search for: theorem

Hello guys, I am stuck here: How do I make 1000 samples of n = 10 observations from an Exponential distribution and then compute the mean for all those 1000 samples? Basically I need to prove the Central Limit theorem, which states: http://www.nabble.com/file/p22664113/d175f06cbf200bd52a2c27a2e56dc594.png Where the Sn is sum of random variables, n we have from the question, mu is mean and (sigma)^2 is variance. I am having trouble setting up the function to do this. Any help apreciated! -- View this mes...

In complex analysis, Cauchy's integral theorem states (loosely speaking) that the path integral of any entire differentiable function, around any closed curve, is zero. I would like to see this numerically, using R (and indeed I would like to use the residue theorem as well). Has anyone coded up path integration? -- Robin Hankin Uncerta...

Hi, Is there a way to simulate a population with R and pull out m samples, each with n values for calculating m means? I need that kind of data to plot a graphic, demonstrating the central limit theorem and I don't know how to begin. So, perhaps someone can give me some tips and hints how to start and which functions to use. thanks for any help, joerg

I want to understand ANOVA better. But a few textbook that I have do not describe Cochran's Theorem in details. Could somebody recommend a book for me?

...unt' to print ; guest ok = no ; writable = no ; printable = yes # This one is useful for people to share files ;[tmp] ; comment = Temporary file space ; path = /tmp ; read only = no ; public = yes # A publicly accessible directory, but read only, except for people in # the "theorem" group [act_data] comment = ACT Database path = /home/act_data public = yes writable = yes printable = no write list = @theorem force group = theorem force user = samba delete readonly = yes [Support] comment = Support Files path = /home/support public = ye...

Hello to the R people, within ward clustering the distance calculated to decide the clustering of 2 subsets (h1 and h2) is the variation of inertia : d(h1,h2)=I(h1Uh2)-I(h1)-I(h2); i've been said that a way to calculate faster this d(h1,h2) is using the huygens theorem decomposing the inertia into "the inertia to the centroid + the distance to an axe" (that's my version ...). My problem is that i don't really see how to simplify the d(h1,h2) expression using the theorem and then go faster? Thanks in advance, cordialement, -- Nicolas Baurin D...

Dear All I am totally new to R and I would like to know whether R is able and appropriate to illustrate to my students the Central Limit Theorem, using for instance 100 independent variables with uniform distribution and showing that their sum is a variable with an approximated normal distribution. Thanks in advance, Paul

....937690 10.247768 ja Sommer Sonntag nein nein Nord 13 14.004685 5.155790 nein Winter Sonntag nein nein Nord 14 12.244333 7.063825 ja Sommer Mittwoch nein ja Nord 15 35.195541 12.148438 nein Winter Montag nein nein Ost . . . . til 200 now I should illustrate the Central limit theorem with my data. I need to make 80 times the arithmetic means of each of the 100 poisson distributet random numbers with an expected value 7. the hint says I need a metrices first which includes all of the 8000 values. but I have no idea where the 8000 values are and how to make the matrices. please h...

R users, I am having a problem with the modulus operator for large numbers as follows, a <- 2 n <- 561 ## n is the first Carmichael number, so by Fermat's Little Theorem the below should equal zero. (a^(n-1) - 1) %% n [1] 2.193172e+152 ## Seems that R and Fermat disagree ## Also, 1000000000000000000 %% 11 [1] -32 This seems like a bug. Should I be avoiding integer math for large numbers? Thanks, Robert platform i686-pc-linux-gnu arch i686 os...

...mostly an academic curiosity. The core of the problem is the lack of adequate automated decision procedures which could quickly determine whether a set of constraints is satisfiable or not, and if it is satisfiable, find a solution. Recently, I've released Spear -- automated modular arithmetic theorem prover, which has proven to be very scalable in my setting. A nice feature of Spear is that it supports all LLVM integral instructions, including SDIV/UDIV/MUL/..., which makes it really easy to use in combination with LLVM. However, Spear itself is not LLVM-based because many people that are inte...

