This preview shows pages 1–2. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: Lab 1: Using R Andrew J. Womack Aug 26, 2011 1 Estimating the Moments of a Mixture Distribution I have three measurement devices which you cannot distinguish. With equal probability, I will hand you a device and ask you to make a measurement. With device one, the measurements would follow a N (0 , 1) distribution. With device two, they would follow a T 4 distribution. With device 3 they would follow a Laplace distribution with scale 1. Devise a way to use random samples to produce a density plot of your possible measurements as well as estimating the standard deviation of the distribution. If you are feeling adventurous, you should also write a function that will generate random samples from the mixture distribution. 2 Function Writing and Sourcing Suppose that the random variable W is the sum of X and Y where X ∼ χ 2 3 and Y ∼ P (4). Write a function that will generate values of W . Make sure that the function has one input (number of desired samples) and outputs the appropriate number of samples.(number of desired samples) and outputs the appropriate number of samples....
View
Full
Document
This note was uploaded on 01/29/2012 for the course STAT 6866 taught by Professor Womack during the Fall '11 term at University of Florida.
 Fall '11
 Womack
 Probability

Click to edit the document details