Vous êtes sur la page 1sur 17

t = {1123, 913, 911, 1145, 1108, 850, 1124, 838, 812, 934, 969, 857, 818,

1115, 845, 834, 1030, 864, 880, 1025, 915, 893, 1187, 1015, 1143, 1099,
821, 999, 1140, 1138, 857, 975, 1122, 1116, 935, 1158, 1095, 1157,
1129, 1110, 950, 882, 1062, 822, 861, 1186, 1192, 971, 1103, 822};

ts = Sort[t]; (* vectorul T sortat crescator *)

n = Dimensions[t][[1]](* dimensiunea vectorului t/ numarul de observatii *)


50

dk = Round[(Max[ts] - Min[ts]) / n] // N(* valoarea intervalului k *)


8.

Hist = Histogram[t, "Sturges"] (* gruparea valorilor


lui t in intervale k / densitatea de repartitie empirica *)

12

10

0
900 1000 1100 1200

Fa = HistogramList[ts, "Sturges"][[2]](* frecventa absoluta empirica *)


{8, 8, 5, 5, 3, 3, 13, 5}

Fr = Fa / n // N(* frecventa relativa empirica *)


{0.16, 0.16, 0.1, 0.1, 0.06, 0.06, 0.26, 0.1}

GrFr = ListPlot[{Fr}, DataRange → {812, 1192}, Joined → True,


InterpolationOrder → 2, Mesh → Full](* frecventa relativa empirica *)

0.25

0.20

0.15

0.10

0.05

850 900 950 1000 1050 1100 1150 1200

Fc = Accumulate[Fr](* functia cumulata empirica *)


{0.16, 0.32, 0.42, 0.52, 0.58, 0.64, 0.9, 1.}
2 TEMA MIE.nb

GrFc = ListPlot[{Fc}, DataRange → {0, 1192}, Joined → True,


InterpolationOrder → 2, Mesh → Full](* frecventa cumulata empirica*)

1.0

0.8

0.6

0.4

0.2

200 400 600 800 1000 1200

SmoothHistogram[ts, Automatic, "CDF"]


1.0

0.8

0.6

0.4

0.2

700 800 900 1000 1100 1200 1300

Show[GrFc, SmoothHistogram[ts, Automatic, "CDF", PlotStyle → Red]]

1.0

0.8

0.6

0.4

0.2

200 400 600 800 1000 1200

R = 1 - Fc(* Functia de fiabilitate *)

0.84, 0.68, 0.58, 0.48, 0.42, 0.36, 0.1, - 2.22045 × 10-16 


TEMA MIE.nb 3

GrR = ListPlot[{R}, DataRange → {0, 1192}, Joined → True,


InterpolationOrder → 2, Mesh → Full](* functia de fiabilitate empirica *)

0.8

0.6

0.4

0.2

200 400 600 800 1000 1200

SmoothHistogram[ts, Automatic, "SF"]


1.0

0.8

0.6

0.4

0.2

700 800 900 1000 1100 1200 1300

Show[GrR, SmoothHistogram[ts, Automatic, "SF", PlotStyle → Red]]

0.8

0.6

0.4

0.2

200 400 600 800 1000 1200

Fac = Accumulate[Fa]
{8, 16, 21, 26, 29, 32, 45, 50}

λ = Table[(n - Fac[[i]]) - (n - Fac[[i + 1]]) / ((n - Fac[[i]]) * dk), {i, 1, 50}]

Part::partw : Part 9 of {8, 16, 21, 26, 29, 32, 45, 50} does not exist. 

Part::partw : Part 9 of {8, 16, 21, 26, 29, 32, 45, 50} does not exist. 
4 TEMA MIE.nb

1
Power::infy : Infinite expression encountered. 
0.

Part::partw : Part 9 of {8, 16, 21, 26, 29, 32, 45, 50} does not exist. 

General::stop : Further output of Part::partw will be suppressed during this calculation. 

