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Re: simple statistics question
Posted:
Mar 20, 2013 1:16 PM


On 20130320, 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(ab); %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)4946054 FAX: (765)4940558



