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Jun 15th, 2019
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  1. qexp(.5, lam); 10*log(2)
  2. [1] 6.931472
  3. [1] 6.931472
  4.  
  5. set.seed(1234) # for reproducibility
  6. m = 10^6; n = 5; lam = .1
  7. x = rexp(m*n, lam)
  8. MAT = matrix(x, nrow=m) # m by n matrix each row a sample
  9. a = rowMeans(MAT) # vector of m mean
  10. h = apply(MAT,1,median) # vector of m medians
  11.  
  12. mean(a); sd(a)
  13. [1] 10.00473
  14. [1] 4.479718
  15.  
  16. mean(h); sd(h)
  17. [1] 7.833585
  18. [1] 4.625242
  19.  
  20. est.h = log(2)*a
  21. mean(est.h); sd(est.h)
  22. [1] 6.934753 # aprx mean of MLE = 6.9315
  23. [1] 3.105104 # SD(MLE) < 4.625242
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