An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20081226/afce23ad/attachment.pl>
Computational Probability
6 messages · Rory Winston, Gabor Grothendieck, Brian Ripley +1 more
Try a simulation approach. vignette("rv") for more info.
set.seed(1) library(rv) x <- rvunif(10) s <- simapply(x, sum) mean(s > 4 & s < 6)
mean sd 1% 2.5% 25% 50% 75% 97.5% 99% sims [1] 0.72 0.45 0 0 0 1 1 1 1 2500
On Fri, Dec 26, 2008 at 7:42 AM, Rory Winston <rory.winston at gmail.com> wrote:
Hi
Firstly , happy Christmas to R-Help! Secondly, I wonder if anyone can help
me with the following query: I am trying to reproduce some explicit
probability calculations performed in APPL (a Maple extension for
computational probability). For instance, in APPL, to compute the
probability that the sum of 10 iid uniform variables [0,1] will be between 4
and 6, (i..e Pr( 4 < \sum_{i=1}^{10}X_i < 6)), I can type:
X := UniformRV(0, 1);
Y := ConvolutionIID(X, 10);
CDF(Y,6) - CDF(Y,4);
which gives the required probability .7222. Is there any way to perform
these type of calcuations in R in a general way? I realise that a lot of the
machinery behind these computations comes from Maple's symbolic engine, but
are there any R extensions for these kind of calculation?
Cheers
Rory
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Actually the last line could be simplified to just:
s > 4 & s < 6
mean sd sims [1] 0.72 0.45 2500 On Fri, Dec 26, 2008 at 8:33 AM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
Try a simulation approach. vignette("rv") for more info.
set.seed(1) library(rv) x <- rvunif(10) s <- simapply(x, sum) mean(s > 4 & s < 6)
mean sd 1% 2.5% 25% 50% 75% 97.5% 99% sims [1] 0.72 0.45 0 0 0 1 1 1 1 2500 On Fri, Dec 26, 2008 at 7:42 AM, Rory Winston <rory.winston at gmail.com> wrote:
Hi
Firstly , happy Christmas to R-Help! Secondly, I wonder if anyone can help
me with the following query: I am trying to reproduce some explicit
probability calculations performed in APPL (a Maple extension for
computational probability). For instance, in APPL, to compute the
probability that the sum of 10 iid uniform variables [0,1] will be between 4
and 6, (i..e Pr( 4 < \sum_{i=1}^{10}X_i < 6)), I can type:
X := UniformRV(0, 1);
Y := ConvolutionIID(X, 10);
CDF(Y,6) - CDF(Y,4);
which gives the required probability .7222. Is there any way to perform
these type of calcuations in R in a general way? I realise that a lot of the
machinery behind these computations comes from Maple's symbolic engine, but
are there any R extensions for these kind of calculation?
Cheers
Rory
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Look at packages distr* : they can do your example and might do what your real applications.
On Fri, 26 Dec 2008, Rory Winston wrote:
Hi
Firstly , happy Christmas to R-Help! Secondly, I wonder if anyone can help
me with the following query: I am trying to reproduce some explicit
probability calculations performed in APPL (a Maple extension for
computational probability). For instance, in APPL, to compute the
probability that the sum of 10 iid uniform variables [0,1] will be between 4
and 6, (i..e Pr( 4 < \sum_{i=1}^{10}X_i < 6)), I can type:
X := UniformRV(0, 1);
Y := ConvolutionIID(X, 10);
CDF(Y,6) - CDF(Y,4);
which gives the required probability .7222. Is there any way to perform
these type of calcuations in R in a general way? I realise that a lot of the
machinery behind these computations comes from Maple's symbolic engine, but
are there any R extensions for these kind of calculation?
Cheers
Rory
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
indeed one could use package distr ... library(distr) X <- Unif(Min = 0, Max = 1) Y <- convpow(X, 10) p(Y)(6) - p(Y)(4) Best Matthias
Prof Brian Ripley wrote:
Look at packages distr* : they can do your example and might do what your real applications. On Fri, 26 Dec 2008, Rory Winston wrote:
Hi
Firstly , happy Christmas to R-Help! Secondly, I wonder if anyone can
help
me with the following query: I am trying to reproduce some explicit
probability calculations performed in APPL (a Maple extension for
computational probability). For instance, in APPL, to compute the
probability that the sum of 10 iid uniform variables [0,1] will be
between 4
and 6, (i..e Pr( 4 < \sum_{i=1}^{10}X_i < 6)), I can type:
X := UniformRV(0, 1);
Y := ConvolutionIID(X, 10);
CDF(Y,6) - CDF(Y,4);
which gives the required probability .7222. Is there any way to perform
these type of calcuations in R in a general way? I realise that a lot
of the
machinery behind these computations comes from Maple's symbolic
engine, but
are there any R extensions for these kind of calculation?
Cheers
Rory
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Dr. Matthias Kohl www.stamats.de
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20081226/665542a6/attachment.pl>