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PROB.DEM
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1993-05-11
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#
# $Id: prob.demo 3.38.2.32 1992/12/04 18:33:59 woo 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
pause 0 " Statistical Library Demo, version 2.3"
pause 0 ""
pause 0 " Copyright (c) 1991, 1992, Jos van de Woude, jvdwoude@hut.nl"
pause 0 "Permission granted to distribute freely for non-commercial purposes only"
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 ""
pause 0 "NOTE: contains 54 plots and consequently takes a lot of time to run"
pause 0 " Press Ctrl-C to exit right now"
pause -1 " Press Return to start demo ..."
save set "defaults.ini"
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 yla