41.8988, 33.8934, 28.8966, 23.8906, 20.8929, 17.9653,


5., ComplexInfinity, 50 - {8, 16, 21, 26, 29, 32, 45, 50}〚9〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚10〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚9〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚10〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚11〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚10〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚11〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚12〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚11〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚12〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚13〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚12〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚13〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚14〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚13〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚14〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚15〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚14〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚15〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚16〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚15〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚16〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚17〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚16〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚17〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚18〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚17〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚18〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚19〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚18〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚19〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚20〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚19〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚20〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚21〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚20〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚21〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚22〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚21〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚22〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚23〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚22〛
TEMA MIE.nb 5

50 - {8, 16, 21, 26, 29, 32, 45, 50}〚23〛 -


0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚24〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚23〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚24〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚25〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚24〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚25〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚26〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚25〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚26〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚27〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚26〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚27〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚28〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚27〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚28〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚29〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚28〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚29〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚30〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚29〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚30〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚31〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚30〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚31〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚32〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚31〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚32〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚33〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚32〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚33〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚34〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚33〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚34〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚35〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚34〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚35〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚36〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚35〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚36〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚37〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚36〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚37〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚38〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚37〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚38〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚39〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚38〛
6 TEMA MIE.nb

50 - {8, 16, 21, 26, 29, 32, 45, 50}〚39〛 -


0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚40〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚39〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚40〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚41〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚40〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚41〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚42〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚41〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚42〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚43〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚42〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚43〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚44〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚43〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚44〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚45〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚44〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚45〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚46〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚45〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚46〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚47〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚46〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚47〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚48〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚47〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚48〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚49〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚48〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚49〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚50〛)
,
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚49〛
50 - {8, 16, 21, 26, 29, 32, 45, 50}〚50〛 -
0.125 (50 - {8, 16, 21, 26, 29, 32, 45, 50}〚51〛)

50 - {8, 16, 21, 26, 29, 32, 45, 50}〚50〛

ListPlot[λ]

Part::partw : Part 9 of {8., 16., 21., 26., 29., 32., 45., 50.} does not exist. 

Part::partw : Part 9 of {8., 16., 21., 26., 29., 32., 45., 50.} does not exist. 

Part::partw : Part 10 of {8., 16., 21., 26., 29., 32., 45., 50.} does not exist. 

General::stop : Further output of Part::partw will be suppressed during this calculation. 


TEMA MIE.nb 7

40

30

20

10

1 2 3 4 5 6 7

λ = HazardFunction[NormalDistribution[μ, σ], ts]


{0.00116814, 0.00125956, 0.00130709, 0.00132321, 0.00132321, 0.00152738,
0.00159992, 0.00173232, 0.00183119, 0.00197565, 0.00197565, 0.00206139,
0.00212722, 0.00250041, 0.00254968, 0.00283099, 0.00332871, 0.00338684,
0.00344553, 0.00403049, 0.00406263, 0.00456047, 0.00523201, 0.00530526,
0.00545318, 0.00637904, 0.0070307, 0.00745102, 0.00766476, 0.00908532,
0.0106354, 0.0108285, 0.0110226, 0.0112667, 0.0113648, 0.0116111, 0.0116606,
0.0119585, 0.0120084, 0.0120583, 0.0123087, 0.012763, 0.0128645, 0.0130172,
0.0131193, 0.0137359, 0.0137876, 0.0152538, 0.0153068, 0.0155724}

ListPlot[λ]

0.015

0.010

0.005

10 20 30 40 50

μ = Mean[ts] // N (* timpul mediu *)


997.

