Created
April 30, 2018 15:34
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from random import random | |
from scipy import mean | |
from math import log, pow | |
import matplotlib.pyplot as plt | |
def simulate_single(n): | |
sample = [random() - 0.5 for _ in range(n)] | |
mx = mean(sample) | |
tx = 0.5 * (max(sample) + min(sample)) | |
return pow(mx, 2), pow(tx, 2) | |
def simulate_estimator(n, K): | |
errors = [simulate_single(n) for _ in range(K)] | |
total_mx2 = total_tx2 = 0 | |
for mx2, tx2 in errors: | |
total_mx2 += mx2 / K | |
total_tx2 += tx2 / K | |
return total_mx2, total_tx2 | |
print("mean errors squared:") | |
print(simulate_estimator(100, 1000)) | |
k = 6 | |
errs = [simulate_estimator(10 ** k, 1000) for k in range(k)] | |
mxs = [log(x) / log(10) for x, _ in errs] | |
txs = [log(x) / log(10) for _, x in errs] | |
plt.plot(range(k), mxs) | |
plt.plot(range(k), txs) | |
plt.show() |
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