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53 01 02

2004

330 + 004.451.7 (075.8)


32.973.202.6. 73
92

:
,
- ..

..
92
: .
. . 53 01 02 / .. , .. . .: ,
2004. 98 .: .
ISBN 985-444-581-.
.
Matlab
Statistics Toolbox. , , Matlab
.
330 + 004.451.7 (075.8)
32.973.202.6. 73

ISBN 985-444-581-

.., .., 2004


, 2004

1.
MATLAB.

1.1.
1.1.1. Matlab,
.
1.1.2. Matlab.
1.1.3. Matlab
.
1.2.
1.2.1. Matlab
Matlab (Matrix Laboratory ) , .
Matlab . ,
. . , Matlab
.
m- ( m).
Matlab. Matlab , Matlab
C C++.
, Matlab.

1.2.2. Matlab
Matlab Matlab Windows. Matlab, . , matlabrc, matlabrc.m
startup.m, .
. m- , , USER D.
path, :
path(path,'D:\USER').
startup.m,
Matlab, , matlabrc.m.
1.2.3. Matlab
Matlab . , , ,
Matlab. , .
>>.
>> .
???.
(workspace). .
.
>> , , ,
.

:
clc ;
clear ;
clear x x;
clear a,b,c
.
( ) . , .
. pack,
.
1.2.4. Matlab
Matlab .
, .
Matlab
1 1 .
:
_ =
. ,
. , , .
ENTER

.
;
( ).

>> x=2;
>> y=2;
>> r=sqrt(x^2+y^2)
r=
2.8284
, . Matlab ans.

>> x=2;
>> y=2;
>> sqrt(x^2+y^2)
ans=
2.8284
Matlab
: +(), (), * (), / (), ^
( ). , . . . (), () .
, .

>> v=[1 5 3]
v=

153
v ( )
1,5,3. ( ) . ; ( ).

>> m=[1 3 2; 5 6 4; 6 7 8]
m=
132
564
678

, , .

>> m=[1 2 3; 4 5 6; 7 8 9];


>> m(1,1)=5;
>> m(3,3)=m(1,1)+m(3,3);
>> m
m=
5 2 3
4 5 6
7 8 14
Matlab 4096 .
,
(3
). %.

>> %
>> x=2;
>> y=2;

>> r=sqrt(x^2+ %
y^2)
r=
2.8284
Matlab
: ():
_: : _
() ,
, . , 1 -1.

>> i=1:6
i=
123456
>>x=0: 0.5: 3
x=
0 0.5000 1.0000 1.5000 2.0000 2.500 3.0000
>> x=3: -0.5: 0
x=
3.000 2.5000 2.0000 1.5000 1.0000 0.5000 0
1.2.5. Matlab
Matlab ,
? Matlab. Matlab,
, .

1.2.6. m--
Matlab
m- . m-, script-, ,
m--, . :
%
%

m- .
m- , .
lookfor help _. help _.
m- -
Matlab, Matlab ,
m-. -
, -.
m-
, , -,
Matlab ,
Matlab ENTER.
1.2.7.
y = f (x) Matlab
plot. -

.
.
().

plot(x,y,s)

x, y ; x
y = f (x) ; y y = f (x) ; s , , .
.
y (), m (), c (), r (), g (), b (), w (), k ().
. (), o (), x
(), + (), * (), s (), d (), < > ^

), p (), h ().
- (), : ( ), -.
(), -- ( ).
s . .

plot(x1,y1,s1,x2,y2,s2,x3,y3,s3,)

% sin x, cos x
x=0:0.1:2*pi;
y1=sin(x);
y2=cos(x);
plot(x,y1,'k-o',x,y2,'r--*')
, . 1.1. -

- ,
cos(x) .

. 1.1. , plot
Clipboard,
Edit Copy Figure,
- ,
Paint.
1.2.8.
1.2.8.1. U ( a , b) :

1
, a< x<b
f ( x ) = b a
, a , b R, a < b .
0,
x a, x b

1.2.8.2. () N ( a, 2 ) :

f ( x) =

( ) 2

1
2

2 2

, a R, 2 > 0 .

1.2.8.3. E ( ) :
1e 1 x , x 0
f (x ) =
, > 0.

x<0
0,

1.2.8.4. 2 k H 1 (k ) :
k

x
1
x
1
2 2

e , x > 0, k Z ,

f ( x ) = 2 k 2

2

0,
x 0.

k
-,
2

( x ) = y x 1e y dy .
0

- :
1
( x + 1) = x( x) , (k + 1) = k! , (1) = (2) = 1, = .
2
1.2.8.5. k T1 (k ) :

k + 1
k +1

2
x 2
2
f ( x) =
1
+
, kZ .
k
k
k
2

1.2.8.6. m, k F1 (m, k ) :

k + m
m
1
2 k m
2
x
2 2

, x > 0, k , m Z ,
k m
k +m
f (x ) = k m
(k + mx ) 2
2 2

0,
x 0.

1.2.8.7. - 1 (a, b) :
x
1

1
b

f ( x ) = (a )b a x e , x > 0, b > 0, a > 0,

0,
x 0.

1.2.8.8. W1 (k , 2 )

b = 2 2 , a =

k
-
2

W1 (k , 2 )
x
k

1 2
1

x 2 e 2 , x > 0, 2 > 0, k Z
k k
f (x ) = 2 k
2

0,
x 0.

, 2 = 1 W1 (k , 2 )
H k .
1.2.9. Matlab

Matlab

stats

\Matlab\toolbox\stats)

.
pdf (probability den-

sity function) cdf (cumulative


distribution function).
Matlab
y=chi2pdf(x,k) 2

k x .
y=exppdf(x,lambda) -

x .
y=fpdf(x,m,k) -

m , k x .
y=gampdf(x,a,b) - -

a, b x .
y=normpdf(x,a,sigma) -

a , x , a , .
y=tpdf(x,k) -

k x .
y=unifpdf(x,a,b)

(a, b) x .

Matlab
y=chi2df(x,k) 2

k x .
y=expdf(x,lambda) -

x .
y=fdf(x,m,k) -

m , k x .

y=gamdf(x,a,b) - -

a, b x .
y=normdf(x,a,sigma) -

a , x , a , .
y=tdf(x,k) -

k x .
y=unifdf(x,a,b)

(a, b) x .

