{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "## Simuler, avec Python ou un tableur, N échantillons de taille 𝑛 d’une variable aléatoire, d’espérance 𝜇 et d’écart type 𝜎. " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "exemple : considérons la loi : \n", "\n", "| $x_i$ | 5 |10 | 20 |\n", "|:-- :|:-- :|:-- :|:-- :|\n", "| $p_i$ | 0.2| 0.7| 0.1|" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Calculer son espérance et son écart-type :" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "L'espérance vaut $\\mu = 5\\times 0.2 + 10 \\times 0.7 + 20 \\times 0.1 = 10$\n", "\n", "L'écart-type vaut $\\sigma = \\sqrt{0.2\\times 25 + 0.7\\times 0 + 0.1\\times 100} = \\sqrt{15} \\simeq 3.9$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Pour simuler un échantilon de taille 1, compléter la fonction suivante :" ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "collapsed": true }, "outputs": [], "source": [ "from random import randint\n", "\n", "def simulationUn():\n", " nombreAleatoire = randint(1,10)\n", " if nombreAleatoire <= 2:\n", " return 5\n", " else:\n", " if nombreAleatoire <= 9:\n", " return 10\n", " else:\n", " return 20" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "10" ] }, "execution_count": 2, "metadata": {}, "output_type": "execute_result" } ], "source": [ "simulationUn()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Pour simuler un échantilon de taille n, compléter la fonction suivante :" ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "collapsed": true }, "outputs": [], "source": [ "from random import randint\n", "\n", "def simulation(n):\n", " i = 1\n", " while i <= n :\n", " print( simulationUn() )\n", " i = i+1\n", " " ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "10\n", "20\n", "10\n", "10\n", "10\n", "5\n", "10\n" ] } ], "source": [ "simulation(7)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Modifions cette fonction pour qu'elle stocke l'échantillon dans une liste :" ] }, { "cell_type": "code", "execution_count": 5, "metadata": { "collapsed": true }, "outputs": [], "source": [ "from random import randint\n", "\n", "def simulation(n):\n", " i = 1\n", " L = [] # L est une liste vide\n", " while i <= n :\n", " L = L + [simulationUn()]\n", " i = i+1\n", " return L" ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "[10, 10, 10, 10]" ] }, "execution_count": 6, "metadata": {}, "output_type": "execute_result" } ], "source": [ "simulation(4)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Ecrire une fonction qui calcule la moyenne des éléments d'une liste :" ] }, { "cell_type": "code", "execution_count": 7, "metadata": {}, "outputs": [], "source": [ "def moyenneListe(L):\n", " m = 0\n", " for i in L:\n", " m = m+i\n", " return m/len(L)" ] }, { "cell_type": "code", "execution_count": 8, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "[10, 5, 10, 10, 10, 10, 10, 5, 5, 20, 10, 10, 5, 5, 10, 5, 10, 10, 10, 5]\n" ] }, { "data": { "text/plain": [ "8.75" ] }, "execution_count": 8, "metadata": {}, "output_type": "execute_result" } ], "source": [ "a = simulation(20)\n", "print(a)\n", "moyenneListe(a)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Simulation de N échantillons de taille n et calcul de la moyenne " ] }, { "cell_type": "code", "execution_count": 9, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "La proportion des cas où où l'écart entre la moyenne de l'échantillon et 10 est inférieur ou égal à 2sigma/racine(n) est : 0.943\n" ] } ], "source": [ "from math import sqrt\n", "N = 1000\n", "n = 1000\n", "C = 0 #compte les cas où l'écart entre la moyenne de l'échantillon et 10 est inférieur ou égal à 2*sigma/racine(n)\n", "for i in range(N):\n", " if abs( moyenneListe(simulation(n)) - 10 ) <= 2*sqrt(15)/sqrt(n):\n", " C = C + 1\n", "print(\"La proportion des cas où où l'écart entre la moyenne de l'échantillon et 10 est inférieur ou égal à 2sigma/racine(n) est : \", C/N )\n", " " ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": true }, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.6.1" } }, "nbformat": 4, "nbformat_minor": 2 }