[R] function for the average or expected range?; CORECTION

[Greg Snow]

The "ptukey" and "qtukey" functions may be what you want (or at least in
the right direction).

You could also easily estimate this by simulation.

Hope this helps,

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
(801) 408-8111
 
 

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Spencer Graves
> Sent: Friday, March 21, 2008 11:13 AM
> To: r-help at r-project.org
> Subject: [R] function for the average or expected range?; CORECTION
> 
> Hi, All:
> 
> ** My previous email on this subject seemed to contain an 
> error;  check the correction:
> 
>       Is there a function in R to compute the expected range 
> of a sample of size n from some distribution?  I ask, because 
> I was recently asked about the control chart constant 'd2', 
> which is the expected range for a sample of size n from a 
> standard normal.
> 
>       There is a fairly simple formula for the expected value 
> of the range, given, e.g., in Kendall and Stuart (1969) The 
> Advanced Theory of Statistics, vol. 1, Distribution Theory, 
> 3rd ed. (Hafner, expression (14.82), sec. 14.25:  The exact 
> distribution of the range, p. 339). 
> Unfortunately, either I don't understand this formula, or it's wrong. 
> Using expression (14.1) in the same reference, I get the following:
> 
>      E(R) = n*integral{-Inf to Inf of [(F(x))**(n-1) - 
> (1-F(x))**(n-1)]dF(x).
> 
>       Thanks,
>       Spencer Graves
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>