Matlab

y=gamma(x).
1.3.
1.3.1. . 1.2.8

.
, . 1.2.8,
Matlab. .
1.3.2. . 1.2.8

Matlab. .

2.

2.1.
2.1.1. -

.
2.1.2.

Matlab.
2.2. .

2.2.1. () N ( A, R )

= (1 ,..., m )
,

f ( X ) =

1
exp( ( X )) ,
2
(2 ) m R

( X ) = ( X A) T R 1 ( X A) .
: X T = ( x1 ,..., x m ) m -
; AT = (a1 ,..., a m ) m - ; R = ( Ri , j ), i, j = 1, m ,
(m m) - ; R 1 , R; R R. , X -, X T -. R

( X ) = ( X A) T R 1 ( X A) = c
R m , .
c = m + 2 . ,
n- A R ,
. ( m -)
:
V = (m + 2) m / 2 m / 2

R / (

m
+ 1) .
2


, ( R ).
2.2.2.

= (1 , 2 ) , ,
R1,1
X T = ( x1 , x2 ) , AT = (a1, a2 ) , R =
R 2,1

R = R1,1 R2, 2 R1, 2 R2,1 , R 1 =

1
R

R1, 2
,
R2, 2

R 2, 2 R1, 2
,

R
R
2,1
1,1

( X ) = ( X A) T R 1 ( X A) =
= R2, 2 ( x1 a1 ) 2 2 R1, 2 ( x1 a1 )( x 2 a 2 ) + R1,1 ( x 2 a 2 ) 2 .

R1,1 = 12 , R2, 2 = 22 R1, 2 = R 2,1 = cov(1 , 2 ) r1, 2


R1, 2 = R 2,1 = r1, 2 1 2 ,
( X )
2

( x1 a1 ) 2
(
x
a
)
(
x
a
)
(
x
a
)

1
1
1
2
2
2
2

,
( x1 , x 2 ) =
2r1, 2
+
2
2

(1 r 2 )
1
2
1
2

1, 2


f ( x1 , x 2 ) =

1
2 1 2 1 r12, 2

exp ( x1 , x 2 ) .
2

f ( x1 , x 2 ) = c1

( x1 , x 2 ) = c ,
c1 c ,
x1ox 2 .

( x1 , x 2 ) = 4
,

S = 4

R = 4 R1,1 R2, 2 R 2,1 R1, 2 .

2 1

x 2 = a 2 + r1, 2

2
( x1 a1 ) ,
1

1 2
x1 = a1 + r1, 2

1
(x2 a2 ) .
2

2.2.3.

m ((a1 , b1 ),..., (a m , bm ))
x
m
i
1

x ai 1e bi , x i > 0, bi > 0, a i > 0 ,


f ( x ) =
ai i
i =1 ( a i )bi

0,
x i 0.

2.2.4.

Wm ((k1 , 12 ),..., (k m , m2 ))

bi = 2 i 2 , a i =

ki
-
2

.
2.2.5.

H m (k1 ,..., k m )

bi = 2 , a i =

ki
-
2

-.
2.2.6.

E m (1 ,..., m )
bi = i , a i = 1 -
.

2.2.7.

(a1 , b1 ) (a 2 , b2 ) (a m , bm ) U m ((a1 , b1 ), (a 2 , b2 ),..., (a m , bm ))

m
1
, a i < x i < bi , a i < bi ,

f ( x ) = i =1 (bi a i )

0,
.

Matlab.
2.3. Matlab
2.3.1.


z = f ( x, y ) . x y, x y,
X Y. meshgrid.
[X,Y]=meshgrid(x,y) , x y,

X Y,
.
X Y , X x, Y
y.

[X,Y]=meshgrid(1:1:4,6:1:9)
X=
1

1
1

2
2

3
3

4
4

6
7
8
9

6
7
8
9

6
7
8
9

Y=
6
7
8
9

X Y x 1 4 1 y 6 9 1.
2.3.2.


z = f ( x, y ) . , , , .

xoy z = f ( x, y ) .
contour.
contour(x,y,z,n) z -

x y n .
contour(x,y,z,v) , -

v.

[x,y]=meshgrid(-3: .2: 3, -3: .2: 3);


z=x.^2+y.^2;
contour(x,y,z,8)
grid on

(. 2.1). grid on.

. 2.1. , contour
2.3.3.

plot3() plot(),
z = f ( x, y ) . (3D) .
plot3(X,Y,Z) ,

X,Y,Z . X Y
meshgrid.

[x,y]=meshgrid(-2:0.1:2,-2:0.1:2);
z=x.^2+y.^2;
plot3(x,y,z)
grid on
, . 2.2.

. 2.2. , plot3
.
mesh.
mesh(X,Y,Z,C) -

, .
mesh(X,Y,Z) C=Z, -

, .

[x,y]=meshgrid(-2:0.1:2,-2:0.1:2);
z=x.^2+y.^2;
mesh(x,y,z)
,
. 2.3. - ,
.

. 2.3. , meshgrid
2.3.4.


.
hold.
hold on , .
hold off .

t=-3:0.2:3;
[x,y]=meshgrid(t,t);
z=x.^2+y.^2;
contour(x,y,z,8)
hold on
v=2*t;
plot(t,v,'k.-')
grid on
hold off

z = x 2 + y 2 y = 2 x (. 2.4).

. 2.4.
2.4.
2.4.1.

( k = 2 ) .
2.4.2. -

.
.
(
?).

3.

3.1.
3.1.1. .
3.1.2.

Matlab.
3.2.

. U (0,1) ( (0,1) ). .
U (0,1) 1 , 2 ,... .
3.2.1. U (a, b)

1
, a < x < b, a, b R, a < b
f (x ) = b a
0,
x a, x b.
1. = a + (b a) .

3.2.2. () N ( a, 2 )
f ( x) =

1
2

( ) 2
2 2

, a R, 2 > 0 .

1. c = 2 . 1) r = 2 ln 1 ; 2) = c 2 ;
3) 1 = r cos , 2 = r sin ; 4) 1 = a + 1 , 2 = a + 2 .
2. 1) v1 = 2 1 1 , v 2 = 2 2 1 ; 2) s = v12 + v 22 ; 3) s 1 , . 1; 4) r = (2 ln s ) / s ; 5) 1 = v1 r , 2 = v 2 r ; 6) 1 = a + 1 ,

2 = a + 2 .
1 , 2 .
3.2.3. E ( )

1e 1x , x 0, > 0,
f (x ) =

0,
x < 0.
1. = ln .

