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here is the probability assignment ;)

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13 views1 page

Page 8

here is the probability assignment ;)

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dpatelbe22
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School of Mathematics(SOM)

Thapar Institute of Engineering and Technology (TIET)

Probability and Statistics(UCS410) Exp. sheet 07 (Chi-square, t-distribution, F-distribution)

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(1) Use the rt(n, df ) function in r to investigate the t-distribution for n = 100 and df = n − 1 and plot

the histogram for the same.

(2) Use the rchisq(n, df ) function in r to investigate the chi-square distribution with n = 100 and

df = 2, 10, 25.

(3) Generate a vector of 100 values between -6 and 6. Use the dt() function in r to find the values of a

t-distribution given a random variable x and degrees of freedom 1,4,10,30. Using these values plot

the density function for students t-distribution with degrees of freedom 30. Also shows a comparison

of probability density functions having different degrees of freedom (1,4,10,30).

(4) Write a r-code

(i) To find the 95th percentile of the F -distribution with (10, 20) degrees of freedom.

(ii) To calculate the area under the curve for the interval [0, 1.5] and the interval [1.5, +∞) of

a F -curve with v1 = 10 and v2 = 20 (USE pf ()).

(iii) To calculate the quantile for a given area (= probability) under the curve for a F -curve

with v1 = 10 and v2 = 20 that corresponds to q = 0.25, 0.5, 0.75 and 0.999. (use the qf ())

(iv) To generate 1000 random values from the F -distribution with v1 = 10 and v2 = 20 (use

rf ())and plot a histogram.

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