r-5 - SIMULACION SIMULACION PRUEBASDE BONDADDEAJUSTE Nmeros...

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SIMULACION SIMULACION PRUEBAS DE  BONDAD DE AJUSTE 
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Números pseudoaleatorios Una vez generados los números pseudoaleatorios se desea probar si éstos cumplen las propiedades deseables para los números aleatorios. Un generador de números pseudoaleatorios debe proporcionar secuencias de números que tengan una distribución uniforme y que sean estadísticamente independientes.
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Contrastes empíricos Se van a establecer tests que permitirán rechazar o no la hipótesis de uniformidad y de aleatoriedad. Las hipótesis nulas son: H0: Los números generados provienen de una variable aleatoria uniforme en (0,1) H0: La secuencia de números obtenidos es aleatoria
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Contrastes empíricos Una vez tomada la decisión de rechazar o no H0 se puede cometer uno de los 2 errores siguientes: Rechazar H0 cuando se debía aceptar (error de tipo I). La probabilidad de cometer ese error se designa por α Aceptar H0 cuando se debía rechazar (error de tipo II). La probabilidad de cometer ese error se designa por β.
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Contrastes empíricos Ejemplo, juicio contra una persona H0: la persona es inocente H1: es culpable Error de tipo I, se rechaza H0 cuando se debía
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  • Spring '11
  • .
  • Mersenne twister, Número pseudoaleatorio, dado, Criterio de Información de Akaike, Prueba de Kolmogórov-Smirnov

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