3.2.4. 2 k H 1 ( k )
k

x
1
1
x
2 2

e , x > 0, k Z ,

f ( x ) = 2 k 2

2

0,
x 0.

1. = u i2 , u1 ,..., u k
i =1

N (0,1) .

3.2.5. k T1 (k )
k + 1
k +1

2 2

x
2
f ( x) =
1
, k Z .
+
k
k
k
2

1. =

u
, u v , v/k

u N (0,1) , v H 1 ( k ) .
3.2.6. m, k F1 ( m, k )
k + m
m
1
2 k m
2
x
k 2m 2

, x > 0, k , m Z ,
k +m
f (x ) = k m
(k + mx ) 2
2 2

0,
x 0.

1. =

v/m
, v w w/k

H 1 ( m) H 1 ( k ) .
3.2.7. W1 (k , 2 )
x
k

1 2
1

x 2 e 2 , x > 0, 2 > 0, k Z ,
k

f (x ) = 2 k k
2

0,
x 0.

1. = u i2 , u1 ,..., u k
i =1

N (0, 2 ) .

3.3. Matlab
3.3.1. m--

Matlab -

m-- m-- . M-- Matlab. m-- :


function var=f_name( )
%
%

var=

var , f_name .
var f_name( ).
, -, ,
, , .
, -.
var= , ,
. m--
(;),
return.
, :
function [var1,var2,]=f_name( )
%
%

var1=
var2=

var1,var2, , .

, . () :
[var1,var2,]=f_name( ).

f_name( ),

var1.

,

global var1 var2

5.0, Matlab . , ,
.
m-- Matlab, Matlab ,
-. - ,
f_name , -.

3.3.2.
Matlab
3.3.2.1. -
Disp(X) , . X , -


x=[1 2 3];
disp(x)
1

disp(' =')
=
disp(x(2)^2)
4
R=INPUT(' ?')

. Matlab, ,
, R.
, , .
R=INPUT(' , 's')

. ; Matlab-.

r=input(' ')
2*pi
r=
6.2832
r=input(' ','s')
2*pi
r=
2*pi
3.3.2.2. for-end

for-end

. :
for var=

,,
end

b:s:e, b
var, s () e
, . b:e, s=1. end.
break.
, .
.

for i=1:3
for j=1:3
a(i,j)=i+j;
end
end
a
a=
2

3.3.2.3. while_end
while

end

while , .
break.

x=1;i=1;
while x<=3
y(i)=x;
x=x+0.5;
i=i+1;
end
y
y=
1.0000 1.5000 2.0000 2.5000 3.0000
3.3.2.4. if-elseif-else-end

if :
if

1
elseif

2
else

3
end

.
:
if

end

.
1 ( ), . -

end . . 0 ( ), .
:
if

1
else

2
end

1, 1,
2 .
if :
_1 _ _2
_
: ==, <, >, <=, >=, ~=. .

for i=1:3
for j=1:3
if i==j
a(i,j)=2;
elseif abs(i-j)==1
a(i,j)=-1;
else
a(i,j)=0;
end
end
end
a
a=

2 -1
-1

2 -1

0 -1

3.3.2.5. switch-case-otherwise-end

( )
switch:
switch switch_B
case case_B

_
case { case_B1, case_B2, }

otherwise,

_
end

case, case_B switch_B. case_B


switch_B,
otherwise ( ). case, -

end.

m-- swit.m:
switch month
case{1,2,3}
disp(' ')
case{4,5,6}
disp(' ')

case{7,8,9}
disp(' ')
case{10,11,12}
disp(' ')
otherwise,
disp(' ')
end
month ( ) . ,
:
month=3;
swit

month=10;
swit

month=13;
swit

3.3.2.6.

pause :
pause .
pause(N) N .

pause on .
pause off .
3.3.3. Matlab

y=chi2rnd(k) 2 -.
y=exprnd (lambda) .
y=frnd (m,k) .
y=gamrnd (a,b) -.
y=normrnd (a,sigma) .
y=trnd (k) .
y=unifrnd (a,b) .
y=rand(m,k) ( m k ) - , -

(0,1).
r=unidrnd(k) ,

{1,2,..., k} . r k .
r=unidrnd(k,mm,nn) (mm nn) - , -

{1,2,..., k} .

3.4.
3.4.1. . 3.2

. 100 , , , Matlab.
m--. .

3.4.2.
function [xmean,s2,s3,s4,xmin,xmax,wtsum,wt,iwt,ifail]=g01aaf(x<,wt,iwt,ifail>)

xmean, s2,
s3, s4,
xmin, xmax, wtsum
x1,x2,,xn, x

w1,w2,,wn, wt. ,

wt , 1. iwt=0.

n=4;
iwt = 0;
x = [193.0 215.0 112.0 161.0];
[xmean,s2,s3,s4,xmin,xmax,wtsum,wt,iwt,ifail] = g01aaf(x);
xmean,s2,s3,s4,xmin,xmax,wtsum,ifail

4.

4.1.
4.1.1. .
4.1.2. -

Matlab.
4.2.
4.2.1.
()

m -

= (1 ,..., m ) , N ( A, R) A R,
A = ( a i ) , R = ( i , j ) , i, j = 1, m .

= (1 ,..., m ) m-
, ,
N (0, I ) , I . .
. C = (c i , j ) ( m m) -,

CC T = R .

(4.1)

, ,

= C + A ,
N ( A, R) .

(4.2)

. ,
1 ,..., m , , , i N (0,1) . m - N (0,1) .
, ,
C.
(4.1) ,
C : i , j = 0 , j > i .
i , j

. , (4.2)

1 = c1,11 + a1 . (4.1) c12,1 = 1,1 . ,


c1,1 = 1,1 . (4.2)

2 = c 2,11 + c 2, 2 2 + a 2 ,
(2.1)
c 22,1 + c 22, 2 = 2, 2 ,
c 2,1c1,1 = 1, 2 .

c 2,1 =

1, 2
c1,1

, c 2, 2 = 2, 2 c 22,1 ,

..

ci , j = ( i , j

j 1

j 1

=1

=1

ci, c j , ) / j , j c 2j ,

(4.3)

() = 0

=1

(4.3) -

, : c1,1 , c 2,1 , c 2, 2 , c 3,1 , c 3, 2 , c 3,3 , c 4,1 ,..., c m,m .


