STAT 340 Code:

Assignment 1 Q2

MAMD=function(v)
{s=NULL #Denote s and output as NULL vectors
output=NULL
q=median(v) #Denote q as the median (2nd quartile) of the
vector
n=length(v) #Denote n as the length (# values) of the vector
for (i in 1:n) # loop n times, find abs(each value - median)
and store in vector s
{s=c(s,abs(v[i]-q))}
output=c(output,sum(s)/n) #divide sum of s vector by n
return (output)}






























Assignment 1 Q3 PA

MNTL2 = function(N) { #N is the number of times we make MNTL lose
power!
output = NULL; #vector which is empty.
interval <- c(0, 0, 0)
# A variable that tells me how many yrs until MNTL lost power.
for (i in 1:N) {#start of for loop
T = rexp(9,1/20)
#9 data values from an exponential distribution with a rate of 1/20
#the r_distribution name is used to create random data, eg.
rnorm, rbinom, runif....
P1 = min(T[1],T[2],T[3],T[4],T[8])
P2 = min(T[1],T[6],T[5],T[4],T[3],T[7])
P3 = min(T[1],T[2],T[7])
P4 = min(T[1],T[6],T[5],T[8])
L = max(P1,P2,P3,P4)
output = c(output,L)
}#End for loop
error=(qnorm(0.975)*sd(output))/sqrt(N)
# denote the standard error as 1.96 * stddev of the N
realizations/sqrt of N
interval[1]<-c(mean(output)-error)
interval[2]<-c(mean(output))
interval[3]<-c(mean(output)+error)
# denote interval as the vector containing the lower limit, mean,
and upper limit of the N realizations with 95% confidence.
print(interval)}
#end function


outputs:

>source("/Users/DavidXu/Documents/Lectures/STAT340/Assignments/A1/A1Q3.
R")
> MNTL2(100)
[1] 7.169840 8.326651 9.483461
>






Assignment 1 Q3 PB

MNTL_weak = function(N) { #N is the number of times we make MNTL
lose power!
output = NULL; #vector which is empty.
interval <- c(0, 0, 0)
# A variable that tells me how many yrs until MNTL lost power.
for (i in 1:N) {#start of for loop
T = rexp(9,1/20)
#9 data values from an exponential distribution with a rate of
1/20
#the r_distribution name is used to create random data, eg.
rnorm, rbinom, runif....
Z=rnorm(6,13,4)
# 6 cities (excluding MNTL itself) that may lose ability to
produce power
P1 = min(T[1],T[2],T[3],T[4],T[8], Z[1], Z[2], Z[4], Z[5], Z[6])
P2 = min(T[1],T[6],T[5],T[4],T[3],T[7], Z[1], Z[2], Z[3], Z[4],
Z[5], Z[6])
P3 = min(T[1],T[2],T[7], Z[1], Z[2], Z[4])
P4 = min(T[1],T[6],T[5],T[8], Z[1], Z[2], Z[3], Z[6])
L = max(P1,P2,P3,P4)
output = c(output,L)
}#End for loop
error=(qnorm(0.975)*sd(output))/sqrt(N)
interval[1]<-c(mean(output)-error)
interval[2]<-c(mean(output))
interval[3]<-c(mean(output)+error)
print(interval)}
#end function

outputs:

>source("/Users/DavidXu/Documents/Lectures/STAT340/Assignments/A1/A1Q/
PB.R")
> MNTL_weak(100)
[1] 5.581896 6.227770 6.873645







Assignment 1 Q4 PA

# By the properties of variance, and given X(i) i.i.d

#V(sum of i, i=1 to n, 2^X(i))= sumof i, i=1 to n V(2^X(i))
#V(sum of i, i=1 to n, exp(X(i)))= sumof i, i=1 to n V(exp(X(i)))
# hence, the variance for both increases as n increases, estimate
V(2^X(i)) and V(exp(X(i))) to compare the variances

estimate=function(n)
{variance=NULL
variance=c(variance, var(2^(runif(n))))
variance=c(variance, var(exp(runif(n))))
print(variance)}

# This function will produce the variance of exp(X(i)) and 2^X(i)
after providing a sample size for X(i) (the larger n is, the more
accurate)


outputs:

>source("/Users/DavidXu/Documents/Lectures/STAT340/Assignments/A1/A1Q4
PA.R")
> estimate(10000000)
[1] 0.08264784 0.24209412