Dear R helpers
Suppose I have two sets of ranges (interest rates) as
Range 1 : (7 – 7.50, 7.50 – 8.50, 8.50 – 10.00) with respective probabilities
0.42, 0.22 and 0.36.
Range II : (11-12, 12-14, 14-21) with respective probabilities 0.14, 0.56 and
0.30 respectively.
My problem is to form the combinations of these ranges in a decreasing order of
joint probabilities. It is assumed that these ranges are independent.
Suppose A represents (7-7.50), B represents (7.50-8.50) and C represents (8.50 –
10.00).
Also let X be (11-12), Y is (12-14) and Z is (14-21).
These two groups are independent i.e. Prob(A and Y) = P(A) * P(Y)
So there are 9 combinations possible as (AX, AY, AZ, BX, BY, BZ, CX, CY and CZ)
respectively with the joint probabilities (0.059, 0.235, 0.126, 0.031, 0.123,
0.066, 0.05, 0.202, 0.108) respectively.
My problem is
(i) How to obtain these 9 combinations of
probabilities in the sense how do I obtain the various combinations of these two
ranges along-with their respective probabilities;
(ii) How to arrange these 9 probabilities in
descending order against the respective group combination i.e. for the
combination AY, the joint probability is maximum at 0.235, followed by CY at
0.202 and so on.
I sincerely apologize as perhaps I might not have raised the query properly. I
have become member of this group today only and its been hardly a week since I
have started learning R language. I have easily done this in Excel. My output
should be something like this –
Combination Probability
AY 0.235
CY 0.202
AZ 0.126
BY 0.123
CZ 0.108
BZ 0.066
AX 0.059
CX 0.050
BX 0.031
I request you to guide me.
Thanking in advance
Amelia
[[alternative HTML version deleted]]
Öhagen Patrik
2009-Dec-04 08:58 UTC
[R] Confidence Intervals for proportion according to Blyth, Still & Casella
Are the confidence Intervals for proportion according to Blyth,Still & Casella implemented in R? Thank you in advance! Cheers, Patrik
Öhagen Patrik
2009-Dec-04 11:22 UTC
[R] Confidence Intervals for proportion according to Blyth, Still & Casella
Are the confidence Intervals for proportion according to Blyth,Still & Casella implemented in R? Thank you in advance! Cheers, Patrik
Dear Amelia, On 12/4/09, Amelia Livington <amelia_livington at yahoo.com> wrote:> > Dear R helpers > > Suppose I have two sets of ranges (interest rates) as > > Range 1 : (7 ? 7.50, 7.50 ? 8.50, 8.50 ? 10.00) with respective > probabilities 0.42, 0.22 and 0.36. > > > Range II : (11-12, 12-14, 14-21) with respective probabilities 0.14, 0.56 > and 0.30 respectively. > > > My problem is to form the combinations of these ranges in a decreasing order > of joint probabilities. It is assumed that these ranges are independent. > > Suppose A represents (7-7.50), B represents (7.50-8.50) and C represents > (8.50 ? 10.00). > Also let X be (11-12), Y is (12-14) and Z is (14-21). > > These two groups are independent i.e. Prob(A and Y) = P(A) * P(Y) > > So there are 9 combinations possible as (AX, AY, AZ, BX, BY, BZ, CX, CY and > CZ) respectively with the joint probabilities (0.059, 0.235, 0.126, 0.031, > 0.123, 0.066, 0.05, 0.202, 0.108) respectively. > > My problem is > (i) How to obtain these 9 combinations of > probabilities in the sense how do I obtain the various combinations of these > two ranges along-with their respective probabilities; > (ii) How to arrange these 9 probabilities in > descending order against the respective group combination i.e. for the > combination AY, the joint probability is maximum at 0.235, followed by CY at > 0.202 and so on. > > I sincerely apologize as perhaps I might not have raised the query properly. > I have become member of this group today only and its been hardly a week > since I have started learning R language. I have easily done this in Excel. > My output should be something like this ? > > Combination Probability > AY 0.235 > CY 0.202 > AZ 0.126 > BY 0.123 > CZ 0.108 > BZ 0.066 > AX 0.059 > CX 0.050 > BX 0.031 > > > I request you to guide me. > > Thanking in advance > > Amelia >This sounds like a homework problem, which is a strict no-no for this list; be sure to read the Posting Guide. I will give you the benefit of the doubt for now, but be warned for the future. Are you looking for something like the following? Probspace <- expand.grid(LETTERS[1:3], LETTERS[24:26]) marginals <- list() marginals[[1]] <- c(0.42, 0.22, 0.36) marginals[[2]] <- c(0.14, 0.56, 0.30) pdf <- expand.grid(marginals) Probspace$probs <- apply(pdf, 1, prod) # the joint pmf xtabs(probs ~ Var1 + Var2, data = Probspace) # sorted by probability Probspace[order(Probspace$probs), ] See the prob package for other utilities in this vein. You can make the labels better with c("7 ? 7.50", "7.50 ? 8.50", "8.50 ? 10.00"), etc, in the first line instead of LETTERS. Welcome to R. Jay P.S. Please don't send HTML. Again, in the Posting Guide.> > [[alternative HTML version deleted]] > >*************************************************** G. Jay Kerns, Ph.D. Associate Professor Department of Mathematics & Statistics Youngstown State University Youngstown, OH 44555-0002 USA Office: 1035 Cushwa Hall Phone: (330) 941-3310 Office (voice mail) -3302 Department -3170 FAX VoIP: gjkerns at ekiga.net E-mail: gkerns at ysu.edu http://people.ysu.edu/~gkerns/