Med = Median[ts](* mediana *)


987

Δ = Sum[((ts[[i]] - μ) ^ 2) / n, {i, 1, n}](* dispersia *)


16 042.6

σ = Sqrt[Δ](* abaterea medie standard *)


126.659
8 TEMA MIE.nb

cas = Skewness[ts] // N
- 0.00939076

cap = Kurtosis[ts] // N
1.45193

cv = σ / μ
0.12704

Q = Quartiles[ts]
{864, 987, 1122}

q1 = First[Q]
864

q2 = Take[Q, {2}][[1]]
987

q3 = Last[Q]
1122

δq = InterquartileRange[ts]
258

m3 = CentralMoment[ts, 3] // N
- 19 081.4

m4 = CentralMoment[ts, 4] // N

3.73674 × 108

(* Testare Chi patrat *)

EstimatedDistribution[ts, WeibullDistribution[α, β]]


WeibullDistribution[9.13812, 1053.2]

PearsonChiSquareTest[ts, WeibullDistribution[1.322, 1619.411]]

2.73129 × 10-38

EstimatedDistribution[ts, RiceDistribution[α, β]]


RiceDistribution[988.784, 127.196]

PearsonChiSquareTest[ts, RiceDistribution[9.015, 1424.302]]

5.82552 × 10-39

EstimatedDistribution[ts, RayleighDistribution[s]]
RayleighDistribution[710.652]

PearsonChiSquareTest[ts, RayleighDistribution[1424.32]]

5.82552 × 10-39
TEMA MIE.nb 9

EstimatedDistribution[ts, FRatioDistribution[j, y]]

FindRoot::cvmit : Failed to converge to the requested accuracy or precision within 100 iterations. 

FRatioDistribution[0.00459152, 3.57209]

PearsonChiSquareTest[ts, FRatioDistribution[0.004, 3.584]]

2.86757 × 10-91

KolmogorovSmirnovTest[ts, WeibullDistribution[α, β]]


KolmogorovSmirnovTest::ties :
Ties exist in the data and will be ignored for the {KolmogorovSmirnov} test, which assumes unique values. 

0.00174245

0
0

KolmogorovSmirnovTest[ts, RiceDistribution[9.015, 1424.302]]

KolmogorovSmirnovTest::ties :
Ties exist in the data and will be ignored for the {KolmogorovSmirnov} test, which assumes unique values. 

8.45331 × 10-23
10 TEMA MIE.nb

h = Table[Fa[[i]] - Fa[[i + 1]], {i, 1, n}]

Part::partw : Part 9 of {8, 8, 5, 5, 3, 3, 13, 5} does not exist. 

Part::partw : Part 9 of {8, 8, 5, 5, 3, 3, 13, 5} does not exist. 

Part::partw : Part 9 of {8, 8, 5, 5, 3, 3, 13, 5} does not exist. 

General::stop : Further output of Part::partw will be suppressed during this calculation. 

{0, 3, 0, 2, 0, - 10, 8, 5 - {8, 8, 5, 5, 3, 3, 13, 5}〚9〛,


{8, 8, 5, 5, 3, 3, 13, 5}〚9〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚10〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚10〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚11〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚11〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚12〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚12〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚13〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚13〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚14〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚14〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚15〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚15〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚16〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚16〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚17〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚17〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚18〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚18〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚19〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚19〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚20〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚20〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚21〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚21〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚22〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚22〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚23〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚23〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚24〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚24〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚25〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚25〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚26〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚26〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚27〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚27〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚28〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚28〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚29〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚29〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚30〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚30〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚31〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚31〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚32〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚32〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚33〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚33〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚34〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚34〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚35〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚35〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚36〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚36〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚37〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚37〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚38〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚38〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚39〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚39〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚40〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚40〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚41〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚41〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚42〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚42〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚43〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚43〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚44〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚44〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚45〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚45〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚46〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚46〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚47〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚47〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚48〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚48〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚49〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚49〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚50〛,
{8, 8, 5, 5, 3, 3, 13, 5}〚50〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚51〛}
TEMA MIE.nb 11

u = Table[(ts[[i]] - μ) / σ, {i, 1, n}]


