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PDF Ru
PDF Ru
53 01 02
2004
:
,
- ..
..
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-
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
, , .
>> %
>> 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
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-
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
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 .
( 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
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
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.
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.
. 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 -
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
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)
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) -
m ((a1 , b1 ),..., ( a m , bm ))
x
m
i
1
1
a
b
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.
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.
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
f ( xi , 1 ,... m ) , x xi .
, :
, ..-.
.
, ,
, :
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,)
- x.
[phat,pci]=gamfit(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,
. 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)
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)
- x.
[phat,pci]=gamfit(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
**
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
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. , : -
, , , 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 :
)
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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.01.2004.
6084 1/16.
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.-. . 4,6.
150 .
544.
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:
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156 30.12.2002.
509 03.08.2001.
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