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are these the same?
2 messages · Kitty Lee, Ben Bolker
Kitty Lee <lee.kitty <at> yahoo.com> writes:
Dear members, I was trying to simulate W which is iid and depends on X and Y. Here are 2 methods: Method 1: x<-rnorm(100) y<-rnorm(100) w<-rnorm(100, 2x+y,1) Method 2: x<-rnorm(100) y<-rnorm(100) w<-2x+y+rnorm(100,0,1) Are these methods comparable? Since x and y are vectors, the term 2x+y would return a vector. It seems that,
given Method 1, each element of W
would come from a different population with means depending on the value of x
and y. Is that true? Or is
Method 1 equally acceptable as Method 2 in creating W? I'd really appreciate clues to this puzzle! Thanks!
They're identical. Here's an experimental "proof":
set.seed(1001); w1 <- rnorm(100,2*x+y) set.seed(1001); w2 <- 2*x+y+rnorm(100) var(cbind(x,y,w1))
x y w1 x 0.91376508 0.06466817 1.796888 y 0.06466817 1.09054157 1.159634 w1 1.79688802 1.15963375 5.812402
var(cbind(x,y,w2))
x y w2 x 0.91376508 0.06466817 1.796888 y 0.06466817 1.09054157 1.159634 w2 1.79688802 1.15963375 5.812402 Ben Bolker