% % epage 224-225 % % Written by: % -- % John L. Weatherwax 2008-02-20 % % email: wax@alum.mit.edu % % Please send comments and especially bug reports to the % above email address. % %----- clear all; close all; clc; addpath('../../Code/CSTool'); load mcdata; n = length(mcdata); sigma = 7.8; sigxbar = sigma/sqrt(n); %M = 1e4; % do these M values: Marray = 10.^[ 3, 4, 5 ]; alpha = 0.05; cv = norminv(alpha,0,1); alphahat = zeros(1,length(Marray)); for mi=1:length(Marray), M = Marray(mi); % start our simulation: Im = 0; for i=1:M, % generate a random sample under H_0: xs = sigma*randn(1,n) + 454; Tm = (mean(xs)-454)/sigxbar; if( Tm <= cv ) Im=Im+1; end end alphahat(mi) = Im/M; end fprintf( 'alphahat = ' ); fprintf( '%10.4f', alphahat); fprintf( '\n' ); fprintf( 'abs(alphahat-alpha) = ' ); fprintf( '%10.4f', abs(alphahat-alpha)); fprintf( '\n' );