, (4.3),
(4.2).
4.2.2. ,

m ((a1 , b1 ),..., ( a m , bm ))
x
m
i
1

1
a
b

x i e i , x i > 0, bi > 0, a i > 0 ,


f ( x ) =
ai i
i =1 ( a i )bi

0,
xi 0.

4.2.3. ,

W m (( k1 , 12 ),..., ( k m , m2 ))

bi = 2 i 2 , a i =

ki
-
2

.
4.2.4. ,

H m (k1 ,..., k m )

bi = 2 , a i =

ki
-
2

-.

4.2.5. ,
E m (1 ,..., m )

bi = i , a i = 1 -
.
4.2.6.

( a1 , b1 ) ( a 2 , b2 ) ( a m , bm )

U m ((a1 , b1 ), ( a 2 , b2 ),..., ( a m , bm ))

m
1
, a i < xi < bi , a i < bi ,

f ( x ) = i =1 (bi a i )

0,
.
4.3. Matlab

Matlab
.
r=mvnrnd(mu,sigma,cases) , -

mu sigma. cases r
( ).
" " ( \MATLAB\toolbox\stats\)
, . 4.2.2 4.2.6, , 3.

4.4.
4.4.1.

. 4.2.1 4.2.6 . m = 2 , 100 , , , Matlab.


m--. , .
4.4.2.


y = a y + rx , y

y
x

(x ax ) .

a x , x
; a y , y ; rx , y .
4.4.3. -

5.

5.1.
5.1.1. -

.
5.1.2. -

Matlab.
5.2.
5.2.1.

x1 ,..., x n F (x) .
, x1 ,..., x n ,
1 / n . . 5.1.
5.1

xi

x1

x2

...

xn

pi

1/ n

1/ n

...

1/ n

F (x)
:

F ( x) = F ( x) .



F ( x) =

m
,
n

m , x ; n .

.
0,
x x (1) ,

i
F ( x) = , x (i ) < x x (i +1) , i = 1, n 1,
n
x > x ( n ) .
1,
x (i ) i - , i = 1, n .
F (x) , (. 5.1).

. 5.1.

() F (x) . ,
:
..

sup | F ( x) F ( x) | 0 .
n

5.2.2.

f (x) , f (x) . . [ x (1) , x ( n ) ]


l i , i = 1, l , m i , i - .

hi =

mi
,
n i

, .
. 5.2. n l , .
.
1. . l,

x ( n ) x (1)
l

(5.1)

2. . m ,
. m .
l = n / m , : [ x (1) , x ( m ) ] ,
[ x ( m ) , x ( 2 m ) ] , , [ x ((l 1) m ) , x (lm ) ] , x (i ) i- .
,
. , , 1 / 2 1 / 2 . , m 1 / 2 , m + 1 / 2 ,
m .

. 5.2.

5.3. Matlab


, 3. , 1.
.
5.3.1. Matlab
y=sort(x) x . x

, y . , x ,
y=sort(x) x .
y=sort(x,d) x d.
[y,i]=sort(x,d) i. x ,

y x (. toolbox\matlab\datafun).

.

5.3.2. Matlab
stairs(y) ()

y.
stairs(x,y) y

, x. x (. toolbox\matlab\specgraph).

stairs(x,y) . x
, y (i ) = i / n, i = 1, n .

5.3.3. Matlab
n=hist(y) y 10 -

(5.1) , ,
n. y , hist .
n=hist(y,l), l , l (5.1).
n=hist(y,x), x , y, -

, x.
x.
[n,x]=hist() ( n), -

( x).
hist() ,


hi = m i ,

mi

i -

i = 1, l

(. toolbox\matlab\datafun).
hist .
5.4.
5.4.1. () . 1.2.8 -

1 . , . 3.3.2.7 3.
5.4.2.

, -

. , . 1.2.9 1.

k = n = n

x ( n ) x (1)
l

5.4.3.

n .

6.

6.1.
6.1.1. -

.
6.1.2. -

Matlab.
6.2.
6.2.1.

.

= (1 ,..., m ) , f ( x, ) .
( x1 ,..., x n )
)
)
)
= ( 1 ,..., m ) .
.
6.2.1.1.

. m
j

j = E ( ) =

f ( x, )dx, j = 1, m .

, , j = j (1 ,..., m ) . m

1 n j
j = x i , j = 1, m .
n i =1
, m

j ( 1 ,..., m ) = j , j = 1, m .
)
)
1 ,..., m .

. , . . - .
6.2.1.2.

. f ( x1 ,..., x n ) x1 ,..., x n , .
x1 ,..., x n , 1 ,..., m .
L( 1 ,..., m ).
n

L(1 ,..., m ) = f ( xi , 1 ,... m ) ,


i =1

f ( xi , 1 ,... m ) , x xi .
, :

L(1 ,..., m ) max .


1 ,..., m

, ..-.
.
, ,
, :
ln L(1 ,..., m ) max .
1 ,..., m

..-,
:

L( 1 ,..., m ) = 0, j = 1, m ,
j

(6.1)

ln L( 1 ,..., m ) = 0, j = 1, m .
j

(6.2)

,

n

ln L( 1 ,..., m ) = f ( xi , 1 ,..., m ) ,
i =1


i =1

ln f ( x i , 1 ,..., m ) = 0, j = 1, m .

(6.3)

, ..- , .
. a 2 N (a, 2 ) .

.
a , 2 :
1

f ( x, a , 2 ) =

2 2

( xa)2
2 2

. 1 = E ( ) = a , 2 = D( ) = 2 . ,
n

1
a) = x i = x ,
n i =1

) 2 =

1 n
( xi x ) 2 = s 2 .

n i =1

. ,
( xi a ) 2
1
1
2
ln f ( xi , a, ) = ln(
) ln
.
2
2
2 2
2


x a

(ln f ( xi , a, 2 ) = i 2 ,
a

( xi a ) 2

1
2
.
ln f ( xi , a, ) =
+
2
2 2
2 4

(6.3),

n xi a
= 0,

2
i =1
n
2
2
( xi a ) = 0.

