From 2eaddbf90b80eecb7259b61b2c5ab6acf22bb6f8 Mon Sep 17 00:00:00 2001 From: Jan Benda Date: Mon, 2 Dec 2019 12:10:40 +0100 Subject: [PATCH] [statistics] shortened exercise01 --- statistics/exercises/exercises01.tex | 49 +--------------------------- 1 file changed, 1 insertion(+), 48 deletions(-) diff --git a/statistics/exercises/exercises01.tex b/statistics/exercises/exercises01.tex index f4fa7be..68455b3 100644 --- a/statistics/exercises/exercises01.tex +++ b/statistics/exercises/exercises01.tex @@ -1,4 +1,4 @@ - \documentclass[12pt,a4paper,pdftex]{exam} +\documentclass[12pt,a4paper,pdftex]{exam} \usepackage[english]{babel} \usepackage{pslatex} @@ -242,53 +242,6 @@ that are symmetric around the mean? \end{solution} -%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -\question \qt{Central limit theorem} -According to the central limit theorem the sum of independent and -identically distributed (i.i.d.) random variables converges towards a -normal distribution, although the distribution of the randmon -variables might not be normally distributed. - -With the following questions we want to illustrate the central limit theorem. -\begin{parts} - \part Before you continue reading, try to figure out yourself what - the central limit theorem means and what you would need to do for - illustrating this theorem. - - \part Draw 10000 random numbers that are uniformly distributed between 0 and 1 - (\code{rand} function). - - \part Plot their probability density (normalized histogram). - - \part Draw another set of 10000 uniformly distributed random numbers - and add them to the first set of numbers. - - \part Plot the probability density of the summed up random numbers. - - \part Repeat steps (d) and (e) many times. - - \part Compare in a plot the probability density of the summed up - numbers with the normal distribution - \[ p_g(x) = - \frac{1}{\sqrt{2\pi\sigma^2}}e^{-\frac{1}{2}\left(\frac{x-\mu}{\sigma}\right)^2}\] - with mean $\mu$ and standard deviation $\sigma$ of the summed up random numbers. - - \part How do the mean and the standard deviation change with the - number of summed up data sets? - - \part \extra Check the central limit theorem in the same way using - exponentially distributed random numbers (\code{rande} function). -\end{parts} -\begin{solution} - \lstinputlisting{centrallimit.m} - \includegraphics[width=0.5\textwidth]{centrallimit-hist01} - \includegraphics[width=0.5\textwidth]{centrallimit-hist02} - \includegraphics[width=0.5\textwidth]{centrallimit-hist03} - \includegraphics[width=0.5\textwidth]{centrallimit-hist05} - \includegraphics[width=0.5\textwidth]{centrallimit-samples} -\end{solution} - - \end{questions} \end{document} \ No newline at end of file