{- 1.46061, - 1.41324, - 1.38956, - 1.38166, - 1.38166, - 1.28692, - 1.25534,
- 1.20007, - 1.16059, - 1.10533, - 1.10533, - 1.07375, - 1.05006, - 0.923738,
- 0.907948, - 0.821101, - 0.678987, - 0.663197, - 0.647406, - 0.497398,
- 0.489502, - 0.371074, - 0.221066, - 0.205275, - 0.173694, 0.0157904, 0.142114,
0.221066, 0.260542, 0.513188, 0.77373, 0.80531, 0.836891, 0.876367,
0.892158, 0.931634, 0.939529, 0.9869, 0.994795, 1.00269, 1.04217, 1.11322,
1.12901, 1.1527, 1.16849, 1.26323, 1.27113, 1.49219, 1.50009, 1.53956}

ϕ = (Exp[- u ^ 2 / 2]) / Sqrt[2 π]


{0.137294, 0.146965, 0.151925, 0.153596, 0.153596, 0.174293, 0.181432,
0.19417, 0.203431, 0.216576, 0.216576, 0.224158, 0.229867, 0.260387,
0.26418, 0.284779, 0.316811, 0.320186, 0.323516, 0.352523, 0.353899,
0.3724, 0.389312, 0.390625, 0.392969, 0.398893, 0.394934, 0.389312,
0.385629, 0.349721, 0.295742, 0.288459, 0.281075, 0.271729, 0.267962,
0.258487, 0.256585, 0.24514, 0.24323, 0.24132, 0.231774, 0.214688, 0.21092,
0.205297, 0.201569, 0.179637, 0.177849, 0.131039, 0.1295, 0.121959}
12 TEMA MIE.nb

nc = n * h * ϕ / σ
{0., 0.174047, 0., 0.121267, 0., - 0.688039,
0.572977, 0.0766504 (5 - {8, 8, 5, 5, 3, 3, 13, 5}〚9〛),
0.0803064 ({8, 8, 5, 5, 3, 3, 13, 5}〚9〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚10〛),
0.0854956 ({8, 8, 5, 5, 3, 3, 13, 5}〚10〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚11〛),
0.0854956 ({8, 8, 5, 5, 3, 3, 13, 5}〚11〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚12〛),
0.0884885 ({8, 8, 5, 5, 3, 3, 13, 5}〚12〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚13〛),
0.0907424 ({8, 8, 5, 5, 3, 3, 13, 5}〚13〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚14〛),
0.102791 ({8, 8, 5, 5, 3, 3, 13, 5}〚14〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚15〛),
0.104288 ({8, 8, 5, 5, 3, 3, 13, 5}〚15〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚16〛),
0.112419 ({8, 8, 5, 5, 3, 3, 13, 5}〚16〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚17〛),
0.125064 ({8, 8, 5, 5, 3, 3, 13, 5}〚17〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚18〛),
0.126397 ({8, 8, 5, 5, 3, 3, 13, 5}〚18〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚19〛),
0.127711 ({8, 8, 5, 5, 3, 3, 13, 5}〚19〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚20〛),
0.139162 ({8, 8, 5, 5, 3, 3, 13, 5}〚20〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚21〛),
0.139705 ({8, 8, 5, 5, 3, 3, 13, 5}〚21〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚22〛),
0.147009 ({8, 8, 5, 5, 3, 3, 13, 5}〚22〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚23〛),
0.153685 ({8, 8, 5, 5, 3, 3, 13, 5}〚23〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚24〛),
0.154203 ({8, 8, 5, 5, 3, 3, 13, 5}〚24〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚25〛),
0.155129 ({8, 8, 5, 5, 3, 3, 13, 5}〚25〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚26〛),
0.157467 ({8, 8, 5, 5, 3, 3, 13, 5}〚26〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚27〛),
0.155904 ({8, 8, 5, 5, 3, 3, 13, 5}〚27〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚28〛),
0.153685 ({8, 8, 5, 5, 3, 3, 13, 5}〚28〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚29〛),
0.152231 ({8, 8, 5, 5, 3, 3, 13, 5}〚29〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚30〛),
0.138056 ({8, 8, 5, 5, 3, 3, 13, 5}〚30〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚31〛),
0.116747 ({8, 8, 5, 5, 3, 3, 13, 5}〚31〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚32〛),
0.113872 ({8, 8, 5, 5, 3, 3, 13, 5}〚32〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚33〛),
0.110957 ({8, 8, 5, 5, 3, 3, 13, 5}〚33〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚34〛),
0.107268 ({8, 8, 5, 5, 3, 3, 13, 5}〚34〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚35〛),
0.105781 ({8, 8, 5, 5, 3, 3, 13, 5}〚35〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚36〛),
0.10204 ({8, 8, 5, 5, 3, 3, 13, 5}〚36〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚37〛),
0.101289 ({8, 8, 5, 5, 3, 3, 13, 5}〚37〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚38〛),
0.0967716 ({8, 8, 5, 5, 3, 3, 13, 5}〚38〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚39〛),
0.0960175 ({8, 8, 5, 5, 3, 3, 13, 5}〚39〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚40〛),
0.0952634 ({8, 8, 5, 5, 3, 3, 13, 5}〚40〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚41〛),
0.091495 ({8, 8, 5, 5, 3, 3, 13, 5}〚41〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚42〛),
0.0847501 ({8, 8, 5, 5, 3, 3, 13, 5}〚42〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚43〛),
0.0832629 ({8, 8, 5, 5, 3, 3, 13, 5}〚43〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚44〛),
0.0810431 ({8, 8, 5, 5, 3, 3, 13, 5}〚44〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚45〛),
0.0795715 ({8, 8, 5, 5, 3, 3, 13, 5}〚45〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚46〛),
0.0709136 ({8, 8, 5, 5, 3, 3, 13, 5}〚46〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚47〛),
0.0702076 ({8, 8, 5, 5, 3, 3, 13, 5}〚47〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚48〛),
0.0517291 ({8, 8, 5, 5, 3, 3, 13, 5}〚48〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚49〛),
0.0511216 ({8, 8, 5, 5, 3, 3, 13, 5}〚49〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚50〛),
0.0481447 ({8, 8, 5, 5, 3, 3, 13, 5}〚50〛 - {8, 8, 5, 5, 3, 3, 13, 5}〚51〛)}

