# Prova finale LIS 22 -- 31 maggio 22 # Es. 1 rm(list=ls()) n=7 # theta=0.9 # dati=rgamma(n,1,scale=theta) dati=c(3.0826826, 0.8573664, 2.4893457, 0.3870199, 1.0520483, 0.3786478, 1.5411024) dati=round(dati,2) dati sn=sum(dati) smv=sn/n smv theta.0=0.9 Lik.0=(1/(theta.0^n))*exp(-sn/theta.0) Lik.smv=(1/(smv^n))*exp(-sn/smv) # Veros relativa Lik.rel=Lik.0/Lik.smv Lik.rel # Ris.: 0.452... # Es. 2 rm(list=ls()) n=10 theta=3 sig2=2 sig=sqrt(sig2) # dati=rnorm(10,mean=theta,sd=sig) dati=c(4.846913, 1.037077, 4.800176, 3.260488, 4.063884, 3.836854, 1.609754, 2.609587, 1.768431, 4.016410) dati=round(dati,2) dati smv=mean(dati) # Insieme L.q smv q=0.8 k.q=sqrt(-2*log(q)) k.q L=smv-k.q*sig/sqrt(n) U=smv+k.q*sig/sqrt(n) c(L,U) # 2.88,3.48 # Lungh U-L # 0.59 # Es. 3 rm(list=ls()) n=10 theta=2.3 sig2=2 sig=sqrt(sig2) dati=c(4.846913, 1.037077, 4.800176, 3.260488, 4.063884, 3.836854, 1.609754, 2.609587, 1.768431, 4.016410) dati=round(dati,2) dati # (a) smv=mean(dati) smv # 3.18 alpha=0.1 t.test(dati,conf.level=1-alpha)$conf.int # 2.39 3.97 # (b) alpha=0.04 t.test(dati, alternative = "greater", conf.level=1-alpha,mu=2.30) # p-value = 0.03489 < 0.04 ---> RIF. H0 (con alpha=0.04) (c) # t = 2.0573, df = 9 # Es. 4 rm(list=ls()) n=15 M=10000 mu=3 sig2=4 sig=sqrt(sig2) x.matr=rnorm(n*M,mean=mu,sd=sig) x.matr=matrix(x.matr,M,n) S2.MC=apply(x.matr,1,var) L=S2.MC/2 U=2*S2.MC mean(L<=sig2&U>=sig2) # 0.92 # Es. 5 rm(list=ls()) n=10 M=10000 theta0=4 theta1=3 # simulazione sotto H0 x.matr.H0=rbeta(n*M,shape1=theta0,shape2=1) x.matr.H0=matrix(x.matr.H0,M,n) xmed.H0=apply(x.matr.H0,1,mean) smom.H0=xmed.H0/(1-xmed.H0) # simulazione sotto H1 x.matr.H1=rbeta(n*M,shape1=theta1,shape2=1) x.matr.H1=matrix(x.matr.H1,M,n) xmed.H1=apply(x.matr.H1,1,mean) smom.H1=xmed.H1/(1-xmed.H1) k=3.5 # (a) P(R|H0) mean(smom.H0<=k) # 0.3159 # (b) P(A|H1) mean(smom.H1>=k) # 0.3428 # (c) P(R|H1)=1-P(A|H1) 1-mean(smom.H1>=k) # 0.6572