what is the formula for this piece of R code, to compute standard deviation of what? [closed]2019 Community Moderator ElectionC++ Question - Can anyone help?How do I add and subtract probability disributions like real numbers?Matlab: How to generate a 4x1 matrix of random variables, assuming a 4x4 correlation matrix?R: running standard deviationsGeneric functions for standard deviation in monte carlo C++Monte Carlo simulation with condition loop in MATLABDifference between C++ random number generation and PythonValue-at-Risk (Extreme-Value Theory) using Monte Carlo Simulation in RUse R to calculate the quantile of the ratio of two correlated normal random variablesMonte Carlo Simulation for Multiple Entries in Python
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what is the formula for this piece of R code, to compute standard deviation of what? [closed]
2019 Community Moderator ElectionC++ Question - Can anyone help?How do I add and subtract probability disributions like real numbers?Matlab: How to generate a 4x1 matrix of random variables, assuming a 4x4 correlation matrix?R: running standard deviationsGeneric functions for standard deviation in monte carlo C++Monte Carlo simulation with condition loop in MATLABDifference between C++ random number generation and PythonValue-at-Risk (Extreme-Value Theory) using Monte Carlo Simulation in RUse R to calculate the quantile of the ratio of two correlated normal random variablesMonte Carlo Simulation for Multiple Entries in Python
I am trying Monte Carlo simulation in R.
here is the code.
sd(replicate(10000, sum(rbinom(3,1,0.5))))
[1] 0.8680022
use following formula could compute the quantity in theory, which is close to the output above.
var(X) = E[(X - E[X])^2] = ((1.5)^2 + 3(0.5)^2)/4
sd(X) = (var(X))^(0.5)
the question is, what is the formula for following code
sd(replicate(10000, mean(rbinom(3,1,0.5))))
[1] 0.2865434
r statistics probability montecarlo
closed as unclear what you're asking by Gregor, Mark Rotteveel, Andronicus, divibisan, Deadpool Mar 8 at 19:19
Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.
add a comment |
I am trying Monte Carlo simulation in R.
here is the code.
sd(replicate(10000, sum(rbinom(3,1,0.5))))
[1] 0.8680022
use following formula could compute the quantity in theory, which is close to the output above.
var(X) = E[(X - E[X])^2] = ((1.5)^2 + 3(0.5)^2)/4
sd(X) = (var(X))^(0.5)
the question is, what is the formula for following code
sd(replicate(10000, mean(rbinom(3,1,0.5))))
[1] 0.2865434
r statistics probability montecarlo
closed as unclear what you're asking by Gregor, Mark Rotteveel, Andronicus, divibisan, Deadpool Mar 8 at 19:19
Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.
2
If you have code that you don't understand, that suggests it was written by someone else. Can you look back at / ask the source of it?
– camille
Mar 7 at 15:16
add a comment |
I am trying Monte Carlo simulation in R.
here is the code.
sd(replicate(10000, sum(rbinom(3,1,0.5))))
[1] 0.8680022
use following formula could compute the quantity in theory, which is close to the output above.
var(X) = E[(X - E[X])^2] = ((1.5)^2 + 3(0.5)^2)/4
sd(X) = (var(X))^(0.5)
the question is, what is the formula for following code
sd(replicate(10000, mean(rbinom(3,1,0.5))))
[1] 0.2865434
r statistics probability montecarlo
I am trying Monte Carlo simulation in R.
here is the code.
sd(replicate(10000, sum(rbinom(3,1,0.5))))
[1] 0.8680022
use following formula could compute the quantity in theory, which is close to the output above.
var(X) = E[(X - E[X])^2] = ((1.5)^2 + 3(0.5)^2)/4
sd(X) = (var(X))^(0.5)
the question is, what is the formula for following code
sd(replicate(10000, mean(rbinom(3,1,0.5))))
[1] 0.2865434
r statistics probability montecarlo
r statistics probability montecarlo
edited Mar 8 at 18:56
Conspicuous Compiler
5,6723148
5,6723148
asked Mar 7 at 15:06
brennnbrennn
254
254
closed as unclear what you're asking by Gregor, Mark Rotteveel, Andronicus, divibisan, Deadpool Mar 8 at 19:19
Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.
closed as unclear what you're asking by Gregor, Mark Rotteveel, Andronicus, divibisan, Deadpool Mar 8 at 19:19
Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.
2
If you have code that you don't understand, that suggests it was written by someone else. Can you look back at / ask the source of it?
– camille
Mar 7 at 15:16
add a comment |
2
If you have code that you don't understand, that suggests it was written by someone else. Can you look back at / ask the source of it?
– camille
Mar 7 at 15:16
2
2
If you have code that you don't understand, that suggests it was written by someone else. Can you look back at / ask the source of it?
– camille
Mar 7 at 15:16
If you have code that you don't understand, that suggests it was written by someone else. Can you look back at / ask the source of it?
– camille
Mar 7 at 15:16
add a comment |
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2
If you have code that you don't understand, that suggests it was written by someone else. Can you look back at / ask the source of it?
– camille
Mar 7 at 15:16