χ0 = Sum[((Fa[[i]] - nc[[i]]) ^ 2) / nc, {i, 1, 50}]


1
Power::infy : Infinite expression encountered. 
0.
1
Power::infy : Infinite expression encountered. 
0.
1
Power::infy : Infinite expression encountered. 
0.
TEMA MIE.nb 13

General::stop : Further output of Power::infy will be suppressed during this calculation. 

Part::partw : Part 9 of {8, 8, 5, 5, 3, 3, 13, 5} does not exist. 

Part::partw : Part 9 of {8, 8, 5, 5, 3, 3, 13, 5} does not exist. 

Part::partw : Part 10 of {8, 8, 5, 5, 3, 3, 13, 5} does not exist. 

General::stop : Further output of Part::partw will be suppressed during this calculation. 

Infinity::indet : Indeterminate expression


ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + 14
+ ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity
encountered. 

Infinity::indet : Indeterminate expression


ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + 14
+ ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity
encountered. 

Infinity::indet : Indeterminate expression


ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + 14
+ ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity +
ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity + ComplexInfinity
encountered. 

General::stop : Further output of Infinity::indet will be suppressed during this calculation. 

Indeterminate, ⋯ 48 ⋯ ,
2
7292.19 20.7707 5-0.0766504 5- ⋯ 1 ⋯ 
{8,8,5,5,3,3,13,5}〚50〛-{8,8,5,5,3,3,13,5}〚51〛
+ {8,8,5,5,3,3,13,5}〚50〛-{8,8,5,5,3,3,13,5}〚51〛
+
2
20.7707  ⋯ 1 ⋯  20.7707 ⋯1⋯
+ ⋯ 38 ⋯ + +
{8,8,5,5,3,3,13,5}〚50〛- ⋯ 1 ⋯ 8, ⋯ 7 ⋯ 〚50〛- ⋯ 1 ⋯
2 2
20.7707 8, ⋯ 6 ⋯ ,5〚49〛- ⋯ 1 ⋯  20.7707 {8,8,5,5,3,3,13,5}〚50〛-0.0481447  ⋯ 1 ⋯ 
{8,8,5,5,3,3,13,5}〚50〛-{8,8,5,5,3,3,13,5}〚51〛
+ {8,8,5,5,3,3,13,5}〚50〛-{8,8,5,5,3,3,13,5}〚51〛

large output show less show more show all set size limit...

