{ "cells": [ { "cell_type": "markdown", "metadata": { "id": "-pQMN8BHZ51n" }, "source": [ "# Teorema do Limite Central\n", "\n", "### SME0221 Inferência Estatística\n", "\n", "por **Cibele Russo**\n", "\n", "**ICMC/USP - São Carlos SP**\n", "\n" ], "id": "-pQMN8BHZ51n" }, { "cell_type": "markdown", "metadata": { "id": "LKqf-tVbZ51r" }, "source": [ "Fonte: https://blog.quantinsti.com/central-limit-theorem/" ], "id": "LKqf-tVbZ51r" }, { "cell_type": "markdown", "metadata": { "id": "lPY4fXlqZ51r" }, "source": [ "### Exemplo exponencial" ], "id": "lPY4fXlqZ51r" }, { "cell_type": "code", "execution_count": 1, "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "0kigKWN4Z51s", "outputId": "f13c11be-4e24-46e7-c990-c9a97cb56fd2" }, "outputs": [ { "output_type": "stream", "name": "stdout", "text": [ "Population mean: 4.0\n", "Population standard deviation: 4.0\n" ] } ], "source": [ "# Importing necessary libraries\n", "import warnings\n", "warnings.filterwarnings('ignore')\n", "import pandas as pd\n", "import numpy as np\n", "import matplotlib.pyplot as plt\n", "import seaborn as sns\n", "\n", "\n", "# rate parameter for the exponentially distributed population\n", "rate = 0.25\n", "\n", "#Population mean\n", "mu = 1/rate\n", "\n", "# Population standard deviation\n", "sd = np.sqrt(1/(rate**2))\n", "\n", "print('Population mean:', mu)\n", "print('Population standard deviation:', sd)" ], "id": "0kigKWN4Z51s" }, { "cell_type": "code", "source": [ "# drawing 50 random samples of size 2 from the exponentially distributed population\n", "sample_size = 2\n", "df2 = pd.DataFrame(index= ['x1', 'x2'] )\n", "\n", "for i in range(1, 51):\n", " exponential_sample = np.random.exponential((1/rate), sample_size)\n", " col = f'sample {i}'\n", " df2[col] = exponential_sample\n", "\n", "# Taking a peek at the samples\n", "df2" ], "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 223 }, "id": "MUsykku1a5Q8", "outputId": "3e08af78-845c-424e-83fd-1939aaaffb48" }, "id": "MUsykku1a5Q8", "execution_count": 2, "outputs": [ { "output_type": "execute_result", "data": { "text/plain": [ " sample 1 sample 2 sample 3 sample 4 sample 5 sample 6 sample 7 \\\n", "x1 1.941383 1.251136 14.400024 22.001170 1.072971 3.099897 2.131636 \n", "x2 4.661698 2.782234 1.737298 2.655372 6.947582 2.591737 7.541948 \n", "\n", " sample 8 sample 9 sample 10 ... sample 41 sample 42 sample 43 \\\n", "x1 0.898213 3.237277 13.164167 ... 2.299618 0.143017 0.720995 \n", "x2 0.457868 3.066978 3.985967 ... 6.665297 8.704233 0.696258 \n", "\n", " sample 44 sample 45 sample 46 sample 47 sample 48 sample 49 \\\n", "x1 12.644751 0.102006 1.010089 9.012980 1.265512 0.859156 \n", "x2 10.097712 9.586246 4.592424 1.069703 0.021359 3.827212 \n", "\n", " sample 50 \n", "x1 0.057872 \n", "x2 3.586337 \n", "\n", "[2 rows x 50 columns]" ], "text/html": [ "\n", "
