coefficient completed

4
iteration=100000; i=(1:iteration)'; U=(rand(iteration,1)+(i-1))./iteration; D=norminv(U,0.00005,0.00001); D2=norminv(U,0.00015,0.00003); D3=norminv(U,0.0001,0.00002); D=D(D>0); N=length(D); [a,b]=sort(rand(N,1)); U=U(b); X=norminv(U,0.04,0.005); [a,b]=sort(rand(N,1)); U=U(b); Co=logninv(U,1.14119,0.47238); [a,b]=sort(rand(N,1)); U=U(b); Cth=0.6+(1.2-0.6).*U; for a=1:1:20 A=Co.*(1-erf(X./(2.*(sqrt(D.*a))))); [b,c]=sort(rand(length(A),1)); A=A(c); M=A-Cth; M=M(M>0); Pf(a)=length(M)./length(A); meansee=mean(A)-0.5.*mean(A); stdsee=std(A)-0.5.*std(A);

Upload: chrisyap

Post on 19-Feb-2016

215 views

Category:

Documents


0 download

DESCRIPTION

Coefficient Completed

TRANSCRIPT

Page 1: Coefficient Completed

iteration=100000;

i=(1:iteration)';

U=(rand(iteration,1)+(i-1))./iteration;

D=norminv(U,0.00005,0.00001);

D2=norminv(U,0.00015,0.00003);

D3=norminv(U,0.0001,0.00002);

D=D(D>0);

N=length(D);

[a,b]=sort(rand(N,1));

U=U(b);

X=norminv(U,0.04,0.005);

[a,b]=sort(rand(N,1));

U=U(b);

Co=logninv(U,1.14119,0.47238);

[a,b]=sort(rand(N,1));

U=U(b);

Cth=0.6+(1.2-0.6).*U;

for a=1:1:20

A=Co.*(1-erf(X./(2.*(sqrt(D.*a)))));

[b,c]=sort(rand(length(A),1));

A=A(c);

M=A-Cth;

M=M(M>0);

Pf(a)=length(M)./length(A);

meansee=mean(A)-0.5.*mean(A);

stdsee=std(A)-0.5.*std(A);

w0=1./(std(A).^2);

Page 2: Coefficient Completed

w1=1./(stdsee.^2);

w=w0+w1;

meanpos=(w0.*mean(A)+w1.*meansee)./w;

stdpos=sqrt(1./w);

[d,e]=sort(rand(N,1));

U=U(e);

newA=norminv(U,meanpos,stdpos);

newM=newA-Cth;

newM=newM(newM>0);

newPf(a)=length(newM)./length(A);

Asecond=Co.*(1-erf(X./(2.*(sqrt(D2.*a)))));

[j,k]=sort(rand(length(Asecond),1));

Asecond=Asecond(k);

Msecond=Asecond-Cth;

Msecond=Msecond(Msecond>0);

Pfsecond(a)=length(Msecond)./length(Asecond);

meanseesecond=mean(Asecond)-0.5.*mean(Asecond);

stdseesecond=std(Asecond)-0.5.*std(Asecond);

w0=1./(std(Asecond).^2);

w1=1./(stdseesecond.^2);

w=w0+w1;

meanpossecond=(w0.*mean(Asecond)+w1.*meanseesecond)./w;

stdpossecond=sqrt(1./w);

[l,m]=sort(rand(N,1));

U=U(m);

newAsecond=norminv(U,meanpossecond,stdpossecond);

newMsecond=newAsecond-Cth;

Page 3: Coefficient Completed

newMsecond=newMsecond (newMsecond>0);

newPfsecond (a)=length(newMsecond)./length(Asecond);

Atir=Co.*(1-erf(X./(2.*(sqrt(D3.*a)))));

[o,p]=sort(rand(length(Atir),1));

Atir=Atir (p);

Mtir=Atir-Cth;

Mtir=Mtir (Mtir>0);

Pftir (a)=length(Mtir)./length(Atir);

meanseetir=mean(Atir)-0.5.*mean(Atir);

stdseetir=std(Atir)-0.5.*std(Atir);

w0=1./(std(Atir).^2);

w1=1./(stdseetir.^2);

w=w0+w1;

meanpostir=(w0.*mean(Atir)+w1.*meanseetir)./w;

stdpostir=sqrt(1./w);

[q,r]=sort(rand(N,1));

U=U(r);

newAtir=norminv(U,meanpostir,stdpostir);

newMtir=newAtir-Cth;

newMtir=newMtir (newMtir>0);

newPftir (a)=length(newMtir)./length(Atir);

end

tt=1:1:20;

plot(tt,Pf,'r',tt,newPf,'b',tt,Pfsecond, 'g',tt,newPfsecond, 'y', tt,Pftir, 'black',tt,newPftir, 'm')

legend('Good prior normal(0.00005,0.00001)','Good posterior normal(0.00005,0.00001)','Poor prior normal(0.00015,0.00003)','Poor posterior normal(0.00015,0.00003)','Average prior normal(0.0001,0.00002)','Average posterior normal(0.0001,0.00002)');