Random Numbers
On Sat, 17 Aug 2002, Ko-Kang Kevin Wang wrote:
Actually this applies not just to random numbers, but... Suppose I type: x <- rnorm(30, 4, 1.5) to get some 30 random normal numbers with mean 4 and standard deviation 1.5.
Not quite. You get numbers with a different mean and standard deviation: (4, 1.5) apply to the population.
Is there anyway to "re-trace" x? i.e. am I able to find out what the mean and standard deviation for x is?
You can only estimate the population values, the usual estimates being the sample mean and std dev.
More generally, suppose I generated some random numbers using a particular distribution. Can I find out the parameters of the distribution on these random numbers?
By fitting e.g. by maximum likelihood. fitdistr(MASS) is a fairly general function to do it.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._