Precision - or lack there of
On 12/9/2006 9:26 AM, John Sorkin wrote:
R 2.3.1 Windows XP I am surprised at the lack of precision in R, as noted below. I would expect the values to be closer to zero, particularly the later examples where the sample size is quite large.
These are all cases where the theoretical distributions are easy to calculate, and the results you are getting are not particularly unusual:
mean(rnorm(500,0,1))
[1] -0.03209727
> pnorm(-0.03209727, sd=1/sqrt(500)) [1] 0.2364660
mean(rnorm(5000,0,1))
[1] -0.005991322
> pnorm(-0.005991322, sd=1/sqrt(5000)) [1] 0.3359104 [skipped some]
mean(rnorm(50000,0,1))
[1] -0.0006160524
mean(rnorm(500000,0,1))
[1] -0.001254309
mean(rnorm(5000000,0,1))
[1] 0.0004633778
mean(rnorm(50000000,0,1))
[1] -0.0001325764
> pnorm(-0.0001325764, sd=1/sqrt(50000000)) [1] 0.1742618
I would appreciate any thoughts. Is the lack of precision due to running on a 32-bit system?
No, the lack of precision seems to be due to the distributions you are sampling from. Duncan Murdoch
Thanks,
John
John Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
Baltimore VA Medical Center GRECC,
University of Maryland School of Medicine Claude D. Pepper OAIC,
University of Maryland Clinical Nutrition Research Unit, and
Baltimore VA Center Stroke of Excellence
University of Maryland School of Medicine
Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
jsorkin at grecc.umaryland.edu
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