Greetings, My question is more algorithmic than prectical. What I am trying to determine is, are the GAM algorithms used in the mgcv package affected by nonnormally-distributed residuals? As I understand the theory of linear models the Gauss-Markov theorem guarantees that least-squares regression is optimal over all unbiased estimators iff the data meet the conditions linearity, homoscedasticity, independence, and normally-distributed residuals. Absent the last requirement it is optimal but only over unbiased linear estimators. What I am trying to...

Dear R : Sorry for the off topic question, but does anyone know the reference for the -2 Ln Lambda following a Chi Square distribution, please? Possibly one of Bartlett's? Thanks in advance! Sincerely, Laura Holt mailto: lauraholt_983 at hotmail.com

...ed to explain me that the monthly means >(based on the daily measurements) must follow a >log-normal distribution too then over the course of a year. every statistician know that increasing the sample size the sample distribution of the mean is proxy to a gaussian distribution (Central Limit Theorem) independently from the original distribution of data (in your case log-normal). See this: The Central Limit Theorem is a statement about the characteristics of the sampling distribution of means of random samples from a given population. That is, it describes the characteristics of the distribut...

Full_Name: Jerry W. Lewis Version: 2.7.0 (2008-03-23 r44847) OS: Windows XP Professional Submission from: (NULL) (71.184.230.48) choose(n,k) = choose(n,n-k) is not satisfied if either 1. n is a negative integer with k a positive integer (due to automatically returning 0 for n-k<0) 2. n is not an integer with k a positive integer (due to rounding n-k to an integer, compounded by

...ble, find a solution. I think the real difficult thing in path sensitive program analysis (or symbolic execution) is not the lack of decision procedures, but the translation of arbitrary pointer operations and library function calls in C/C++ program into the mathematics supported by the automated theorem prover. Almost every concept in the computer program except memory address has a counterpart in mathematics. I have tried to simulate memory by arrays in symbolic execution. But I found it is inadequate. -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://list...

Hi, I have a question to ask. if in a linear regression model, the independent variables are not statistically significant, is it necessary to test these variables in a non-linear model? Since most of non-linear form of a variable can be represented to a linear combination using Taylor's theorem, so I wonder whether the non-linear form is also not statistically significant in such a situation. Best Regards Hsiao-nan Cheung 2008/10/08 [[alternative HTML version deleted]]

some times ago i was playing with coding, shannon theoremes and other stuff, i have tried without success to compress audio wave, and i have notice that simply oversampling audio material enacnhe a lot compression ratio i only take awav file, oversampled it by 20 tiimes and then compressi it using pkzip or rar. i don0't remember if i also do a CO...

...are serial correlation of time series w(i)) If one defines a new random variable using {R(k)} as Z=a(0)R(0)+a(1)|R(1)|+... a(N-1)|R(N-1)|, with {a(k)} are known and |.| is modulus operation.It's a decision statistic encountered in my work. I wish to find its approximated(using Central Limit Theorem) statistical characteristics in close-form.Mean and variance are enough. Does anybody have any ideas or references which can solve this problem? (below is my previous thoughts and now it is tested not work because RVs appear to be Rician distributed) Mean of Z is easy to get. However its variance...

If my sample size is small is there a particular switch option that I need to use with t.test so that it calculates the t ratio correctly? Here is a dummy example? á =0.05 Mean pain reduction for A =27; B =31 and SD are SDA=9 SDB=12 drgA.p<-rnorm(5,27,9); drgB.p<-rnorm(5,31,12) t.test(drgA.p,drgB.p) # what do I need to give as additional parameter here? I can do it manually but

Hello R list, I need to compute empirical variograms using data from a large geographic area (~10^6 km2). Although I could not find a specific reference, I assume that both geoR and gstat calculate distances among data points assuming points are on a flat surface (using the Pythagorean Theorem). Because the location of my data is large and located near the pole, assuming that latitude and longitude are coordinates on a flat surface would introduce a -possibly large- bias in the empirical variogram estimate. My questions are the following: a) Does geoR and gstat assume that points...