p value for joint probability

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
project.org] On Behalf Of moleps
Sent: Tuesday, February 01, 2011 11:32 AM
To: Peter Ehlers
Cc: r-help at r-project.org
Subject: Re: [R] p value for joint probability


My terminology is probably way off. I?ll try again in plain english.

I?d like  to generate a scatter plot of r1 & r2 and color code each
pair according to the probability of observing the pair given that the
two samples (r1 & r2) are drawn from two independent normal
distributions.

rr<-data.frame(r1=-rnorm(1000,10,5),r2=-rnorm(1000,220,5))

with(rr,plot(r1,r2))

Best,
//M

On 31. jan. 2011, at 23.13, Peter Ehlers wrote:

On 2011-01-31 12:42, moleps wrote:

Dear all,

Given

rr<-data.frame(r1<-rnorm(1000,10,5),r2<-rnorm(1000,220,5))


How can I add a column (rr$p) for the joint probability of each r1&

r2 pair?

If you take the values in each pair to be observations
from two independent Normal distributions, it's easy:
The "joint probability" of those values is zero.

But I suspect you mean something else by "joint probability".
Can you elaborate?

Peter Ehlers

 I know how to add the column.. I just dont know how to compute the

p value for joint probabilities given the two samples.

//M

guide.html

Date: Tue, 1 Feb 2011 12:10:31 -0800
From: NordlDJ at dshs.wa.gov
To: r-help at r-project.org
Subject: Re: [R] p value for joint probability

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
project.org] On Behalf Of moleps
Sent: Tuesday, February 01, 2011 11:32 AM
To: Peter Ehlers
Cc: r-help at r-project.org
Subject: Re: [R] p value for joint probability


My terminology is probably way off. I?ll try again in plain english.

I?d like to generate a scatter plot of r1 & r2 and color code each
pair according to the probability of observing the pair given that the
two samples (r1 & r2) are drawn from two independent normal
distributions.

rr<-data.frame(r1=-rnorm(1000,10,5),r2=-rnorm(1000,220,5))

with(rr,plot(r1,r2))

Best,
//M

And the answer is the same as Peter gave below. The theoretical probability of a specific pair of numbers occurring in your example is zero. So, I will ask Peter's question differently (although his question was a good one). What is your interest in doing these plots? What are you trying to understand? Are you just trying to learn how do this "joint probability" plot for use on data where there is a non-zero probability of pairs of numbers occurring? Equiring minds would like to know. :-)

Dan

Daniel J. Nordlund
Washington State Department of Social and Health Services
Planning, Performance, and Accountability
Research and Data Analysis Division
Olympia, WA 98504-5204

My terminology is probably way off. I?ll try again in plain english.

I?d like  to generate a scatter plot of r1 & r2 and color code each  
pair according to the probability of observing the pair given that  
the two samples (r1 & r2) are drawn from two independent normal  
distributions.

rr<-data.frame(r1=-rnorm(1000,10,5),r2=-rnorm(1000,220,5))

with(rr,plot(r1,r2))

Best,
//M




On 31. jan. 2011, at 23.13, Peter Ehlers wrote:

On 2011-01-31 12:42, moleps wrote:

Dear all,

Given

rr<-data.frame(r1<-rnorm(1000,10,5),r2<-rnorm(1000,220,5))


How can I add a column (rr$p) for the joint probability of each  
r1&  r2 pair?

If you take the values in each pair to be observations
from two independent Normal distributions, it's easy:
The "joint probability" of those values is zero.

But I suspect you mean something else by "joint probability".
Can you elaborate?

Peter Ehlers

I know how to add the column.. I just dont know how to compute the  
p value for joint probabilities given the two samples.


//M

My terminology is probably way off. I?ll try again in plain english. 

I?d like  to generate a scatter plot of r1 & r2 and color code each pair according to the probability of observing the pair given that the two samples (r1 & r2) are drawn from two independent normal distributions.

On Feb 1, 2011, at 2:31 PM, moleps wrote:

My terminology is probably way off. I?ll try again in plain english.

I?d like  to generate a scatter plot of r1 & r2 and color code each pair according to the probability of observing the pair given that the two samples (r1 & r2) are drawn from two independent normal distributions.

The answer is still zero. If you want to ask a different question that might have a non-zero answer, it might be: How can I color points on the basis of their joint density with an assumption of no correlation , you might get a better answer. Densities are not probabilities. You would need to specify whether the arguments to the rnorm functions (i.e. the theoretic values) were to be used or did you intend to use sample values for mean and sd?

rr<-data.frame(r1=-rnorm(1000,10,5),r2=-rnorm(1000,220,5))

with(rr,plot(r1,r2))

Best,
//M




On 31. jan. 2011, at 23.13, Peter Ehlers wrote:

On 2011-01-31 12:42, moleps wrote:

Dear all,

Given

rr<-data.frame(r1<-rnorm(1000,10,5),r2<-rnorm(1000,220,5))


How can I add a column (rr$p) for the joint probability of each r1&  r2 pair?

If you take the values in each pair to be observations
from two independent Normal distributions, it's easy:
The "joint probability" of those values is zero.

But I suspect you mean something else by "joint probability".
Can you elaborate?

Peter Ehlers

I know how to add the column.. I just dont know how to compute the p value for joint probabilities given the two samples.


//M

David Winsemius, MD
West Hartford, CT