{ "cells": [ { "cell_type": "code", "execution_count": 10, "metadata": {}, "outputs": [], "source": [ "import numpy as np\n", "from scipy.stats import norm\n", "from IPython.display import display, Math, Markdown\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Opgaver\n", "\n", "Har lavet problem 1 på papir, men vil lave resten i python da det nok er lidt lettere." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Problem 2\n", "\n", "Går ud fra at PCB er i ppm, og kalder den $\\theta$.\n", "\n", "$$\n", "X_i = \\theta + W_i\n", "$$\n", "hvor $W_i \\sim \\mathcal{N}(\\mu, \\sigma^2)$, $\\sigma = 0.08$.\n", "Her går jeg ud fra at $\\mu = 0$.\n", "\n", "Derfor er: \n", "$$\n", "E[X] = \\theta\n", "$$\n", "og\n", "$$\n", "Var[X] = (0.08)^2\n", "$$\n", "\n", "Kan sige at confidence level er:\n", "$$\n", "[\\bar{X} - z_{\\frac \\alpha 2} \\cdot \\frac \\sigma {\\sqrt{n}}, \\bar{X} + z_{\\frac \\alpha 2} \\cdot \\frac \\sigma {\\sqrt{n}}]\n", "$$\n", "with probability $1-\\alpha$.\n", "Her er \n", "$$\n", "z_p = \\Phi^{-1}(1 - p)$$" ] }, { "cell_type": "code", "execution_count": 11, "metadata": {}, "outputs": [], "source": [ "samples = [11.2, 12.4, 10.8, 11.6, 12.5, 10.1, \n", " 11.0, 12.2, 12.4, 10.6]\n", "n = len(samples)\n", "\n", "X_bar = np.mean(samples)\n", "sigma = 0.08" ] }, { "cell_type": "code", "execution_count": 15, "metadata": {}, "outputs": [ { "data": { "text/latex": [ "$\\displaystyle P(11.430416397415636 \\leq \\theta \\leq 11.529583602584365) = 0.95$" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "# Del A\n", "alpha = 0.05\n", "Z = norm.ppf(1 - alpha/2)\n", "\n", "dist = Z * sigma / np.sqrt(n)\n", "lower = X_bar - dist\n", "upper = X_bar + dist\n", "\n", "display(Math(f\"P({lower} \\\\leq \\\\theta \\\\leq {upper}) = {1 - alpha}\"))" ] }, { "cell_type": "code", "execution_count": 18, "metadata": {}, "outputs": [ { "data": { "text/latex": [ "$\\displaystyle [-\\infty, 11.529583602584365]$" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "\n", "# Okay så lower confidence level er åbenbart at man går fra -infty til upper limit\n", "\n", "display(Math(f\"[-\\\\infty, {upper}]\"))\n" ] }, { "cell_type": "code", "execution_count": 21, "metadata": {}, "outputs": [ { "data": { "text/latex": [ "$\\displaystyle [11.430416397415636, \\infty]$" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "# Del C\n", "# Og igen for uppwer\n", "\n", "display(Math(f\"[{lower}, \\\\infty]\"))" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.9.2" } }, "nbformat": 4, "nbformat_minor": 4 }