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sampling_distribution

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Nov 14th, 2019
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  1. #1
  2.  
  3. pop.mean<-6
  4. pop.sd<-2
  5. x<-rnorm(1000000,pop.mean,pop.sd)
  6. mean(x)
  7. sd(x)
  8.  
  9. n<-4
  10. # how do i draw a sample of 4 from x ?
  11. ?sample
  12. sample(x,size=n)
  13. mean(sample(x, size=n))
  14. rep_times<-1000
  15. x_bar<-replicate(rep_times, mean(sample(x, size=n)))
  16. hist(x_bar,breaks=100)
  17. mean(x_bar)
  18. sd(x_bar)
  19.  
  20. qqnorm(x_bar)
  21. qqline(x_bar, col=2)
  22. hist(x_bar, breaks = 100, prob=T)
  23. curve(dnorm(x, mean=6, sd=1), col='blue', add=T)
  24.  
  25.  
  26. #2
  27. n=4
  28. # we use the replication f
  29. samples<-replicate(rep_times, sample(x, size=n))
  30. sample_mean<-apply(samples, 2, mean)
  31. sample_sd<-apply(samples,2, sd)
  32. sample_variance<-apply(samples,2,var)
  33.  
  34. cor(sample_mean, sample_sd^2)
  35. cor(sample_mean, sample_variance)
  36.  
  37. rescaled_sample_vs<-(n-1)*sample_sd^2/pop.sd^2
  38. hist(rescaled_sample_vs, breaks=100, prob=T)
  39. curve(dnorm(x, mean=mean(rescaled_sample_vs),
  40.             sd=sd(rescaled_sample_vs)),col='blue',add=T)
  41. curve(dchisq(x, df=n-1),col='red',add=T)
  42.  
  43.  
  44. #3
  45. samples2<-replicate(rep_times, sample(x, size=n))
  46. sample2_mean<-apply(samples2, 2, mean)
  47. sample2_sd<-apply(samples2,2, sd)
  48.  
  49. sample_t<-(sample2_mean-pop.mean)/(sample2_sd/sqrt(n))
  50. hist(sample_t, breaks=100, prob=T)
  51. curve(dnorm(x, mean=mean(sample_t),
  52.             sd=sd(sample_t)),col='blue',add=T)
  53. curve(dt(x, df=n-1),col='red',add=T)
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