u - n <

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Sheet1 Page 1 n <- c(25,30,36,43,52,62,75,90,107,129,155,186,223,267,321,385,462,555,666,799,958,1150,1380,1656,1987,2385) l <- length(n) #Part 1 k = 1000 r = 500 #compute avg relative error are <- function(b,v) { l <- length(b) c <- 1/(l*v) sum <- 0 for(i in 1:l) { sum = sum + abs( v-b[i] ) } return(c*sum) } #bootstrap function for first question boo <- function(data,r) { median <- matrix(nrow=r,ncol=1) m <- length(data) for(i in 1:r) { s<-sample(1:m,size=m,replace=T) median[i,1] <- median(data[s]) } return( list(v=var(median),m=median) ) } #first question genkmed <- function(n) { median.u <- matrix(nrow=k,ncol=1) median.chi <- matrix(nrow=k,ncol=1) var.b.u <- matrix(nrow=1000,ncol=1) var.b.chi <- matrix(nrow=1000,ncol=1) for(i in 1:k) { data.u<- runif(n) median.u[i,1] <- median(data.u) data.chi<-rchisq(n,df=3) median.chi[i,1] <- median(data.chi) #bootstrap var.b.u[i,1] <- boo(data.u,r)$v var.b.chi[i,1] <- boo(data.chi,r)$v } var.u <- var(median.u)
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Sheet1 Page 2 var.chi <- var(median.chi)
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This note was uploaded on 09/19/2009 for the course MATH compstat taught by Professor Qian during the Spring '09 term at FAU.

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u - n <

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