Message-ID: <x2n0i9m4am.fsf@biostat.ku.dk>
Date: 2003-04-29T20:34:09Z
From: Peter Dalgaard
Subject: R help
In-Reply-To: <20030429195425.18439.qmail@web10904.mail.yahoo.com>
Shutnik <shutnik_xx at yahoo.co.uk> writes:
> Hello,
> I have the normal random variables y(t)~N(mu, sigma.sq) and want to decompose them into n normal variables:
>
> y(t) = x(t,1) +
+ x(t,n)
>
> x(t,i)~N(mu, sigma.sq/n)
>
> The problem is not as simple as can appear. All my experiments didn?t give me anything so far. Are there any tools to do this?
>
This should work, provided I understand the problem correctly:
x <- rnorm(n,sd=sqrt(sigma.sq/n))
x <- x - mean(x) + y/n
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907