#exemple 7.2d x=c(4,0,6,5,2,1,2,0,4,3) lambda=mean(x) ppois(2,lambda) #exemple 7.2f y=c(2.2,3.4,1.6,0.8,2.7,3.3,1.6,2.8,2.5,1.9) x=log(y) mu=mean(x) sigma=sd(x) pnorm(log(3),mu ,sigma)-pnorm(log(2),mu ,sigma) #exemples 7.3f x=c(54,63,58,72,49,92,70,73,69,104,48,66,80,64,77) t.test(x,alternative="two.sided",conf.level=.95) t.test(x,alternative="less",conf.level=.95) #exemple 7.3g, vrai theta est pi/4=0.7854 n=100 u=runif(n) x=sqrt(1-u^2) t.test(x,alternative="two.sided",conf.level=.95) n=100000 #pour plus de precision u=runif(n) x=sqrt(1-u^2) t.test(x,alternative="two.sided",conf.level=.99) #integrable double sur le disque unite de sqrt[1-(u1^2+u2^2)] #vraie valeur de 2 pi/3=2.0944 n=100000 u1=runif(n) u2=runif(n) y=u1^2+u2^2 y=y[y<1] x=pi*sqrt(1-y) t.test(x,alternative="two.sided",conf.level=.99) #exemple 7.3h x=c(.123,.124,.126,.12,.13,.133,.125,.128,.124,.126) n=length(x) ic=(n-1)*var(x)/qchisq(c(.95,.05),n-1) ic #intervalle pour sigma^2 sqrt(ic) #intervalle pour sigma #exemple 7.4b x=c(140,136,138,150,152,144,132,142,150,154,136,142) y=c(144,132,136,140,128,150,130,134,130,146,128,131,137,135) t.test(x,y,alternative="two.sided",var.equal=TRUE,conf.level=.9) t.test(x,y,alternative="greater",var.equal=TRUE,conf.level=.95) #exemple 7.5a #exact binom.test(80,100,alternative="two.sided",conf.level=.95) #approximation normale p=.8 n=100 alpha=.05 z=qnorm(1-alpha/2) p+c(-1,1)*z*sqrt(p*(1-p)/n) #exemple 7.6a somme=1740 n=10 ic=2*somme/qchisq(c(.975,.025),2*n) ic #exercice 29 vecN=NULL for(i in 1:10000){ N=0 sum=0 while(sum<1){ sum=sum+runif(1) N=N+1} vecN=c(vecN,N) } t.test(vecN,alternative="two.sided",conf.level=.99)