Lampiran Program 41 9-4 9-2 94 95 Pensimulasian Variabel Acak Poisson Fungsi Distribusi Normal Satuan Fungsi Distribusi Ki-Kuadrat Penggunaan Simulasi untuk Memperkirakan nilai-p dalam pengujian Kecocokan (Goodness of Fit Test) Penggunaan Simulasi untuk Memperkirakan nilai-p dalam pengujian Kolmogorov-Smimov Nilai-p yang eksak untuk Pengujian Penjumlahan Peringkat Dua-Sampel Penggunaan Simulasi untuk Memperkirakan nilai-p dari Penguj jumlahan Peringkat Dua-Sampel PROGRAM 4-1 1@ PRINT ‘THIS PROGRAM WILL SIMULATE N IID POISSON RANDOM VARI- BLES": 20 PRINT “ENTER THE MEAN‘ 30 INPUT L 40 PRINT “ENTER N"* 50 INPUT N 60 RANDOMIZE 70 =INT(L) 100 S=S+L0G(K) 110 NEXT. 120 S=-S-L+I-LOG(L) 130 PP=EXP(S) 140 F=1 150 FOR K=1 TO I 160 F=Fe(I+1-K)«B 170 CUM=CUM+F246 Pengantar Simulasi 8 NEXT CUM=( CUM+1) «PP. FOR J=1 TON, T=INT(L) =CUM U=RND IF UA GOTO 360 P=ePeB I=I-1 GoTo 310 PRINT I NEXT END PROGRAM 9-0 PRINT "THIS PROGRAM COMPUTES THE PROBABILITY THAT A UNIT NORMAL RANDOM VARIABLE IS LESS THAN X"" PRINT “ENTER THE DESIRED VALUE OF X"* INPUT X U=ABS(x) IF U>4 GOTO 180 Y=u°2 Tsu FOR J=1 TO 40 Us-UsYo(2eJ—1)/(2éde(2eJ+1)) I=14U NEXT I=I/SQR(2e3.14159) IF X<0 GOTO 160 PRINT “THE PROBABILITY IS"* .5+I GoTo 220 PRINT “THE PROBABILITY IS'* 5-1 GoTo 220 IF X<0 GOTO 210 PRINT "THE PROBABILITY IS GREATER THAN" 1-10°-4 GoTo 220 PRINT ‘THE PROBABILITY IS LESS THAN" 10-4 END PROGRAM 9-1 PRINT "THIS PROGRAM COMPUTES THE PROBABILITY THAT A CHI-SQUARE RANDOM VARIABLE WITH N DEGREES OF FREEDOM IS LESS THAN X'* PRINT "ENTER THE DEGREE OF FREEDOM PARAMETER" INPUT N S=(N-1)/2 PRINT “ENTER THE DESIRED VALUE OF X'"Lampiran Program 247 60 INPUT X 70 M=X/2 80 D=X/2-N/2+1/3 90 D=D-.04/N 100 IF N=1 GOTO 160 110 IF S=M GOTO 180 120 H=S/M 130 X= (1-HeH4+2«H*LOG(H))/(1-H)*2 140 X=DeSQR((1+X) /M) 150 GOTO 190 160 X=DeSQR(2/M) 170 GOTO 190 180 X=D/SQR(M) 190 U=ABS(X) 200 IF U>4 GOTO 330 210 Y=U'2 220 [=U 230 FOR J=1 T0 40 240 U=—Us¥e(20J=1)/(2ede(ZeJ+1)) 250 I=1+U 260 NEXT 270 1=1/SQR(2+3. 14159) 280 IF X<0 GOTO 310 290 PRINT “THE PROBABILITY IS" .5+1 300 GOTO 370 310 PRINT "THE PROBABILITY IS" .5-I 320 GOTO 370 330 IF X<0 GOTO 360 340 PRINT “THE PROBABILITY IS GREATER THAN'' 1-10'-4 380 GOTO 370 360 PRINT '*THE PROBABILITY IS LESS THAI 370 END "10.4 PROGRAM 9-2 10 PRINT "THIS PROGRAM USES SIMULATION TO APPROXIMATE THE p-VALUE. IN THE GOODNESS OF FIT TEST" 20 RANDOMIZE, 30 PRINT “ENTER THE NUMBER OF POSSIBLE VALUES" 40 INPUT N 50 DIM P(N) 60 DIM Q(N) 66 Q(0)=0 70 PRINT “ENTER THE PROBABILITIES ONE AT A TIME" 80 FOR I=1 TON 90 INPUT P(T) 100 Q(T) =Q(I~1)+P(1) 110 