Michael Meyer
2024-Jan-24 08:47 UTC
[R] Quantiles of sums of independent discrete random variables
Greetings, Minimal reproducible example as requested by the technical expert Jeff Newmiller: library(bayesmeta) # density of $(1/10)*\sum_{j=1}{10}N(j,0.01$ # (convex sum of normal distributions) # f <- Vectorize(function(s) sum(vapply(1:10, ?? FUN = function(j) dnorm(s,mean=j,sd=0.01)/10, FUN.VALUE=0 ))) g <- function(s) dnorm(s,mean=0,sd=0.01) cat("\n\n") for(i in 1:5){ ? ? ? cat("Doing convolution ",i,"\n") ? g <- convolve(g,f)$density } cat("\nConvolutions finished, plotting density.") s <- seq(0,100,length.out=1024) matplot(s,g(s),type="l") ?? ? Michael Meyer [[alternative HTML version deleted]]