2 4
i =1

n
)a = 1 x = x .
i
n i =1

x a ,
)

2 =

1 n
( xi x ) 2 = s 2 .

n i =1

6.3. Matlab

normfit(x,alpha)

, x.
[muhat,sigmahat,muci,sigmaci]=normfit(x,alpha) -

100(1-alpha)-
. alpha=0,05, 95- .
expfit(x) -

x.
[muhat, muci]=expfit(x,)

100(1-alpha)- . alpha=0,05, 95- .


gamfit(x) -

- x.
[phat,pci]=gamfit(x,alpha)

100(1-alpha)- . alpha=0,05, 95- .


unifit(x,alpha)

x.
[ahat,bhat,aci,bci]=unifit(x,alpha)

100(1-alpha)- . alpha -

. alpha=0,05, 95-
.
binofit(x,n)

x (x n ).
[phat,pci]=binofit(x,n,alpha)

100(1-alpha)- . alpha .
alpha=0,05, 95- .
phat=mle('dist',data) -

, dist, data.
[phat,pci]=mle(dist,data,alpha,p1)

100(1-alpha)- .
alpha=0,05, 95- . p1
.
function

[x,options]=fmins(funfcn,x,options,grad,varargin)

.
x=fmins('f',x0) x,

f(x) x0. 'f' ,


, . f(x)
.
x=fmins('f',x0,options) .
options(1) ,

. options(1)=0. options(2)
x; 1.e-4. options(3) f(x);
1.e-4. options(14)
; options(14) = 200*n, n x. options fmins .

x=fmins('f',x0.options,[],p1,p2,...) -

, , f(x,p1,p2,...).
[x,options]=fmins(...) options(10).
fmins - ( ) .

. m--, :
function y=funobj(x)
y=(x(1)-1)^2+(x(2)-2)^2+(x(3)-1)^2;
return

:
x=[0 0 0];
y = fmins('funobj',x)
y=
1.0000 2.0000 1.0000
6.4.
6.4.1. . 1.2.8 1

..- ,
m-- . f (x) ( f ( x)) .
6.4.2. ,

Matlab.

7.

7.1.
7.1.1. -

.
7.1.2.

Matlab.
7.2.

( , ) , :
P ( < < ) = .

(7.1)

( x1 , x 2 ,..., x n ) , . 1 {0,9; 0,95; 0,975} .


(7.1)

P ( > ) = 1 ,

P ( < ) = 2 ,

(7.2)

1 + 2 = 1 .

(7.2)

1 = 2 = = (1 ) / 2 . ,
:

P
(
)
,

>

P( < ) = 1 .

(7.3)


, )
,
)
g = g ( ) . ,
f g (x) . ,
, f g ( x, ) .
g , g , g
1

P
(
g
g
)
,
>
=

P( g < g ) = 1 .

2
g , g
(7.3) , .
.
7.2.1. a N ( a, 2 ) 2

x u1
2

< a < x + u1
2

x=

1 n
xi ,
n n =1

u1 100
2

1
- N (0,1)
2

(. 7.1).

. 7.1. 100

1
-
2

7.2.2. a N (a, 2 )

2
x t1
2

s
< a < x + t1
n 1
2

s
,
n 1

1 n
s = ( xi x ) 2 , s = s 2 ,
n n =1
2

t 1 100
2

1
- T1 ( n 1) . 2

T1 ( n 1) t 1
2

, u 1 (. 7.1).
2

7.2.3. 2 N ( a, 2 ) a

ns 02
ns 02
2
< <
,
v1
v1+
2

s02
v1 , v1+ 100
2

1 n
= ( xi a ) 2 ,
n n=1

1
1+
- 100
- H 1 ( n)
2
2

(. 7.2).
7.2.4. 2 N (a, 2 ) a

ns 2
ns 2
2
< <
,
w1
w1+
2

w1 , w1+ 100
2

H 1 ( n 1) (. 7.2).

1
1+
- 100
-
2
2

1
1+
- 100
-
2
2
-

. 7.2. 100

7.2.5.
A

n , m . p = P ( A) A
n
n + u 12
2

u1 100
2

u 12

p) + 2 u
1

2n
2

u 12
p) q)
+ 22 ,
n
4n

1
) m
- N (0,1) , p = p =

n
2

)
)
, q = 1 p . , .

:
))
))
pq
pq
)
)
p u1
< p < p + u1
.
n
n
2
2
7.3. Matlab

7.3.1.
normfit(x,alpha)

, x.
[muhat,sigmahat,muci,sigmaci]=normfit(x,alpha) -

100(1-alpha)-
. alpha=0,05, 95- .
expfit(x) -

x.
[muhat,muci]=expfit(x,alpha)

100(1-alpha)- . alpha=0,05, 95- .


gamfit(x) -

- x.
[phat,pci]=gamfit(x,alpha)

100(1-alpha)- . alpha=0,05, 95- .


unifit(x,alpha)

x.
[ahat,bhat,aci,bci]=unifit(x,alpha)

100(1-alpha)- . alpha -

. alpha=0,05, 95-
.
binofit(x,n)

x. (x
n ).
[phat,pci]=binofit(x,n,alpha)

100(1-alpha)- . alpha .
alpha=0,05, 95- .
phat=mle(dist,data) -

, dist, data.
[phat,pci]=mle(dist,data,alpha,p1) -

100(1-alpha)- .
alpha=0,5, 95- . p1 .
7.3.2.
x=norminv(p,mu,sigma) -

mu
sigma p.
x=chi2inv(p,n) -

n p.
x=tinv(p,n) -

n p.
x=finv(p,m,n ) -

m, n p.

. 100 - p = 1 .

7.4.
7.4.1. N ( a, 2 )

a, 2 . 7.2.1 ,
m--.
7.4.2. , -

Matlab.

8.

8.1.
8.1.1 .
8.1.2. -

Matlab.
8.2.
8.2.1. .

H = {H 0 , H 1 ,..., H k 1 }

. k-. H i , i = 0, k 1 , k - .
x1 ,..., x n .
- , , .
. ,
. H 0 .
H i ,
.
.

H ,
, , .
H i , , .
H , , , .

8.2.2.

{H 0 , H 1 } ,
H 0 , H 1 . -

.
g = g ( x1 ,..., x n ) ,
()
.
f g (x) . .
P (| g |> g / 2 ) = ,

(8.1)

P( g > g ) = ,

(8.2)

P( g < g ) = ,

(8.3)

, :
{0,1; 0,05; 0,025; 0,01}. , ,
, . g / 2 , g , -

. , | g |> g / 2 , g > g ,
g < g , .

. 8.18.3 .
(8.1)
. (8.2) . (8.3) . .
. g
g / 2 g , . g
g . , | g |> g / 2
(8.1), g > g (8.2), g < g (8.3), H 0 . , g , H 0 .

