## R-Code fuer Blatt 3 ## Aufgabe 3 # 1.Graphik # Simulation der Daten für Aufgabe auf dem Blatt und Graphik par(mfrow=c(1,1)) set.seed(20100506) x_1 <- rpois(10000,1) # 10000 Zufallszahlen ziehen aus Po(1), d.h. Gewicht 4/5 x_2 <- rpois(2500,5) # 2500 Zufallszahlen ziehen aus Po(5), d.h. Gewicht 1/5 z <- c(x_1,x_2) hist(z, breaks=0:(max(z)+1)-0.5) mean(z); var(z) # 2. Graphik set.seed(20100506) # Simulation der Daten für Aufgabe auf dem Blatt und Graphik x_1 <- rpois(10000,1) # 10000 Zufallszahlen ziehen aus Po(1), d.h. Gewicht 4/5 x_2 <- rpois(2500,5) # 2500 Zufallszahlen ziehen aus Po(5), d.h. Gewicht 1/5 z <- c(x_1,x_2) par(mfrow=c(3,1)) hist(z, breaks=0:(max(z)+1)-0.5, ylim=c(0,4000)) hist(x_1, breaks=0:(max(z)+1)-0.5, ylim=c(0,4000)) hist(x_2, breaks=0:(max(z)+1)-0.5, ylim=c(0,4000)) mean(z); var(z) ## Aufgabe 4 a), b), c) ## 1000 Realisationen von X ~ N(0,1) par(mfrow=c(1,1)) set.seed(667) X<-rnorm(1000) ## 500 Realisationen von Y ~ N(10,3) set.seed(665) Y<-rnorm(500,10,3) ## Zusammenfassen Z<-c(X,Y) ## Histogramm hist(Z,freq=F,xlim=c(min(Z),max(Z)),ylim=c(0,.3),breaks=25) ## empirische Momente m<-mean(Z) s<-sd(z) ## einfache normalverteilung basierend auf empirischen Momenten curve(dnorm(x, mean = m, sd = s), from = -5, to = 20, n = 1000, type = "l", col="green", lwd=2, lty=1,add=T) ## gemischte Normalverteilungen mit Mischverhältnis entsprechend der Simulation curve((2/3)*dnorm(x, mean = 0, sd = 1)+(1/3)*dnorm(x, mean = 10, sd = 3), from = -5, to = 20, n = 1000, add = TRUE, type = "l", col="red", lwd=2) ## Aufgabe 4e) mu <- -2 sigma <- 1 par(mfcol=c(3,2)) curve(dnorm(x, mean = 0, sd = 1), from = -5, to = 15, n = 1000, type = "l", ylab = "density", col="green", lwd=2, lty=2, main=paste("Mischung mit mu=", eval(mu), " und sigma=", eval(sigma))) curve(dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="blue", lwd=2, lty=2) curve(0.5*dnorm(x, mean = 0, sd = 1)+0.5*dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="red", lwd=2) mu <- 5 sigma <- 1 curve(dnorm(x, mean = 0, sd = 1), from = -5, to = 15, n = 1000, type = "l", ylab = "density", col="green", lwd=2, lty=2, main=paste("Mischung mit mu=", eval(mu), " und sigma=", eval(sigma))) curve(dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="blue", lwd=2, lty=2) curve(0.5*dnorm(x, mean = 0, sd = 1)+0.5*dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="red", lwd=2) mu <- 10 sigma <- 1 curve(dnorm(x, mean = 0, sd = 1), from = -5, to = 15, n = 1000, type = "l", ylab = "density", col="green", lwd=2, lty=2, main=paste("Mischung mit mu=", eval(mu), " und sigma=", eval(sigma))) curve(dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="blue", lwd=2, lty=2) curve(0.5*dnorm(x, mean = 0, sd = 1)+0.5*dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="red", lwd=2) mu <- -2 sigma <- 2 curve(dnorm(x, mean = 0, sd = 1), from = -5, to = 15, n = 1000, type = "l", ylab = "density", col="green", lwd=2, lty=2, main=paste("Mischung mit mu=", eval(mu), " und sigma=", eval(sigma))) curve(dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="blue", lwd=2, lty=2) curve(0.5*dnorm(x, mean = 0, sd = 1)+0.5*dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="red", lwd=2) mu <- 5 sigma <- 2 curve(dnorm(x, mean = 0, sd = 1), from = -5, to = 15, n = 1000, type = "l", ylab = "density", col="green", lwd=2, lty=2, main=paste("Mischung mit mu=", eval(mu), " und sigma=", eval(sigma))) curve(dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="blue", lwd=2, lty=2) curve(0.5*dnorm(x, mean = 0, sd = 1)+0.5*dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="red", lwd=2) mu <- 5 sigma <- 3 curve(dnorm(x, mean = 0, sd = 1), from = -5, to = 15, n = 1000, type = "l", ylab = "density", col="green", lwd=2, lty=2, main=paste("Mischung mit mu=", eval(mu), " und sigma=", eval(sigma))) curve(dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="blue", lwd=2, lty=2) curve(0.5*dnorm(x, mean = 0, sd = 1)+0.5*dnorm(x, mean = mu, sd = sigma), from = -5, to = 15, n = 1000, add = TRUE, type = "l", col="red", lwd=2)