Message-ID: <Pine.LNX.4.31.0208170726540.4258-100000@gannet.stats>
Date: 2002-08-17T06:30:03Z
From: Brian Ripley
Subject: Random Numbers
In-Reply-To: <Pine.SOL.4.21.0208171544070.16355-100000@stat1.stat.auckland.ac.nz>
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
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