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Random Numbers

2 messages · Ko-Kang Kevin Wang, Brian Ripley

Original
Ko-Kang Kevin Wang
# 
hi,

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.

Is there anyway to "re-trace" x?  i.e. am I able to find out what the mean
and standard deviation for x is?

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?

Cheers,

Kevin

------------------------------------------------------------------------------
Ko-Kang Kevin Wang
Postgraduate PGDipSci Student
Department of Statistics
University of Auckland
New Zealand
Homepage: http://www.stat.auckland.ac.nz/~kwan022


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Brian Ripley
#
On Sat, 17 Aug 2002, Ko-Kang Kevin Wang wrote:

            

      
      
      
    

        
Not quite.  You get numbers with a different mean and standard deviation:
(4, 1.5) apply to the population.

            

      
      
      
    

        
You can only estimate the population values, the usual estimates being the
sample mean and std dev.

            

      
      
      
    

        
By fitting e.g. by maximum likelihood.  fitdistr(MASS) is a fairly general
function to do it.