[R] Random Numbers

[ripley@stats.ox.ac.uk]

On Sat, 17 Aug 2002, Ko-Kang Kevin Wang wrote:

> Actually this applies not just to random numbers, but...
>
> Suppose I type:
>    x <- rnorm(30, 4, 1.5)
> to get some 30 random normal numbers with mean 4 and standard deviation
> 1.5.

Not quite.  You get numbers with a different mean and standard deviation:
(4, 1.5) apply to the population.

> Is there anyway to "re-trace" x?  i.e. am I able to find out what the mean
> and standard deviation for x is?

You can only estimate the population values, the usual estimates being the
sample mean and std dev.

> More generally, suppose I generated some random numbers using a particular
> distribution.  Can I find out the parameters of the distribution on these
> random numbers?

By fitting e.g. by maximum likelihood.  fitdistr(MASS) is a fairly general
function to do it.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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