. 8.1.

. 8.2.

. 8.3.

, : ,
.
8.2.3.

x1 ,..., x n
, . .
8.2.3.1. 2 ()

f (x)

f 0 ( x, 1 ,..., m ) ,

m 1 ,..., m , m .

{ H 0 : f ( x) = f 0 ( x,1 ,..., m ), H 1 : f ( x) f 0 ( x,1 ,..., m ) }.
,
f 0 ( x, 1 ,..., m ) . 2 -

l m i , (
).
(mi np) i ) 2
,
v=
np) i
i =1
l

(8.4)

)
pi i-

p) i =

)
)
f 0 ( x, 1 ,..., m )dx .

i- i .
)
)
f 0 ( x,1 ,..., m ) , )
)
..- 1 ,..., m .
H 0 (8.4) ,
n H 1 (l m 1) (-
(l m 1) ).


P (v > v ) = ,

v 100 - H 1 (l m 1) .
, m = 0 ,
H 1 (l 1) .

8.2.3.2. ()


H 0 : F ( x) = F0 ( x)

H 1 : F ( x) F0 ( x) ,
F (x) , F0 ( x ) ( ). .

= n,

(8.5)

= max | F0 ( x) F ( x) |
x


F0 ( x ) F (x) .

H 0 , (8.5) , n . :
P ( > ) = ,

100 - (.8.1).
8.1
, P ( > ) =

0,01

0,02

0,03

0,04

0,05

1,627

1,520

1,45

1,40

1,358

8.2.3.3. 2 ()

= [ F ( x) F0 ( x)] 2 dF ( x) =
2

1
12n 2

1 n
2k 1 2
[ F0 ( x ( k ) )
] ,

n k =1
2n

x ( k ) . 2
z = n 2 .

(8.6)

z (8.6) n ,
(. 8.2). 2 .

8.2
z ,
P ( z > z ) =

0,01

0,02

0,03

0,04

0.05

0,74

0,62

0,55

0,50

0,46

8.3. Matlab
-
function [chisq,p,ndf,eval,chisqi,ifail]=g08cgf(ifreq,cint,dist,par,npest,...
prob,ifail) -

- . , , ,

( x1 ,..., x n ) k . -

. : , , , -, .
ifreq k () cint k , k .
g01aef. dist , : 'u' , 'n' ,
'e' , '' -, 'g' . par ,
, npest=0.
g08cgf - v (8.4) chisq,

ndf chisq p.

function

[cint,ifreq,xmin,xmax,ifail]=g01aef(x,iclass,cint,ifail)

. n , x. iclass ,
() . iclass=0 , iclass=1 cint.
cint k , k , -

() y1 ,..., y k 1 . ifreq k , ,
(). xmin , xmax
.
: n=(x); k=(cint).
a = min( x1 ,..., x n ) b = max( x1 ,..., x n ) . k f i , i = 1, k . y i , i = 1, k 1 ,
.
, . k > 2 , x k 2
. k = 2 , y1 = ( a + b) / 2 .
: f1 x
( , y1 ) ; f i x [ y i 1 , y i ) ,

i = 1, k 1; f k x [ y k 1 , ) .
k > 2 , f1 = f k = 0 y1 y k 1
, y1 < a y k 1 > b .
,
, .
g01aef
x=[22.3 21.6 22.6 22.4 22.4 22.4 22.1 21.9 23.1 23.4];

iclass = 0; % 0 , 1
%
cint =[0 0 0 0 0]; % = k
[cint,ifreq,xmin,xmax,ifail] = g01aef(x,iclass,cint) %
cint =
21.5991
22.1997
22.8003
23.4009
0
ifreq =
0
3
5
2
0
xmin =
21.6000
xmax =
23.4000
ifail =
0
g08cgf
n=100; %
alpha=0.05 %
cdist='e' %
par(1)=1; % 1-
par(2)=0; % 2-
npest=0;
for i=1:n %

x(i)=exprnd(1/par(1));
end
iclass=0; % 0 , 1 %
cint=[0 0 0 0 0 0 0 0 0 0]; %
% k
k=10;
[cint,ifreq,xmin,xmax,ifail] = g01aef(x,iclass,cint); %
%
cint
ifreq
[chisq,p,ndf,eval,chisqi,ifail]=g08cgf(ifreq,cint(1:k-1),cdist,par,npest); %
%
chisq %
ndf %
p % , ksi>chisq
if p>alpha %
disp(' ')
else
disp(' ')
end
alpha=
0.05
cdist =
e
cint =
0.0094
0.5859

1.1624
1.7389
2.3154
2.8919
3.4684
4.0449
4.6214
0
ifreq =
0
47
24
18
4
2
0
2
3
0
**

3 classes have expected frequency less than one.

** ABNORMAL EXIT from NAG Library routine G08CGF: IFAIL = 10


** NAG soft failure control returned
chisq =
15.8252
ndf =
9
p=
0.0706

8.4.
8.4.1. n = 100 ,

. 1.2.8 1.
. 8.2.2 , m.
8.4.2. - -

Matlab g08cgf.
1. g08cgf
f ( x ) = e x ,
1

exprnd, expcdf, exppdf, expfit f ( x ) = 1e x .


2.
-
chi2inv, . 7.3.2 7. Matlab
2 . 2 . 8.1, 8.2 .

9.
:

9.1.
9.1.1. -

.
9.1.1. Matlab

.
9.2.
9.2.1. ()

, ( ) z i
1 , , m :
z i = i ( 1 , , m , x i ,1 , , x i ,l ) + ei , i = 1, M ,

(9.1)

i ( 1 , , m , x i ,1 , , x i ,l ) ; ei
; xi ,1 , , x i ,l ,
.

)
)
z i 1 , , m -

1 , , m .
.
().


- . (9.1) :
Z = (, X ) + E ,

T (, X ) = ( 1 (, X 1 ), , M (, X M )) ,

Z T = ( z1 , , z M ) ,

(9.2)

T = ( 1 , , m ) ; X = ( X 1 , , X M ) ; E T = (e1 , , e M ) . E -

N M (0, R E ) .

)
Z , X -

.
(, X )
0 -
)
NK = 0 + (Q T R E1Q ) 1 Q T R E1 ( Z ( 0 , X )) ,

(9.3)

Q=

d ( 0 , X )
,
d 0

(9.4)


R) N K = (Q T R E1Q) 1 .
9.2.2.

