Основные алгоритмы

Генерирование галереи смешанных распределений вероятностей

Построение смеси MixtureDistribution из семейства компонентных распределений.

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Gaussian = NormalDistribution[];

SkewedUnimodal =

MixtureDistribution[{1/5, 1/5, 3/5}, {NormalDistribution[],

NormalDistribution[1/2, 2/3], NormalDistribution[13/12, 5/9]}];

StrongSkew =

MixtureDistribution[ConstantArray[1/8, 8],

Table[NormalDistribution[3 ((2/3)^i - 1), (2/3)^i], {i, 0, 7}]];

KurtoticUnimodal =

MixtureDistribution[{2/3, 1/3}, {NormalDistribution[],

NormalDistribution[0, 1/10]}];

Outlier =

MixtureDistribution[{1/10, 9/10}, {NormalDistribution[],

NormalDistribution[0, 1/10]}];

Bimodal =

MixtureDistribution[{1/2, 1/2}, {NormalDistribution[-1, 2/3],

NormalDistribution[1, 2/3]}];

SeparatedBimodal =

MixtureDistribution[{1/2, 1/2}, {NormalDistribution[-3/2, 1/2],

NormalDistribution[3/2, 1/2]}];

SkewedBimodal =

MixtureDistribution[{3/4, 1/4}, {NormalDistribution[],

NormalDistribution[3/2, 1/3]}];

Trimodal =

MixtureDistribution[{9/20, 9/20,

1/10}, {NormalDistribution[-6/5, 3/5],

NormalDistribution[6/5, 3/5], NormalDistribution[0, 1/4]}];

Claw = MixtureDistribution[{1/2, 1/10, 1/10, 1/10, 1/10, 1/10},

Join[{NormalDistribution[]},

Table[NormalDistribution[i/2 - 1, 1/10], {i, 0, 4}]]];

DoubleClaw =

MixtureDistribution[Join[{49/100, 49/100}, ConstantArray[1/350, 7]],

Join[{NormalDistribution[-1, 2/3], NormalDistribution[1, 2/3]},

Table[NormalDistribution[(i - 3)/2, 1/100], {i, 0, 6}]]];

AsymmetricClaw =

MixtureDistribution[Join[{1/2}, Table[(2^(1 - i))/31, {i, -2, 2}]],

Join[{NormalDistribution[]},

Table[NormalDistribution[i + 1/2, (2^-i)/10], {i, -2, 2}]]];

AsymmetricDoubleClaw =

MixtureDistribution[{46/100, 46/100, 1/300, 1/300, 1/300, 7/300,

7/300, 7/300},

Join[Join[Table[NormalDistribution[2 i - 1, 2/3], {i, 0, 1}],

Table[NormalDistribution[-i/2, 1/100], {i, 1, 3}]],

Table[NormalDistribution[i/2, 7/100], {i, 1, 3}]]];

SmoothComb =

MixtureDistribution[Table[(2^(5 - i))/63, {i, 0, 5}],

Table[NormalDistribution[(65 - (96 (1/2)^i))/21, (32/63)/2^i], {i,

0, 5}]];

DiscreteComb =

MixtureDistribution[{2/7, 2/7, 2/7, 1/21, 1/21, 1/21},

Join[Table[NormalDistribution[(12 i - 15)/7, 2/7], {i, 0, 2}],

Table[NormalDistribution[2 i/7, 1/21], {i, 8, 10}]]];

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