{VERSION 4 0 "IBM INTEL NT" "4.0" } {USTYLETAB {CSTYLE "Maple Input" -1 0 "Courier" 0 1 255 0 0 1 0 1 0 0 1 0 0 0 0 1 }{CSTYLE "2D Math" -1 2 "Times" 0 1 0 0 0 0 0 0 2 0 0 0 0 0 0 1 }{CSTYLE "2D Output" 2 20 "" 0 1 0 0 255 1 0 0 0 0 0 0 0 0 0 1 } {PSTYLE "Normal" -1 0 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 }0 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "Maple Output" 0 11 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 }3 3 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }} {SECT 0 {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 1 "#" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 19 "# Cauchy-Verteilung" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 50 "# LQ-Test zu vorgegebenem Siginifikanzniveau a lpha" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 1 "#" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "restart;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 47 "f0:=x->1/(Pi*(1+x^2)); # Dichte unter H0" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 47 "f1:=x->1/(Pi*(1+(x-mu)^2)); \+ # Dichte unter H1" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 51 "q:=x ->f1(x)/f0(x); # Likelihood-Quotient" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 8 "q(mu/2);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 26 "q_strich:=x->diff(q(x),x);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 26 "y:=solve(q_strich(x)=0,x);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 5 "y[1];" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 5 " y[2];" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "q(y[1]);" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "q(y[2]);" }}}{EXCHG {PARA 0 " > " 0 "" {MPLTEXT 1 0 6 "mu:=1;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 5 "y[1];" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 9 "evalf(%);" } }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 5 "y[2];" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 9 "evalf(%);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 19 "plot(q(x),x=-2..5);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "q(y[1]);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 9 " evalf(%);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#$\"+))R.=E!\"*" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "q(y[2]);" }}}{EXCHG {PARA 0 " > " 0 "" {MPLTEXT 1 0 9 "evalf(%);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 51 "c:=2.0; # LQ-Test zur Konstanten c" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 17 "a:=solve(q(x)=c);" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 5 "a[1];" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 5 "a[2];" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 58 "int(f0(x),x=a[1]..a[2]); #Irrtumswahrscheinlichkeit 1. Art" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 41 "int(f1(x),x=a[1]..a[2]); #Ma cht des Tests" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 1 "#" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 1 "#" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 49 "# \"Klassischer\" Test zum Signifikanzniveau alpha: " }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 1 "#" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 12 "alpha:=0.05;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 79 "# Rechtes alpha-Quantil xr bei der Cauchy-Verteilung: \nint(f0(t),t=x..infinity);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 44 "xr:=solve(int(f0(t),t=x..infinity)=alpha,x);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 51 "# Macht des Tests:\nbeta:=int(f1(t),t=xr..inf inity);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{MARK "39 0 0" 0 }{VIEWOPTS 1 1 0 1 1 1803 1 1 1 1 }{PAGENUMBERS 0 1 2 33 1 1 }