Reorganized statistic exercises and added soultions
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@@ -1,24 +0,0 @@
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resample = 500
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load( 'thymusglandweights.dat' );
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x = thymusglandweights;
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nsamples = length( x );
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sem = std(x)/sqrt(nsamples);
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mu = zeros( resample, 1 );
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for i = 1:resample
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% resample:
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xr = x(randi(nsamples, nsamples, 1));
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% compute statistics on sample:
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mu(i) = mean(xr);
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end
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bootsem = std( mu );
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hold on
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hist( x, 20 );
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hist( mu, 20 );
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hold off
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disp(['bootstrap standard error: ', num2str(bootsem)]);
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disp(['standard error: ', num2str(sem)]);
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@@ -1,8 +0,0 @@
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function x = randomwalk(n,p)
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% returns a random wolk with n steps and
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% probability p for positive steps.
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r = rand(n,1);
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r(r<p) = -1.0;
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r(r>=p) = +1.0;
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x = cumsum(r);
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end
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@@ -1,25 +0,0 @@
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p = 0.5;
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nsteps = 100;
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nwalks = 1000;
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y = zeros( nwalks, nsteps/10 );
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for k = 1:length( y )
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x = randomwalk( nsteps, p );
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for j = 1:nsteps/10
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y(k,j) = x((j-1)*10+1);
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end
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%plot( x )
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%pause( 1 )
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if rem(k,100) == 0
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%[h1,b1] = hist( y(1:k,1), [-50:2:50] );
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%[h2,b2] = hist( y(1:k,2), [-50:2:50] );
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%bar( b1, h1, 1.0, 'b' );
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%hold on;
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%bar( b2, h2, 'FaceColor', 'r' );
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%hold off;
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sdev = var( y(1:k,:), 1 );
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plot( sdev )
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pause( 1.0 );
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end
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end
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@@ -1,32 +0,0 @@
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n = 100000
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x=randn(n, 1);
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nsamples = 3;
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nmeans = 10000;
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means = zeros( nmeans, 1 );
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sdevs = zeros( nmeans, 1 );
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students = zeros( nmeans, 1 );
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for i=1:nmeans
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sample = x(randi(n, nsamples, 1));
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means(i) = mean(sample);
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sdevs(i) = std(sample);
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students(i) = mean(sample)/std(sample)*sqrt(nsamples);
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end
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sdev = 1.0
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msdev = std(means)
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% scatter( means, sdevs )
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hold on;
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dxg=0.01;
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xmax = 10.0
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xmin = -xmax
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xg = [xmin:dxg:xmax];
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pg = exp(-0.5*(xg/sdev).^2)/sqrt(2.0*pi)/sdev;
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hold on
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plot(xg, pg, 'r', 'linewidth', 4)
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bins = xmin:0.1:xmax;
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hist(means, bins, 1.0/(bins(2)-bins(1)) );
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hold off;
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