(9.3) xoy
. M

() A1 = ( x1 , y1 ) ,,

AM = ( x M , y M ) , 1 , , M (. 9.1). 1 , , M N ( a i , 2 ) , a i i - , 2
. x i , y i

.
T = ( x c , y c ) .
- (9.3). (9.1)

i = arctg

yc yi
+ ei , i = 1, M ,
x c xi

(9.5)

yc yi
, i = 1, M .
xc xi

(9.6)

i ( x c , y c ) = arctg

. 9.1.

(9.2) :
Z T = ( i ) , T ( x c , y c ) = ( i ( x c , y c )) , E T = (ei ) , i = 1, M .

ei

2 , E

RE = 2 I ,

I ( M M ) -.
(9.3)
)
NK = 0 + (Q T Q ) 1 Q T ( Z ( 0 )) ,

(9.7)

T0 = ( x 0 , y 0 ) .
Q (9.4), (9.6)
Q = (q i , j ), i = 1, M , j = 1,2 ,

q i ,1 =

d i ( x 0 , y 0 ) y 0 y i
,
=
dx 0
di

q i ,1 =

d i ( x 0 , y 0 ) x 0 x i
,
=
dy 0
di

d i = ( x0 x i )2 + ( y 0 y i )2 .
)
, (9.7) NK , 0 , Z , ( 0 ) -,
Q ( M 2) - Q T (2 M ) -.
9.3. Matlab

Matlab .
' (), A
A . :
+ () () , * () , / () \ ( )
. , A \ B B A , A 1 B , A 1 . A / B
A B , AB 1 .

,
.
9.4.
9.4.1.

10 ( M = 10 ),
l = 10 ,
x 1 = 0 , x k +1 = x k + l , k = 1, M 1 ,

(9.8)

y k = 0, k = 1, M .

(9.9)

( x c , y c ) = (75, 100)

(9.10)

10
)
TN K , = ( x) c , , y) c , ), = 1,10 .

(9.11)

( x 0 , y 0 ) -
, :
x0 =

( y 2 y1 ) + ( x1tg 1 x 2 tg 2 )
,
tg 1 tg 2
y 0 = ( x 0 x1 )tg 1 + y1 .

(9.12)
(9.13)

2 = 0,001 .
9.4.2. , : -

(9.8, 9.9), - (9.10),


(9.5), - (9.7, 9.11). . ,
( x i ,0) i ,
y = tg i ( x x i ) ,

, , , y = 1,3 y c = yl ,

xl =

yl + tg i x i
.
tg i

plot ( x i ,0) ( xl , yl ) ,
u = ( x i , xl ) v = (0, yl ) .
9.4.3.

2 , ( x 0 , y 0 ) , , .

10.
10.1.
10.1.1. .
10.1.2. -

Matlab.
10.2.
10.2.1.

. ,
,
. , .
(
) ,
.
, X = ( x1 ,..., x q ) ,
:
f ( / x ) = N ( ( x, ), 2 ) ,
= (1 ,..., m )

y = ( x , ) .
:

= ( X , ) + ,

N (0, 2 ) .
X 1 ,..., X n X ,
y o,1 ,..., y o,n

y oi = ( xi , ) + z i , i = 1, n ,
z i ( ).

)
( X 1 , y o,1 ),..., ( X n , y o,n ) , ) 2

, 2
.
10.2.2.

. y = ( x, ) ,
, X ,
:
y = ( X , ) = H T ,

H T = H T ( X ) = ( h1 ( X ),..., hm ( X )) = ( h j ( X )), j = 1, m

h j ( X ) X ,

T = ( 1 ,..., m ) = ( j ), j = 1, m ,

- .

, , ,
.
,
H T = (1, x ),

= ( , ) .


y = ( x, , ) = (1, x) = + x .

y = + x1 + x 2 + x12 ,
H T = (1, x1 , x 2 , x12 ),

= ( , , , ) .

,
y oi = H iT + z i , i = 1, n ,

H i T = ( h1 ( X i ),..., hm ( X i )) = (h j ( X i )), j = 1, m, i = 1, n ,

, H 1 ,..., H n .
,
:
)T

= ( H
j =1

) 2 =

T 1
jH j ) (

H i y o ,i ) ,

i =1

)
1 n
( y o,i H iT ) 2 .

n i =1

.
,
Yo = F + Z ,

YoT = ( y o,i ) , F = ( f i , j ) = (h j ( X i )) , T = ( j ) , Z T = ( z i ) , i = 1, n, j = 1, m .
:
)
= ( F T F ) 1 ( F T Yo ) ,
1
n

) 2 = (Yo F ) T (Yo F ) .

(10.1)
(10.2)

10.2.3.

)
, , . 2 -

, , .
)
)
n )2
1
T
1 =
=
(Yo F ) (Yo F ) ,
nm
nm

)2

m ,

)
)
, . 2 .
. ,
)
N m ( , 2 ( F T F ) 1 ) ,
v=

n) 2

(n m) 12

(10.3)

H nm .

2 ( F T F ) 1

(10.4)

.
:
A = F T F = (a i , j ) , A 1 = ( F T F ) 1 = ( a i , j ), i, j = 1, m .
)
, ,
)
i i
ui =
N (0,1), i = 1, m ,
2 i ,i
a
)
)
i i
i i
ti =
nm=
Tn m , i = 1, m .
)
2 i ,i
2 i ,i
)
n a
1 a
)
)
, y
X

)
)
y = H T .

)
y) = H T N ( H T , 2 H T A 1 H )
)
2 .
)
( y y) n m
ty =
=
)2
T 1
H A Hn

)
( y y)
T

)2

H A H 1

Tn m .

10.2.4.

t i

i , i = 1, m :
)

i t 1 ) 12 a i,i < i < i + t 1 ) 12 a i ,i .


2

t y y = H T :
)
)
)
)
y t1 12 H T A 1 H < y < y + t1 12 H T A 1 H .
2

t1 100
2

1
- Tn m
2

( n m ).
v

2:
)
)
(n m) 12
(n m) 12
2
< <
,
v1
v1+
2

v1 , v1+ 100
2

1
1+
- 100
-
2
2

H n m (- n m ).

t i , v

i , 2 , , {H 0 : i = i ,0 , H 1 : i i ,0 } , i = 1, m ,
{H 0 : 2 = 02 , H 1 : 2 02 } .

t y y = H T .