NEXT 1 120 PRINT “ENTER THE SAMPLE SIZE 130 INPUT D 140 DIM B(N) 150 DIM C(N) 160 FOR J=1 TON 170 B(J) = DsP(J) 180 C(J)=1/B(3) 190 NEXT 200 DIM X(N)100 110 120 130 140 150 160 170 180 190 220 230 240 250 260 270 280 290 PRINT “ENTER THE DESIRED NUMBER OF SIMULATION RUNS" INPUT R PRINT "ENTER THE VALUE OF THE TEST STATISTIC" INPUT W FOR K=1 TO R FOR L=1 TON X(L)=0 NEXT L. FOR J=1 700 U=RND T=] IF U=W THEN C=C+1 NEXT K PRINT ‘THE ESTIMATE OF THE p-VALUE IS" C/R END PROGRAM 9-3 PRINT "THIS PROGRAM USES SIMULATION TO APPROXIMATE THE p-VALUE OF THE KOLMOGOROV-SMIRNOV TEST’* RANDOMIZE PRINT “ENTER THE VALUE OF THE TEST QUANTITY" INPUT D. PRINT “ENTER THE SAMPLE SIZE" INPUT N Aa1/N PRINT “ENTER THE DESIRED NUMBER OF SIMULATION RUNS" INPUT R DIM T(N) FOR I=1 TOR Se 110) FOR U=RNO ¥ = -L0G(U) Td) =TII-1)+¥ S=S+¥ NEXT ‘S—LOG(RND) /S J=l T(d)eC IF JeA - X > D THEN GOTO 290 IF X — (J-1)¢A > D THEN GOTO 290 IF J=N GOTO 300 Jade) GoTo 230 ccmcc+l TON300 310 320 10 20 40 50 70 100 110 120 130 140 150 160 170 180 190 200 210 220 230 240 250 260 270 110 120 130 NEXT I PRINT "THE APPROXIMATE p-VALUE IS"* CC/R END PROGRAM 9.4 PRINT “THIS PROGRAM COMPUTES THE p-VALUE FOR THE T#O-SAMPLE RANK ‘SUM TEST Fi PRINT " THIS PROGRAM WILL RUN FASTEST IF YOU DESIGNATE AS THE FIRST ‘SAMPLE THE SAMPLE HAVING THE SMALLER SUM OF RANKS"* PRINT “ENTER THE SIZE OF THE FIRST SAMPLE” INPUT N PRINT “ENTER THE SIZE OF THE SECOND SAMPLE"* INPUT PRINT “ENTER THE SUM OF THE RANKS OF THE FIRST SAMPLE"* INPUT T DIM P(N,M.T+2) FOR I=1 TON FOR K=10(1+1}/2 70 T P(L.O.K)=1 NEXT NEXT FOR K=1 TO T+1 FOR J=1 TOM P(O.9.K-1)=1 NEXT NEXT FOR I=1-T0 8 FOR J=1 TOW FOR K=1 TOT IF K<(I+J) | THEN P(.J.K)=(J/(1+J))@P(T.J-1,K) ELSE P(T I,K) = (I/(149} )oP(T= 1.0. K=T=J) + (J/(149) )@P(T, I-14) NEXT NEXT NEXT IF P(N.M,T) <1-P(N.M,T~1) THEN V=P(N.M,T) ELSE V=1-P (N.M,T-1) PRINT “THE p-VALUE IS" 26V END PROGRAM 9-5 PRINT “THIS PROGRAM APPROXIMATES THE p-VALUE IN THE TRO-SAMPLE RANK SUM TEST BY A SIMULATION STUDY" RANDOMIZE PRINT “ENTER THE SIZE OF THE FIRST SAMPLE” INPUT N(1) PRINT “ENTER THE SIZE OF THE SECOND SAMPLE" INPUT N(2) PRINT ““ENTER THE SUM OF THE RANKS OF THE FIRST SAMPLE" INPUT T PRINT ‘ENTER THE DESIRED NUMBER OF SIMULATION RUNS" INPUT 4 NeN(1) +N(2) DIM X(N) NUM=NUM+ 1250 Pengantar Simulasi 140 150 160 170 180 190 200 210 220 230 240 250 260 270 280 S=0 FOR I=1 TON X(1)=1 NEXT I FOR 1=1 TO N(1) R=INT((N+1—I) oRND) +1 S=S+X(R) X(R)=X(N+1-I) NEXT I IF S<=T THEN C(1)=C(1)+1 IF S>=T THEN C(2)=C(2) +1 IF NUM C(2) THEN C(1)=C(2) PRINT * THE APPROXIMATE p-VALUE IS" 26C(1)/M END