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大小: 3KB文件類型: .m金幣: 1下載: 0 次發布日期: 2021-05-07
- 語言: Matlab
- 標簽: Gram-Charli??PDF??
資源簡介
matlab 用Gram-Charlier級數展開求變量的的概率密度曲線
代碼片段和文件信息
%計算正態分布隨機量的半不變量,通過半不變量求pdf和cdf
clear
clc
close?all
%生成隨機變量
Y=randn(11440);
figure(1)
hist(Y30)
title(‘正態分布隨機變量‘)
%-----------計算1-7階原點矩alpha--------------------
for?i=1:7
????for?j=1:size(Y2)
????????Yi(:j)=Y(:j).^i;
????end
????alpha(i)=sum(Yi)/size(Y2);%原點矩
end
%------------1-7階中心矩beta-------------------
m=mean(Y);
%?for?i=1:7
%?????for?j=1:size(Y2)
%?????????Yii(:j)=(Y(:j)-m).^i;
%?????end
%?????beta(i)=sum(Yii)/size(Y2);
%?end?
%?me=mean(Y)
%?va=var(Y)
%--------------用原點矩alpha求1-7階半不變量gamma--------------------
gamma(11)=alpha(1);
gamma(12)=alpha(2)-alpha(1).^2;
gamma(13)=alpha(3)-3*alpha(1)*alpha(2)+2*alpha(1).^3;
gamma(14)=alpha(4)-3*alpha(2).^2-4*alpha(1)*alpha(3)+12*alpha(1).^2*alpha(2)-6*alpha(1).^4;
gamma(15)=alpha(5)-5*alpha(4)*alpha(1)-10*alpha(3)*alpha(2)+20*alpha(3)*alpha(1).^2+30*alpha(2).^2*alpha(1)-60*alpha(2)*alpha(1).^3+24*alpha(1).^5;
gamma(16)=alpha(6)-6*alpha(5)*alpha(1)-15*alpha(4)*alpha(2)+30*alpha(4)*alpha(1).^2-10*alpha(3).^2+120*alpha(3)*alpha(2)*alpha(1)-120*alpha(3)*alpha(1).^3+30*alpha(2).^3-270*alpha(2).^2*alpha(1).^2+360*alpha(2)*alpha(1).^4-120*alpha(1).^6;
gamma(17)=alpha(7)-7*alpha(6)*alpha(1)-21*alpha(5)*alpha(2)+42*alpha(5)*alpha(1).^2-35*alpha(4)*alpha(3)+210*alpha(4)*alpha(2)*alpha(1)-210*alpha(4)*alpha(1).^3+140*alpha(3).^2*alpha(1)+210*alpha(3)*alpha(2).^2-1260*alpha(3)*alpha(2)*alpha(1).^2+840*alpha(3)*alpha(1).^4-630*alpha(2).^3*alpha(1)+2520*al
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