File:Maximum de vraisemblance surface loi normale centree reduite.svg
Original file (SVG file, nominally 545 × 372 pixels, file size: 505 KB)
Captions
Summary[edit]
DescriptionMaximum de vraisemblance surface loi normale centree reduite.svg |
Français : Surface représentant la vraisemblance L (en z) en fonction des paramètres μ et σ de la loi normale.
Pour les valeurs de la variable aléatoire, nous avons pris les déciles de la loi normale centrée réduite. Créé avec Scilab, modifié avec Inkscape.English: Surface representing the likehood L (z axis) versus the parameters μ and σ of the normal law.
The values of the random variable are the deciles of the standard normal distribution. Created with Scilab, modified with Inkscape. |
Date | |
Source | Own work |
Author | Cdang |
Scilab source
This media was created with Scilab, a free open-source software. Here is a listing of the Scilab source used to create this file. |
// L'exécution de ce script nécessite le module CASCI
clear;
clf;
// déciles
Y = 0.1:0.1:0.9;
X = idfnormal(Y, 0, 1);
n = size(Y, "*");
// fonctions
function [L] = vraisemblance(x, mu, sigma)
// calcule le maximum de vraisemblance de la loi normale
// entrées : x : réalisations de la variable aléatoire (vectuer de réels)
// mu, sigma : paramètres de la loi normale (réels)
// sortie : L : vraisemblance (réel)
y = pdfnormal(x, mu, sigma);
L = prod(y);
endfunction
// Programme principal
// espace de recherche
m = 20;
mu = linspace(-0.5, 0.5, m);
n = 20;
sigma = linspace(0.5, 1.5, n);
L = zeros(m, n); // initialisation
for i = 1:m
for j = 1:n
L(i,j) = vraisemblance(X, mu(i), sigma(j));
end
end
// tracé
cmap = coolcolormap(30);
xset("colormap", cmap);
plot3d1(mu', sigma', 1e5*L)
xtitle("Vraisemblance", "$\mu$", "$\sigma$", "$\mathrm{L} \times 10^5$")
Licensing[edit]
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- to share – to copy, distribute and transmit the work
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- Under the following conditions:
- attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
- share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.
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Date/Time | Thumbnail | Dimensions | User | Comment | |
---|---|---|---|---|---|
current | 12:59, 20 June 2013 | 545 × 372 (505 KB) | Cdang (talk | contribs) | User created page with UploadWizard |
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Short title | Recherche du maximum de vraisemblance pour les déciles de la loi normale centrée réduite |
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Width | 544.55823 |
Height | 371.88147 |