \
- lambda = 1, n = 1.0, cweibull(x) title "lambda = 1, n = 1.0", \
- lambda = 1, n = 2.0, cweibull(x) title "lambda = 1, n = 2.0", \
- lambda = 3, n = 2.0, cweibull(x) title "lambda = 3, n = 2.0"
-