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R语言绘制不同自由度下的卡方分布、t分布和F分布

专题: 散文
作者:Cache_wood 来源:多比克文学网 时间:2021-03-10 12:31:17  阅读:0   网上投稿
# === chi-squared distribution ===chif <- function(x, df) {  dchisq(x, df = df)}## === chi-squared distribution with df=1,2, 4, 6 and 10 ===curve(chif(x, df = 1), 0, 20, ylab = "p(x)", lwd = 2)curve(chif(x, df = 2), 0, 20, col = 2, add = T, lty = 2, lwd = 2)curve(chif(x, df = 4), 0, 20, col = 3, add = T, lty = 3, lwd = 2)curve(chif(x, df = 6), 0, 20, col = 4, add = T, lty = 4, lwd = 2)curve(chif(x, df = 10), 0, 20, col = 5, add = T, lty = 5, lwd = 2)legend("topright", legend = c("df=1", "df=2", "df=4", "df=6", "df=10"), col = 1:5, lty = 1:5, lwd = 2)## === chi-squared distribution with df=4,6 and 10 ===curve(dchisq(x, 4), 0, 20, col = 3, lty = 3, lwd = 2, ylab = "p(x)")curve(dchisq(x, 6), 0, 20, col = 4, add = T, lty = 4, lwd = 2)curve(dchisq(x, 10), 0, 20, col = 5, add = T, lty = 5, lwd = 2)legend("topright", legend = c("df=4", "df=6", "df=10"), col = 3:5, lty = 3:5, lwd = 2)### quantilescurve(dchisq(x, 10), 0, 30, col = 1, lty = 1, lwd = 2, ylab = "p(x) of chisq(10)")lines(c(qchisq(0.95, 10), qchisq(0.95, 10)), c(-0.05, dchisq(qchisq(0.95, 10), 10)), col = 2, lwd = 3,       lty = 2)qchisq(0.95,10)## ==== t ===curve(dt(x, 1), -6, 6, ylab = "p(x)", lwd = 2, ylim = c(0, 0.4))curve(dt(x, 2), -6, 6, col = 2, add = T, lwd = 2)curve(dt(x, 5), -6, 6, col = 3, add = T, lwd = 2)curve(dt(x, 10), -6, 6, col = 4, add = T, lwd = 2)curve(dnorm(x), col = 6, add = T, lwd = 2, lty = 2)legend("topright", legend = c("df=1", "df=2", "df=5", "df=10", "df=Inf"), col = c(1:4, 6), lty = c(rep(1,                                                                                                        4), 2), lwd = 2)curve(dt(x, 4), -6, 6, col = 4, lwd = 2, ylim = c(0, 0.4), ylab = "p(x)")curve(dnorm(x), col = 6, add = T, lwd = 2, lty = 2)legend("topright", legend = c("t(4)", "N(0,1)"), col = c(4, 6), lty = c(1, 2), lwd = 2)qt(0.025,10)qt(0.975,10)## === F ==curve(df(x, 4, 1), 0, 4, ylab = "p(x)", lwd = 2, ylim = c(0, 0.8))curve(df(x, 4, 4), 0, 4, col = 2, add = T, lwd = 2)curve(df(x, 4, 10), 0, 4, col = 3, add = T, lwd = 2)curve(df(x, 4, 4000), 0, 4, col = 4, add = T, lwd = 2)legend("topright", legend = c("F(4,1)", "F(4,4)", "F(4,10)", "F(4,4000)"), col = 1:4, lwd = 2)qf(0.95,10,5)qf(0.05,5,10)1/qf(0.05,5,10)

卡方分布



t分布


F分布

#卡方分布> qchisq(0.95,5)[1] 11.0705> qchisq(0.95,10)[1] 18.30704> qchisq(0.95,15)[1] 24.99579> qchisq(0.95,20)[1] 31.41043> qchisq(0.95,25)[1] 37.65248> qchisq(0.95,30)[1] 43.77297
#t分布> qt(0.95,5)[1] 2.015048> qt(0.95,10)[1] 1.812461> qt(0.95,15)[1] 1.75305> qt(0.95,20)[1] 1.724718> qt(0.95,25)[1] 1.708141> qt(0.95,30)[1] 1.697261
> qf(0.95,10,5)[1] 4.735063> qf(0.95,5,10)[1] 3.325835> qf(0.95,5,5)[1] 5.050329> qf(0.95,10,10)[1] 2.978237