[R] Computational Probability
Matthias Kohl
Matthias.Kohl at stamats.de
Fri Dec 26 19:51:17 CET 2008
indeed one could use package distr ...
library(distr)
X <- Unif(Min = 0, Max = 1)
Y <- convpow(X, 10)
p(Y)(6) - p(Y)(4)
Best
Matthias
Prof Brian Ripley wrote:
> Look at packages distr* : they can do your example and might do what
> your real applications.
>
> On Fri, 26 Dec 2008, Rory Winston wrote:
>
>> Hi
>>
>> Firstly , happy Christmas to R-Help! Secondly, I wonder if anyone can
>> help
>> me with the following query: I am trying to reproduce some explicit
>> probability calculations performed in APPL (a Maple extension for
>> computational probability). For instance, in APPL, to compute the
>> probability that the sum of 10 iid uniform variables [0,1] will be
>> between 4
>> and 6, (i..e Pr( 4 < \sum_{i=1}^{10}X_i < 6)), I can type:
>>
>> X := UniformRV(0, 1);
>> Y := ConvolutionIID(X, 10);
>> CDF(Y,6) - CDF(Y,4);
>>
>> which gives the required probability .7222. Is there any way to perform
>> these type of calcuations in R in a general way? I realise that a lot
>> of the
>> machinery behind these computations comes from Maple's symbolic
>> engine, but
>> are there any R extensions for these kind of calculation?
>>
>> Cheers
>> Rory
>>
>> [[alternative HTML version deleted]]
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>>
>
--
Dr. Matthias Kohl
www.stamats.de
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