Momentos de Seales Aleatorias

1. Generamos 400 valores aleatorios en Scilab:

Comportamiento Uniforme Comportamiento Normal

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DESVIACION ESTNDAR
DESVIACION ESTNDAR

VARIANZA
VARIANZA
 2. Ahora en Excel.
Muestra X(Uniforme) Y(Gauss)
1 0.2113249 -0.1287854
2 0.7560439 0.6078514
3 0.0002211 0.3446435
4 0.3303271 -0.6337031
396 0.2382297 1.6519661
397 0.9462947 0.6194598
398 0.4576685 -1.5465806
399 0.8964479 1.9452476
400 0.4438471 -1.5501264
0.49114362 -0.04373494
Media
n=E[X] n=E[Y]
Momentos de 1er Orden
M. Centrada (X-n) (Y-n)
1 -0.279818724 -0.085050455
2 0.264900277 0.651586345
3 -0.490922524 0.388378445
4 -0.160816524 -0.589968155
396 -0.252913924 1.695701045
397 0.455151077 0.663194745
398 -0.033475124 -1.502845655
399 0.405304277 1.988982545
400 -0.047296524 -1.506391455
Media 0.0000 0.0000
Centrada n=E[X-n] n=E[Y-n]
Momentos centrados de 1er Orden

(X-n)^2 (Y-n)^2 (X-n)^3 (Y-n)^3

0.078298518 0.00723358 -0.02190939 -0.00061522
0.070172156 0.42456476 0.01858862 0.2766406
0.241004924 0.15083782 -0.11831475 0.05858216
0.025861954 0.34806242 -0.00415903 -0.20534575
0.063965453 2.87540203 -0.01617775 4.87582223
0.207162502 0.43982727 0.09429024 0.29169113
0.001120584 2.25854506 -3.7512E-05 -3.39424464
0.164271557 3.95605156 0.06657996 7.86851751
0.002236961 2.26921522 -0.0001058 -3.41832641
0.079602392 Varianza 0.98291415 0.00115293 Oblicuidad 0.06965907
n=E[(X-n)^2] n=E[(Y-n)^2] n=E[(X-n)^3] n=E[(Y-n)^3]
Momentos centrados de 2do Orden Momentos centrados de 3er Orden
0.282138958 Desv. Est. 0.99142027