Are the distributions the same?

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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This is a Statistics problem.

Are the distributions the same?

 

Compare the pdf of 22, where Z - Norm(0, 1) to the pdf of a normal random variable with mean 0
and standard deviation 2.
We already saw how to estimate the pdf of 2Z, we just need to plot the pdf of Norm(0, 2) on the
same graph. We show how to do this using both the histogram and the density plot approach. The
pdf f(x) of Norm(0, 2) is given in R by the function f(x) = dnorm(r, 0, 2).
hist(twoz,
probability = TRUE,
main = "Density and histogram of 22",
xlab = "22"
curve(dnorm(x, 0, 2), add = TRUE, col = "red")
Density and histogram of 2Z
Since the area of each rectangle in the histogram is approximately the same as the area under the
curve over the same interval, this is evidence that 2Z is normal with mean 0 and standard deviation
2. Next, let's look at the density estimation together with the true pdf of a normal rv with mean 0 and
o = 2.
plot(density(twoZ),
xlab = "2Z",
main = "Density 2z and No rm (0, 2)"
curve(dnorm (x, 0, 2), add = TRUE, col = "red")
Density 2Z and Norm(0, 2)
-5
Wow! Those look really close to the same thing! This is again evidence that 2Z - Norm(0, 2).
Density
0.10
0.20
0.20
00'0
00'0
Transcribed Image Text:Compare the pdf of 22, where Z - Norm(0, 1) to the pdf of a normal random variable with mean 0 and standard deviation 2. We already saw how to estimate the pdf of 2Z, we just need to plot the pdf of Norm(0, 2) on the same graph. We show how to do this using both the histogram and the density plot approach. The pdf f(x) of Norm(0, 2) is given in R by the function f(x) = dnorm(r, 0, 2). hist(twoz, probability = TRUE, main = "Density and histogram of 22", xlab = "22" curve(dnorm(x, 0, 2), add = TRUE, col = "red") Density and histogram of 2Z Since the area of each rectangle in the histogram is approximately the same as the area under the curve over the same interval, this is evidence that 2Z is normal with mean 0 and standard deviation 2. Next, let's look at the density estimation together with the true pdf of a normal rv with mean 0 and o = 2. plot(density(twoZ), xlab = "2Z", main = "Density 2z and No rm (0, 2)" curve(dnorm (x, 0, 2), add = TRUE, col = "red") Density 2Z and Norm(0, 2) -5 Wow! Those look really close to the same thing! This is again evidence that 2Z - Norm(0, 2). Density 0.10 0.20 0.20 00'0 00'0
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