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Topic: simple statistics question
Replies: 2   Last Post: Mar 20, 2013 3:55 PM

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 Herman Rubin Posts: 399 Registered: 2/4/10
Re: simple statistics question
Posted: Mar 20, 2013 1:16 PM

On 2013-03-20, Thomas Plehn <thomas.plehn@gmail.com> wrote:
> while(1) %Matlab code

> rr = rand(1,50); %sequence of 50 U(0,1) Values

> des = rand(1,50); %sequence of 50 U(0,1) Values

> diff = rr - des;

> %This are both decide statistics, a, b
> a = mean(rr);
> b = min(diff);

> disp(a-b); %their difference is nearly constant
> %but how is it distributed (mu,sigma)

> %and how does that depend on sequence length (n=50)

> %i think we can chose U(0,1) insted of U(a,b) without los of generality
> %(linear transformation of coordinates)

One observation in rr or des has mean 1/2 and variance 1/12.
Therefore the mean of 50 of them has mean 1/2 and variance 1/600.
The difference of two such has mean 0 and variance 1/300.

> end

--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@stat.purdue.edu Phone: (765)494-6054 FAX: (765)494-0558

Date Subject Author
3/20/13 Herman Rubin
3/20/13 RGVickson@shaw.ca