I believe a lot of the above I said the R language interested in it, share my information it. This is the R program for verifying the central limit theorem!
##### #验证: Regardless of which distribution the random variable was originally subjected to, as long as the sample size is large enough,
######## #其均数都会服从正态分布
# # #1. Normal Distribution # # #
A<-rnorm (10000,0,1) #生成一个数据量很大的正态分布的数据
x<-1:100 #生成一个向量用来存放样本均数的向量
A<-data.frame (a) #将这两个向量存放在数据框中
X<-data.frame (x)
Windows (1280,720);p ar (mfrow=c (2,2))
Plot (density (a$a), main = "This is the original distribution")
hist (A$a,main = "This is the original distribution")
For (i in 1:100) {#设置循环, loop over 100 samples and assign the calculated mean to the x variable in the data frame
C<-a[sample (Nrow (a), 1000),]
M=mean (c)
# print (m) #验证该循环可以正常工作
X$x[i]<-m
}
Plot (density (x$x), main = "This is the distribution of the mean of the sampled sample") #绘制抽取样本的均值的分布概率密度图
hist (A$a,main = "This is the distribution of the mean of the sampled sample")
# #将上面的程序加以改造 to verify other forms of distribution
# # # 2.0 Index Distribution # # # #
A<-rexp (100000,1) #生成一个数据量很大的指数分布的数据
x<-1:100 #生成一个用来存放样本均数的数据框
A<-data.frame (a) #将这两个向量存放在数据框中
X<-data.frame (x)
Windows (1280,720);p ar (mfrow=c)
Plot (density (a$a), main = "This is the original distribution")
For (i in 1:10000) {#设置循环, loop over 100 samples and assign the calculated mean to the x variable in the data frame
C<-a[sample (Nrow (a), 1000),]
M=mean (c)
# print (m) #验证该循环可以正常工作
X$x[i]<-m
}
Plot (density (x$x), main = "This is the distribution of the mean of the sampled sample") #绘制抽取样本的均值的分布概率密度图
# # # 3.0 T Distribution # # #
A<-rt (100,2) #生成一个数据量很大的t分布的数据
x<-1:1000 #生成一个用来存放样本均数的数据框
A<-data.frame (a) #将这两个向量存放在数据框中
X<-data.frame (x)
Windows (1280,720);p ar (mfrow=c)
Plot (density (a$a), main = "This is the original distribution") #查看原始数据的分布状态
For (i in 1:1000) {#设置循环, loop over 1000 samples and assign the calculated mean to the x variable in the data frame
C<-a[sample (Nrow (a), 10),]
M=mean (c)
# print (m) #验证该循环可以正常工作
X$x[i]<-m
}
Plot (density (x$x), main = "This is the distribution of the mean of the sampled sample") #绘制抽取样本的均值的分布概率密度图
# # #4.0 F Distribution # # # #
A<-RF (10000,1,5) #生成一个数据量很大的F分布的数据
x<-1:1000 #生成一个用来存放样本均数的数据框
A<-data.frame (a) #将这两个向量存放在数据框中
X<-data.frame (x)
Windows (1280,720);p ar (mfrow=c)
Plot (density (a$a), main = "This is the original distribution")
For (i in 1:1000) {#设置循环, loop over 1000 samples and assign the calculated mean to the x variable in the data frame
C<-a[sample (Nrow (a), 1000),]
M=mean (c)
# print (m) #验证该循环可以正常工作
X$x[i]<-m
}
Plot (density (x$x), main = "This is the distribution of the mean of the sampled sample") #绘制抽取样本的均值的分布概率密度图
# # #5.0 Chi Square Distribution # # # # #
A<-RCHISQ (100000,1) #生成一个数据量很大的卡方分布的数据
x<-1:1000 #生成一个用来存放样本均数的数据框
A<-data.frame (a) #将这两个向量存放在数据框中
X<-data.frame (x)
Windows (400,400);p ar (mfrow=c)
Plot (density (a$a), main = "This is a set of data that is presented in Chi-square distribution")
For (i in 1:1000) {#设置循环, loop over 100 samples and assign the calculated mean to the x variable in the data frame
C<-a[sample (Nrow (a), 1000),]
M=mean (c)
# print (m) #验证该循环可以正常工作
X$x[i]<-m
}
Plot (density (x$x), main = "This is the mean distribution of 1000 samples extracted from the data of the chi-square distribution")
#绘制抽取样本的均值的分布概率密度图
# # # 6.0 Function Solution # # # #
Myfun<-function (a) {
X<-1:100 #先生成一个1到100的序列, these values can be changed later, which is equivalent to overwriting the original value
X<-data.frame (x)
A<-data.frame (a)
For (i in 1:100) {#设置循环, loop over 100 samples and assign the calculated mean to the x variable in the data frame
C<-a[sample (Nrow (a), 1000),]
M=mean (c)
X$x[i]<-m
}
Windows (1280,720);p ar (mfrow=c (2,2))
Plot (density (a$a), main = "This is the original distribution")
hist (A$a,main = "This is the original distribution", col= ' Skyblue ')
Plot (density (x$x), main = "This is the distribution of the mean of the sampled sample")
hist (A$a,main = "This is the distribution of the mean of the sampled sample", Col= ' Skyblue ')
}
# # #6.1 Normal Distribution # # #
A<-rnorm (10000,0,1)
Myfun (a)
# # #6.2 Index Distribution # # # # #
B<-rexp (100000,1)
Myfun (b)
# # #6.3 T Distribution # # # #
C<-rt (1000,3)
Myfun (c)
# # #6.4 F Distribution # # # #
D<-RCHISQ (100000,1)
Myfun (d)
R Language Program