\n", " | sample 1 | \n", "sample 2 | \n", "sample 3 | \n", "sample 4 | \n", "sample 5 | \n", "sample 6 | \n", "sample 7 | \n", "sample 8 | \n", "sample 9 | \n", "sample 10 | \n", "... | \n", "sample 41 | \n", "sample 42 | \n", "sample 43 | \n", "sample 44 | \n", "sample 45 | \n", "sample 46 | \n", "sample 47 | \n", "sample 48 | \n", "sample 49 | \n", "sample 50 | \n", "
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
x1 | \n", "1.941383 | \n", "1.251136 | \n", "14.400024 | \n", "22.001170 | \n", "1.072971 | \n", "3.099897 | \n", "2.131636 | \n", "0.898213 | \n", "3.237277 | \n", "13.164167 | \n", "... | \n", "2.299618 | \n", "0.143017 | \n", "0.720995 | \n", "12.644751 | \n", "0.102006 | \n", "1.010089 | \n", "9.012980 | \n", "1.265512 | \n", "0.859156 | \n", "0.057872 | \n", "
x2 | \n", "4.661698 | \n", "2.782234 | \n", "1.737298 | \n", "2.655372 | \n", "6.947582 | \n", "2.591737 | \n", "7.541948 | \n", "0.457868 | \n", "3.066978 | \n", "3.985967 | \n", "... | \n", "6.665297 | \n", "8.704233 | \n", "0.696258 | \n", "10.097712 | \n", "9.586246 | \n", "4.592424 | \n", "1.069703 | \n", "0.021359 | \n", "3.827212 | \n", "3.586337 | \n", "
2 rows × 50 columns
\n", "\n", " | Sample means | \n", "
---|---|
sample 1 | \n", "3.958604 | \n", "
sample 2 | \n", "4.045756 | \n", "
sample 3 | \n", "4.116816 | \n", "
sample 4 | \n", "3.987188 | \n", "
sample 5 | \n", "3.996352 | \n", "
sample 6 | \n", "3.883661 | \n", "
sample 7 | \n", "4.014121 | \n", "
sample 8 | \n", "4.013331 | \n", "
sample 9 | \n", "4.050435 | \n", "
sample 10 | \n", "4.016005 | \n", "
sample 11 | \n", "3.966928 | \n", "
sample 12 | \n", "4.136723 | \n", "
sample 13 | \n", "3.983414 | \n", "
sample 14 | \n", "3.890308 | \n", "
sample 15 | \n", "4.091705 | \n", "
sample 16 | \n", "4.019620 | \n", "
sample 17 | \n", "3.874229 | \n", "
sample 18 | \n", "4.021794 | \n", "
sample 19 | \n", "4.005865 | \n", "
sample 20 | \n", "4.054779 | \n", "
sample 21 | \n", "4.049871 | \n", "
sample 22 | \n", "4.093898 | \n", "
sample 23 | \n", "3.944739 | \n", "
sample 24 | \n", "3.998640 | \n", "
sample 25 | \n", "3.947447 | \n", "
sample 26 | \n", "4.096262 | \n", "
sample 27 | \n", "3.933521 | \n", "
sample 28 | \n", "4.056726 | \n", "
sample 29 | \n", "3.946058 | \n", "
sample 30 | \n", "4.025021 | \n", "
sample 31 | \n", "4.031176 | \n", "
sample 32 | \n", "3.941051 | \n", "
sample 33 | \n", "3.967591 | \n", "
sample 34 | \n", "4.061080 | \n", "
sample 35 | \n", "4.004738 | \n", "
sample 36 | \n", "3.964225 | \n", "
sample 37 | \n", "4.008443 | \n", "
sample 38 | \n", "3.944334 | \n", "
sample 39 | \n", "4.054432 | \n", "
sample 40 | \n", "4.064087 | \n", "
sample 41 | \n", "3.992023 | \n", "
sample 42 | \n", "3.890063 | \n", "
sample 43 | \n", "4.061847 | \n", "
sample 44 | \n", "4.032388 | \n", "
sample 45 | \n", "4.045628 | \n", "
sample 46 | \n", "3.928111 | \n", "
sample 47 | \n", "3.959733 | \n", "
sample 48 | \n", "3.988483 | \n", "
sample 49 | \n", "4.025135 | \n", "
sample 50 | \n", "3.981385 | \n", "