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8: Estimación y prueba de parámetros
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Algoritmos de núcleo
Compare funciones de distribución para cópulas estimadas y teóricas
Compare diferencias en las funciones de densidad y de distribución acumulativa para la distribución de la cual se tomaron los datos.
In[1]:=
X
\[ScriptCapitalD]o = CopulaDistribution[{"Frank", 1/2}, {GammaDistribution[2, 3], ChiSquareDistribution[10]}]; data = BlockRandom[SeedRandom[987]; RandomVariate[\[ScriptCapitalD]o, 100]];
In[2]:=
X
\[ScriptCapitalD]e = EstimatedDistribution[data, CopulaDistribution[{"Frank", c}, {GammaDistribution[\[Alpha], \[Beta]], ChiSquareDistribution[n]}]];
In[3]:=
X
GraphicsGrid[{{Plot3D[ PDF[\[ScriptCapitalD]o, {x, y}] - PDF[\[ScriptCapitalD]e, {x, y}], {x, 0, 25}, {y, 0, 35}, MeshFunctions -> {#3 &}, Mesh -> 25, ColorFunction -> "AvocadoColors", PlotStyle -> Directive[Opacity[.75]], PlotPoints -> 50, PlotRange -> All, PlotLabel -> Style["PDF difference", FontSize -> 20, FontFamily -> "Verdana"]]}, {Plot3D[ CDF[\[ScriptCapitalD]o, {x, y}] - CDF[\[ScriptCapitalD]e, {x, y}], {x, 0, 25}, {y, 0, 35}, MeshFunctions -> {#3 &}, Mesh -> 25, ColorFunction -> "AvocadoColors", PlotStyle -> Directive[Opacity[.75]], PlotPoints -> 50, PlotRange -> All, PlotLabel -> Style["CDF difference", FontSize -> 20, FontFamily -> "Verdana"]]}}, Spacings -> 0]
Out[3]=