m = 50;

k = m-3
47

p = 0.001;
14 TEMA MIE.nb

(* Testarea verosimilitatii maxime *)

Likelihood[WeibullDistribution[a, b], ts] // N

2.-38.+38. a
2.7182
1 a 1 a 1 a 1 a 1 a 1 a 1 a
-1. 2.1.+a 411.a   -1. × 812.a   -1. × 818.a   -1. × 821.a   -1. × 834.a   -1. × 838.a   -1. × 845.a   -1.
8 b b b b b b b

-1.+a
3.-26.+26. a 117 409.-2.+2. a 5.93744 × 10115 a50 b-50. a

n n
Solve(1 / α) + (β - 1) *  (1 / ts[[i]]) -  (ts[[i]]) ^ β ⩵ 0,
i=1 i=1
n n
(1 / β) +  (Log[ts[[i]]]) - α *  ((ts[[i]]) ^ β * Log[ts[[i]]]) ⩵ 0, {α, β}
i=1 i=1

parametr =
EstimatedDistribution[ts, WeibullDistribution[α, β], ParameterEstimator →
{"MaximumLikelihood", Method → {"FindRoot", MaxIterations → 50}}]

Solve::nsmet : This system cannot be solved with the methods available to Solve. 
TEMA MIE.nb 15

Solve

- 21+β 411β - 812β - 818β - 821β - 834β - 838β - 845β - 850β - 2 × 857β - 861β - 864β - 880β -
882β - 893β - 911β - 913β - 915β - 934β - 935β - 950β - 969β - 971β -
975β - 999β - 1015β - 1025β - 1030β - 1062β - 1095β - 1099β - 1103β -
1108β - 1110β - 1115β - 1116β - 1122β - 1123β - 1124β - 1129β - 1138β -
1
1140β - 1143β - 1145β - 1157β - 1158β - 1186β - 1187β - 1192β + +
α
(55 851 721 944 497 555 468 376 926 780 367 400 394 107 652 629 658 289 166 427 476 196 
354 285 429 607 813 505 667 641 (- 1 + β)) /
1 095 554 114 272 644 616 984 348 297 173 059 869 365 127 013 339 556 870 204 147 010 
950 020 217 581 705 450 296 490 400 ⩵ 0,
1
+ Log[812] + Log[818] + Log[821] + 2 Log[822] + Log[834] + Log[838] + Log[845] +
β
Log[850] + 2 Log[857] + Log[861] + Log[864] + Log[880] + Log[882] + Log[893] +
Log[911] + Log[913] + Log[915] + Log[934] + Log[935] + Log[950] + Log[969] +
Log[971] + Log[975] + Log[999] + Log[1015] + Log[1025] + Log[1030] + Log[1062] +
Log[1095] + Log[1099] + Log[1103] + Log[1108] + Log[1110] + Log[1115] +
Log[1116] + Log[1122] + Log[1123] + Log[1124] + Log[1129] + Log[1138] +
Log[1140] + Log[1143] + Log[1145] + Log[1157] + Log[1158] + Log[1186] +
Log[1187] + Log[1192] - α 812β Log[812] + 818β Log[818] + 821β Log[821] +
21+β 411β Log[822] + 834β Log[834] + 838β Log[838] + 845β Log[845] +
850β Log[850] + 2 × 857β Log[857] + 861β Log[861] + 864β Log[864] +
880β Log[880] + 882β Log[882] + 893β Log[893] + 911β Log[911] + 913β Log[913] +
915β Log[915] + 934β Log[934] + 935β Log[935] + 950β Log[950] + 969β Log[969] +
971β Log[971] + 975β Log[975] + 999β Log[999] + 1015β Log[1015] +
1025β Log[1025] + 1030β Log[1030] + 1062β Log[1062] + 1095β Log[1095] +
1099β Log[1099] + 1103β Log[1103] + 1108β Log[1108] + 1110β Log[1110] +
1115β Log[1115] + 1116β Log[1116] + 1122β Log[1122] + 1123β Log[1123] +
1124β Log[1124] + 1129β Log[1129] + 1138β Log[1138] + 1140β Log[1140] +
1143β Log[1143] + 1145β Log[1145] + 1157β Log[1157] + 1158β Log[1158] +
1186β Log[1186] + 1187β Log[1187] + 1192β Log[1192] ⩵ 0, {α, β}

