# ZAD1 load(url("http://ls.home.amu.edu.pl/data_sets/Centrala.RData")) library(EnvStats) epois(Centrala$Liczba, method = "mle/mme/mvue", ci = TRUE, ci.type = "two-sided", conf.level = 0.95, ci.method = "exact")$interval$limits epois(Centrala$Liczba, method = "mle/mme/mvue", ci = TRUE, ci.type = "two-sided", conf.level = 0.95, ci.method = "pearson.hartley.approx")$interval$limits epois(Centrala$Liczba, method = "mle/mme/mvue", ci = TRUE, ci.type = "two-sided", conf.level = 0.95, ci.method = "normal.approx")$interval$limits # ZAD 2 awarie <- read.table("http://ls.home.amu.edu.pl/data_sets/awarie.txt") lambda_limits <- eexp(awarie$V1, method = "mle/mme", ci = TRUE, ci.type = "two-sided", conf.level = 0.95, ci.method = "exact")$interval$limits rev(1 / lambda_limits) rev(1 / lambda_limits^2) # ZAD 3 median_cint <- function(x, conf_level = 0.95) { m <- mean(x^2) a <- 1 - conf_level n <- length(x) L <- sqrt(log(2) * m * (1 - qnorm(1 - a / 2) / sqrt(n))) R <- sqrt(log(2) * m * (1 + qnorm(1 - a / 2) / sqrt(n))) w <- list(title = "mediana", est = sqrt(log(2) * m), l = L, r = R, conf_level = conf_level) class(w) <- "confint" return(w) } print.confint <- function(x) { cat(x$conf_level * 100, "percent confidence interval:", "\n") cat(x$l, " ", x$r, "\n") } summary.confint <- function(x) { cat("\n", "Confidence interval of", x$title, "\n", "\n") cat(x$conf_level * 100, "percent confidence interval:", "\n") cat(x$l, " ", x$r, "\n") cat("sample estimate", "\n") cat(x$est, "\n") } x <- c(0.9, 6.2, 2.1, 4.1, 7.3, 1.0, 4.6, 6.4, 3.8, 5.0, 2.7, 9.2, 5.9, 7.4, 3.0, 4.9, 8.2, 5.0, 1.2, 10.1, 12.2, 2.8, 5.9, 8.2, 0.5) median_cint(x) summary(median_cint(x)) # ZAD 4 conf_int <- function(x, conf_level = 0.95) { c(mean(x) - sd(x) * qt(1 - (1 - conf_level) / 2, length(x) - 1) / sqrt(length(x)), mean(x) + sd(x) * qt(1 - (1 - conf_level) / 2, length(x) - 1) / sqrt(length(x))) } mu <- 1 sigma <- 3 nr <- 1000 df <- 3 lambda <- 3 n <- 10 cat(paste("n = ", n, sep = ""), "\n") temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rnorm(n, mu, sigma) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < mu) & (mu < temp_int[2])) } mean(temp) temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rchisq(n, df) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < df) & (df < temp_int[2])) } mean(temp) temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rexp(n, rate = lambda) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < 1 / lambda) & (1 / lambda < temp_int[2])) } mean(temp) n <- 50 cat(paste("n = ", n, sep = ""), "\n") temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rnorm(n, mu, sigma) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < mu) & (mu < temp_int[2])) } mean(temp) temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rchisq(n, df) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < df) & (df < temp_int[2])) } mean(temp) temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rexp(n, rate = lambda) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < 1 / lambda) & (1 / lambda < temp_int[2])) } mean(temp) n <- 100 cat(paste("n = ", n, sep = ""), "\n") temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rnorm(n, mu, sigma) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < mu) & (mu < temp_int[2])) } mean(temp) temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rchisq(n, df) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < df) & (df < temp_int[2])) } mean(temp) temp <- numeric(nr) set.seed(1234) for (i_nr in seq_len(nr)) { x <- rexp(n, rate = lambda) temp_int <- conf_int(x) temp[i_nr] <- ((temp_int[1] < 1 / lambda) & (1 / lambda < temp_int[2])) } mean(temp)