Dados brutos: Dados ordenados:

Supor normal:
2
-7
1.9189189189
=
3
-5
3.4349379614
=
4
-4
7
-2
Quantis ()
X =?
8
-1
1%
-6.071941705
0
-1
5%
-3.731051245
-1
0
50%
1.918918919
3
0
95%
7.568889083
2
0
2
0
Teste das regras Empricas:
2
0
-4
1
Regra dos 67%
1
1
68.27%
3
1
+/- 1
F(X)
2
2
5.3538568803 0.841344746
9
2
-1.5160190425 0.158655254
0
2
1
2
Regra dos 95%
0
2
95.45%
-2
2
+/- 2
F(X)
0
2
8.7887948418 0.977249868
3
2
-4.9509570039 0.022750132
2
2
-5
3
Regra dos 99%
8
3
99.73%
3
3
+/- 1
F(X)
-1
3
12.2237328032 0.998650102
2
3
-8.3858949653 0.001349898
3
3
-7
3
8
4
5
5
3
7
2
8
2
8
0
8
1
9

f(x)
0.0039901717
0.0152741303
0.0263163949
0.060581652
0.0809442352
0.0809442352
0.0993624685
0.0993624685
0.0993624685
0.0993624685
0.0993624685
0.1120599583
0.1120599583
0.1120599583
0.1161101474
0.1161101474
0.1161101474
0.1161101474
0.1161101474
0.1161101474
0.1161101474
0.1161101474
0.1161101474
0.1105303468
0.1105303468
0.1105303468
0.1105303468
0.1105303468
0.1105303468
0.1105303468
0.0966683987
0.0776746227
0.0388904811
0.0242333163
0.0242333163
0.0242333163

F(X)
0.47%
2.20%
4.24%
12.70%
19.77%
19.77%
28.82%
28.82%
28.82%
28.82%
28.82%
39.45%
39.45%
39.45%
50.94%
50.94%
50.94%
50.94%
50.94%
50.94%
50.94%
50.94%
50.94%
62.35%
62.35%
62.35%
62.35%
62.35%
62.35%
62.35%
72.77%
81.51%
93.05%
96.17%
96.17%
96.17%

0.14

0.12

0.1

0.08

0.06

0.04

0.02

0
-8

-6

-4

-2

f(x) -> f(z)

A Dist. Normal padro conv
Z. Essa distribuio norm
desvio padro unitrio.

0.00
1

10

z
-2.59653
-2.014278
-1.723152
-1.140899
-0.849773
-0.849773
-0.558647
-0.558647
-0.558647
-0.558647
-0.558647
-0.267521
-0.267521
-0.267521
0.0236048
0.0236048
0.0236048
0.0236048
0.0236048
0.0236048
0.0236048
0.0236048
0.0236048
0.3147309
0.3147309
0.3147309
0.3147309
0.3147309
0.3147309
0.3147309
0.605857
0.896983
1.4792352
1.7703613
1.7703613
1.7703613
2.0614873

st. Normal padro converte uma varivel X em

ssa distribuio normal, com mdia zero e
io padro unitrio.
F(z)
0.0047085
0.0219902
0.0424306
0.1269559
0.1977255
0.1977255
0.2882012
0.2882012
0.2882012
0.2882012
0.2882012
0.3945339
0.3945339
0.3945339
0.5094161
0.5094161
0.5094161
0.5094161
0.5094161
0.5094161
0.5094161
0.5094161
0.5094161
0.623517
0.623517
0.623517
0.623517
0.623517
0.623517
0.623517
0.7276951
0.815136
0.9304613
0.9616665
0.9616665
0.9616665
0.9803717

f(z)
0.013706
0.0524657
0.0903952
0.2080942
0.2780384
0.2780384
0.3413039
0.3413039
0.3413039
0.3413039
0.3413039
0.384919
0.384919
0.384919
0.3988312
0.3988312
0.3988312
0.3988312
0.3988312
0.3988312
0.3988312
0.3988312
0.3988312
0.3796649
0.3796649
0.3796649
0.3796649
0.3796649
0.3796649
0.3796649
0.33205
0.2668075
0.1335864
0.0832399
0.0832399
0.0832399
0.0476533

-3

-2

-1

0.45
0.4
0.35
0.3
0.25
Column U

0.2
0.15
0.1
0.05
0
-2

-1

Rt
-1.307%
-1.281%
-1.268%
-1.038%
-0.976%
-0.947%
-0.782%
-0.724%
-0.700%
-0.395%
-0.352%
-0.322%
-0.292%
-0.250%
-0.215%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.210%
0.362%
0.395%
0.576%
0.765%
0.905%
1.272%
1.576%
1.884%
3.291%
3.485%

f(Rt)
0.001210 16.174495
0.011683 16.623803
1.4252198 16.84869
20.883987
21.979645
22.47719
25.327171
26.281693
26.672252
30.970312
31.464423
31.779447
32.078917
32.470592
32.765563
33.964595
33.964595
33.964595
33.964595
33.964595
33.964595
34.048407
33.430944
33.219061
31.648414
29.336501
27.264374
21.016176
15.716208
10.934386
0.8595292
0.5409747

40
35
30
25
20
15
10
5
0
-2.000% -1.000% 0.000%

1.000%

2.0

1.000%

2.000%

3.000%

4.000%

rt
-0.013159
-0.012891
-0.012758
-0.01043
-0.009805
-0.00952
-0.007852
-0.00727
-0.007027
-0.003961
-0.003522
-0.003224
-0.002924
-0.0025
-0.00215
0
0
0
0
0
0
0.0020973
0.0036092
0.003945
0.0057481
0.0076193
0.0090083
0.0126408
0.0156415
0.0186661
0.032384
0.0342549

f(rt)
0.001144 16.067362
0.011581 16.528361
16.759167
20.905981
22.032861
22.544604
25.47506
26.455764
26.856853
31.258074
31.7615
32.081979
32.386214
32.783364
33.081745
34.28007
34.28007
34.28007
34.28007
34.28007
34.28007
34.331429
33.676464
33.455184
31.830808
29.463593
27.35523
21.046402
15.735972
10.96729
0.9059897
0.5783567

-0.02

-0.01

40
35
30
25
20
15
10
5
0
-0.02

-0.01

0.01

0.02

0.03

0.04

Rt+1
98.693%
98.719%
98.732%
98.962%
99.024%
99.053%
99.218%
99.276%
99.300%
99.605%
99.648%
99.678%
99.708%
99.750%
99.785%
100.000%
100.000%
100.000%
100.000%
100.000%
100.000%
100.210%
100.362%
100.395%
100.576%
100.765%
100.905%
101.272%
101.576%
101.884%
103.291%
103.485%

LOGN
0.1084086
0.1127725
0.1149886
0.1587978
0.1722217
0.1785733
0.2186241
0.233736
0.2402229
0.3296653
0.3434858
0.3530005
0.3626732
0.3764858
0.3880205
0.4606415
0.4606415
0.4606415
0.4606415
0.4606415
0.4606415
0.5327896
0.5842685
0.5955424
0.6545088
0.7119501
0.7514396
0.8395695
0.894678
0.9348555
0.9965066
0.9978753

LOGN
1.2
1
0.8
0.6
0.4
0.2
0
98.000%

99.000%

100.000%

101.000%

102.000%

103.000%

104.000%

04.000%