WeibullDistribution[9.13812, 1053.2]

EstimatedProcess[ts, WeibullDistribution[e, r]]


General::invldd : The input data
{812, 818, 821, 822, 822, 834, 838, 845, 850, 857, 857, 861, 864, 880, 882, 893, 911, 913, 915, 934, 935, 950, 969, 971, 975
, 999, 1015, 1025, 1030, 1062, 1095, 1099, 1103, 1108, 1110, 1115, 1116, 1122, 1123, 1124, 1129, 1138, 1140, 1143,
1145, 1157, 1158, 1186, 1187, 1192}
should be a vector or matrix of real numbers or a valid TemporalData object.
EstimatedProcess[{812, 818, 821, 822, 822, 834, 838, 845, 850, 857, 857, 861, 864,
880, 882, 893, 911, 913, 915, 934, 935, 950, 969, 971, 975, 999, 1015, 1025, 1030,
1062, 1095, 1099, 1103, 1108, 1110, 1115, 1116, 1122, 1123, 1124, 1129, 1138,
1140, 1143, 1145, 1157, 1158, 1186, 1187, 1192}, WeibullDistribution[e, r]]
16 TEMA MIE.nb

param = FindDistributionParameters[ts, ExtremeValueDistribution[m, o]]


{o → 702.832}

EstimatedDistribution[ts, NormalDistribution[x, y]]


NormalDistribution[997., 126.659]

KolmogorovSmirnovTest[ts, ExtremeValueDistribution[1014.84, 572.564]]


KolmogorovSmirnovTest::ties :
Ties exist in the data and will be ignored for the {KolmogorovSmirnov} test, which assumes unique values. 

1.30412 × 10-12

SmoothHistogram[ts, Automatic, "PDF"]

0.0025

0.0020

0.0015

0.0010

0.0005

700 800 900 1000 1100 1200 1300

EstimatedDistribution[ts, CauchyDistribution[a, b]]


CauchyDistribution[993.911, 107.052]

Plot[PDF[CauchyDistribution[964.3096061642913`, 167.30249604196229`], x],


{x, 0, Max[ts]}]
0.0020

0.0015

0.0010

0.0005

200 400 600 800 1000 1200


TEMA MIE.nb 17

Plot[PDF[RayleighDistribution[1424.316], x], {x, 0, Max[ts]}]

0.0004

0.0003

0.0002

0.0001

200 400 600 800 1000 1200

ℋ = DistributionFitTest[ts, CauchyDistribution[a, b], "HypothesisTestData"];

ℋ["TestDataTable", All]

Statistic P- Value
Anderson- Darling 2.27833 0.00455436
Cramér- von Mises 0.290854 0.00691277
Pearson χ 2 36.8 5.11804 × 10-6

Show[Histogram[ts, "Sturges", "ProbabilityDensity"],


Plot[PDF[ℋ["FittedDistribution"], x], {x, 0, 5600}, PlotStyle → Thick]]

0.005

0.004

0.003

0.002

0.001

0.000
900 1000 1100 1200

Vous aimerez peut-être aussi