10.3. Matlab

m- , 9. .
x=tinv(p,n),
n
p . 100 -
: x=tinv(1-alpha,n).
10.4.
10.4.1.

( x , , , ) = + x + x 2
, , , 2 n . xi , i = 1, n , x
(a, b) .
10.4.2. (10.1, 10.2). -

,
( ).
10.4.3. , , -

10.4.4. 95-

y .

1. . . .: , 1975. 648 .
2. .., ..
. .: , 1987. 304 .
3. .. . . 3: : . . .: , 1998. 71 .
4. .., - .. . .: , 1969.
511 .
5. .. . .: , 1984. 472 .
6. .., .. . .:
, 1983. 416 .
7. .. . .
.: , 2000. 384 .
8. .. : . . . . . .: , 2001. 167 .
9. .. . . 1: . .: - . , 1957. 157 .
10. .., .. 5.0/5.3.
. .: , 1999. 640 .
11. .., .. MATLAB: . .
. . 53 01 02 . .: , 2002. 40 .


1.
MATLAB.
........................ 1
1.1. ........................................................................................................ 3
1.2. ................................................................................ 3
1.2.1. Matlab................................................................ 3
1.2.2. Matlab................................................................................... 4
1.2.3. Matlab.................................................................................... 4
1.2.4. Matlab ........................................... 5
1.2.5. Matlab ........................................................................... 8
1.2.6. m-- ..................................................................... 9
1.2.7. .................................... 9
1.2.8. ......... 11
1.2.9. Matlab ................... 13
1.3. ........................................................................ 15
2.
... 16
2.1. ...................................................................................................... 16
2.2. .
................................................................................ 16
2.2.1. () N ( A, R ) .......... 16
2.2.2. .................................................... 17
2.2.3. -
m ((a1 , b1 ),..., (a m , bm )) .......................................................................................... 19
2.2.4.
Wm ((k1 , 12 ),..., (k m , m2 )) ....................................................................................... 19
2.2.5. - H m (k1 ,..., k m ) .. 19
2.2.6.
E m (1 ,..., m ) .......................................................................................................... 19
2.2.7.
(a1 , b1 ) (a 2 , b2 ) (a m , bm ) U m ((a1 , b1 ), (a 2 , b2 ),..., (a m , bm )) ..................... 20
2.3. Matlab ................ 20
2.3.1. ................................................... 20
2.3.2. ............................................................... 21

2.3.3. ..................................... 22
2.3.4. ........................................................... 24
2.4. ........................................................................ 25
3.
.......................................................................................... 26
3.1. ...................................................................................................... 26
3.2. .............................................................................. 26
3.2.1. U (a, b) .......................................................... 26

3.2.2. () N ( a, 2 ) ................................ 26
3.2.3. E ( ) ................................................... 27
3.2.4. 2 k H 1 ( k ) ................................. 27
3.2.5. k T1 (k ) ....................... 27
3.2.6. m, k F1 ( m, k ) ................. 28
3.2.7. W1 (k , 2 ) ...................................... 28
3.3. Matlab ... 28
3.3.1. m--....................................................................... 28
3.3.2.
Matlab ....................................................................................................................... 30
3.3.3. Matlab
..................................................................................................... 37
3.4. ........................................................................ 37
4.
.......................................................................................... 39
4.1. ...................................................................................................... 39
4.2. .............................................................................. 39
4.2.1.
() ............................................................................. 39
4.2.2. ,
-
m ((a1 , b1 ),..., ( a m , bm )) .......................................................................................... 41
4.2.3. ,

Wm ((k1 , 12 ),..., (k m , m2 )) ....................................................................................... 41

4.2.4. ,
-
H m (k1 ,..., k m ) .......................................................................................................... 41
4.2.5. ,

E m (1 ,..., m ) .......................................................................................................... 42
4.2.6.
( a1 , b1 ) ( a 2 , b2 ) ( a m , bm )
U m ((a1 , b1 ), ( a 2 , b2 ),..., ( a m , bm )) ........................................................................... 42
4.3. Matlab
........................................................................................................................... 42
4.4. ........................................................................ 43
5.
.................. 44
5.1. ...................................................................................................... 44
5.2 ............................................................................... 44
5.2.1. ..................................................... 44
5.2.2. .................................................................................................. 46
5.3. Matlab
............................................... 48
5.3.1. Matlab..................................................................................... 48
5.3.2. Matlab..................................................................... 48
5.3.3. Matlab.................................................................................. 49
5.4. ........................................................................ 49
6.
.................................................................. 51
6.1. ...................................................................................................... 51
6.2. .............................................................................. 51
6.2.1. ....... 51
6.3. Matlab
.......................................................................................................... 55
6.4. ........................................................................ 57

7.
............................................... 58
7.1. ...................................................................................................... 58
7.2. .............................................................................. 58
7.2.1. a
N ( a, 2 ) 2 ................ 59
7.2.2. a
N ( a, 2 ) 2 ............ 60

7.2.3. 2
N ( a, 2 ) a ............ 61
7.2.4. 2
N (a, 2 ) a ........ 61
7.2.5.
A................................................................................................................. 62
7.3. Matlab
.......................................................................................................... 63
7.3.1. ................................... 63
7.3.2. ............................ 64
7.4. ........................................................................ 65
8.
................................................................................................ 66
8.1. ...................................................................................................... 66
8.2. .............................................................................. 66
8.2.1. . .................. 66
8.2.2. ................................................................................... 67
8.2.3. ............................................. 70
8.3. Matlab ........ 73
8.4. ........................................................................ 78
9.
:
........................................................................... 79
9.1. ...................................................................................................... 79

9.2. .............................................................................. 79
9.2.1. () ............... 79
9.2.2. ....................... 80
9.3. Matlab ................................................. 82
9.4. ........................................................................ 83
10. ............. 85
10.1. .................................................................................................... 85
10.2. ............................................................................ 85
10.2.1. ...................................................................................... 85
10.2.2. ................................................................... 86
10.2.3. ......................................................................................... 88
10.2.4. ....... 89
10.3. Matlab ................................................ 90
10.4. ...................................................................... 90
......................................................................................................... 92

. 2004, . 36


53 01 02

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..
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.
.
. . .
.-. . 4,6.
150 .
544.
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:

.
156 30.12.2002.
509 03.08.2001.
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