# Review Chapter 4 # Normal density Section 4.1.1 xvar = seq(from=-3,to=9,length=1000) norm1 = (1/sqrt(2*pi))*exp(-(1/2)*(xvar-1)**2) n1 = (1/sqrt(2*pi))*exp(-(1/2)*(2.64-1)**2) norm2 = (1/sqrt(2*pi))*exp(-(1/2)*(xvar-4)**2) n2 = (1/sqrt(2*pi))*exp(-(1/2)*(2.64-4)**2) plot(xvar, norm1, type="l", lwd=2, main="",xlab="x-axis",ylab="densities", col="blue") lines(xvar,norm2,type="l",lwd=2,col="red") lines(c(2.64,2.64),c(0,n1),col="blue",lwd=2) lines(c(2.64,2.64),c(n1,n2),col="red",lwd=2) ############################################# # The likelihood ratio test # Section 4.2.1 # Normal distribution (using data from above) LR = norm2/norm1 plot(xvar, log(LR), type="l", lwd=2, main="Log likelihood ratio",xlab="x-axis",ylab="log ratio", col="blue") lines(c(2.64,2.64),c(-15,20),col="red",lwd=2,lty=2) lines(c(-2,8),c(0.42,0.42),col="red",lwd=2,lty=2) #lines(xvar, norm1, type="l", lwd=2,col="blue") #lines(xvar,norm2,type="l",lwd=2,col="red") ########################################## # Binomial distribution # Section 4.2.2 N2=dbinom(c(0:10),10,0.8) N1=dbinom(c(0:10),10,0.6) N0=dbinom(c(0:10),10,0.3) N0sum = (1-pbinom(c(0:10),10,0.3))+dbinom(c(0:10),10,0.3) N1sum = (1-pbinom(c(0:10),10,0.6))+dbinom(c(0:10),10,0.6) N2sum = (1-pbinom(c(0:10),10,0.8))+dbinom(c(0:10),10,0.8) round(N2,4) round(log(N2/N0),4) plot(c(0:10),N0, type="o", lwd=2, main="Binomial",xlab="outcome",ylab="probability", col="blue") points(c(0:10),N1, type="o", lwd=2, col="red") lines(c(0:10),N1, type="o", lwd=2, col="red") n1 =dbinom(6,10,0.6) n0 =dbinom(6,10,0.3) lines(c(6,6),c(0,n0),col="blue",lwd=2) lines(c(6,6),c(n0,n1),col="red",lwd=2) ### LR = N1/N0 plot(c(0:10), log(LR), type="o", lwd=2, main="Log likelihood ratio",xlab="x-axis",ylab="log ratio", col="blue") lines(c(6,6),c(-6,log(n1/n0)),col="blue",lwd=2) ########################################################### # None-monotonic functions # Section 4.2.4 xvar = seq(from=-3,to=9,length=1000) norm0 = (1/sqrt(2*pi))*exp(-(1/2)*(xvar-2.5)**2) norm1 = (1/sqrt(2*pi))*exp(-(1/2)*(xvar-1)**2) n1 = (1/sqrt(2*pi))*exp(-(1/2)*(2.64-1)**2) norm2 = (1/sqrt(2*pi))*exp(-(1/2)*(xvar-4)**2) n2 = (1/sqrt(2*pi))*exp(-(1/2)*(2.64-4)**2) norm3 = 0.5*norm1 + 0.5*norm2 plot(xvar, norm0, type="l", lwd=2, main="",xlab="x-axis",ylab="densities", col="blue") lines(xvar,norm3,type="l",lwd=2,col="red") plot(xvar, log(norm3/norm0), type="l", lwd=2, main="",xlab="x-axis",ylab="log likelihood ratio", col="blue")