Created
May 22, 2012 17:57
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Teorver task2
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import Data.Functor | |
import Data.Vector (fromList) | |
import qualified Data.Vector as V | |
import Statistics.Sample | |
import System.Random | |
import System.Random.Mersenne.Pure64 | |
import Text.Printf | |
import Statistics.Distribution (quantile) | |
import Statistics.Distribution.Normal | |
import Statistics.Distribution.Uniform | |
import Statistics.Distribution.Exponential | |
gamma = 0.98 | |
-- Общая функция для интегрирования | |
integrate :: (Double -> Double) -> [Double] -> Int -> (Double, Double) | |
integrate f smpl n = ( mean vals -- <- это оценка величины | |
, (quantile standard ((gamma+1) / 2)) * (stdDev vals) / (sqrt . fromIntegral $ V.length vals) -- <- вот здесь я считаю доверительный интервал | |
) | |
where vals = f <$> fromList (take n smpl) | |
main = do | |
-- Хороший генератор случайных чисел (вихрь Мерсенна) | |
gen <- newPureMT | |
-- Первый интеграл | |
let f = \x -> (x^3)/2 | |
lambda = 2 | |
distr = exponential lambda | |
n = 10^4 | |
(val, interval) = integrate f (genContList distr gen) n | |
putStrLn $ formatAnswer n val interval | |
-- Второй интеграл | |
let f = \x -> (b-a) * (1/sqrt(1 + x^4)) | |
a = -4 | |
b = 5 | |
distr = uniformDistr a b | |
n = 10^4 | |
(val, interval) = integrate f (genContList distr gen) n | |
putStrLn $ formatAnswer n val interval | |
formatAnswer n val interval = printf "n = %d: %.4f ± %.4f (%.2f%%)" n val interval (interval/val * 100) | |
------------------- | |
class ContGenList d where | |
genContList :: RandomGen g => d -> g -> [Double] | |
instance ContGenList UniformDistribution where | |
genContList d gen = randomRs (uniformA d, uniformB d) gen | |
instance ContGenList ExponentialDistribution where | |
genContList d gen = (\x -> log(x)/(-edLambda d)) <$> genContList (uniformDistr 0 1) gen |
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