# Konvoluutio 19.1.2011 ######################## x<-0:10 # Poissonin jakauma Poi(0.5) plot(x,dpois(x,0.5),type="h",xlab="x",ylab="f(x)",xlim=c(0,10),ylim=c(0,0.61)) title("Poisson(0.5)") # Binomijakauma Bin(5,0.3) plot(x,dbinom(x,5,0.3),type="h",xlab="x",ylab="f(v)",xlim=c(0,10),ylim=c(0,0.4)) title("binomi(5,0.3)") # Vierekkäin Poissonin jakauma ja Binomijakauma par(mfrow=c(1,2)) plot(x,dpois(x,0.5),type="h",xlab="x",ylab="f(x)",xlim=c(0,10),ylim=c(0,0.61)) title("Poisson(0.5)") plot(x,dbinom(x,5,0.3),type="h",xlab="x",ylab="f(v)",xlim=c(0,10),ylim=c(0,0.4)) title("binomi(5,0.3)") # Y on Poisson ja Binomi-satunnaismuuttujien summa # Esim. todennäköisyys P(Y=y), kun y=3 y<-3 dpois(0:y,0.5) dbinom(y:0,5,0.3) # Konvoluutio dpois(0:y,0.5)*dbinom(y:0,5,0.3) sum(dpois(0:y,0.5)*dbinom(y:0,5,0.3)) for (y in 0:15) print(sum(dpois(0:y,0.5)*dbinom(y:0,5,0.3))) yr<-15 fy<-rep(0,yr) for (y in 0:yr){ fy[y+1]<-sum(dpois(0:y,0.5)*dbinom(y:0,5,0.3)) } # fy[y+1]=p(Y=y) y<-0:yr plot(y,fy,type="h",xlab="x",ylab="f(y)",xlim=c(0,10),ylim=c(0,0.4)) title("Summan jakauma") par(mfrow=c(2,2)) x<-0:10 plot(x,dpois(x,0.5),type="h",xlab="x",ylab="f(x)",xlim=c(0,10),ylim=c(0,0.61)) title("Poisson(0.5)") plot(x,dbinom(x,5,0.3),type="h",xlab="x",ylab="f(v)",xlim=c(0,10),ylim=c(0,0.4)) title("binomi(5,0.3)") y<-0:yr plot(y,fy,type="h",xlab="x",ylab="f(y)",xlim=c(0,10),ylim=c(0,0.4)) title("Summan jakauma") ##################### konvoluutio<-function(yr){ fy<-rep(0,yr) for (y in 0:yr){ fy[y+1]<-sum(dpois(0:y,0.5)*dbinom(y:0,5,0.3)) } return(fy) } konvoluutio(10) y<-0:10 plot(y,konvoluutio(10),type="hist")