[R] Re: an interesting qqnorm question

[WeiWei Shi]

hope it is not b/c some central limit therory, otherwise my initial
plan will fail :)

On 4/22/05, WeiWei Shi <helprhelp at gmail.com> wrote:
> Hi, r-gurus:
> 
> I happened to have a question in my work:
> 
> I have a dataset, which has only one dimention, like
> 0.99037297527605
> 0.991179836732708
> 0.995635340631367
> 0.997186769599305
> 0.991632565640424
> 0.984047197106486
> 0.99225943762649
> 1.00555642128421
> 0.993725402926564
> ....
> 
> the data is saved in a file called f392.txt.
> 
> I used the following codes to play around :)
> 
> k<-read.table("f392.txt", header=F)    # read into k
> kk<-k[[1]]
> l<-qqnorm(kk)
> diff=c()
> lenk<-length(kk)
> i=1
> while (i<=lenk){
> diff[i]=l$y[i]-l$x[i]   # save the difference of therotical quantile
> and sample quantile
>                            # remember, my sample mean is around 1
> while the therotical one, 0
> i<-i+1
> }
> hist(diff, breaks=300)  # analyze the distr of such diff
> qqnorm(diff)
> 
> my question is:
> from l<-qqnorm(kk), I wanted to know, from which point (or cut), the
> sample points start to become away from therotical ones. That's the
> reason I played around the "diff" list, which gives me the difference.
> To my surprise, the diff is perfectly normal. I tried to use some
> kk<-c(1, 2, 5, -1 , ...) to test, I concluded it must be some
> distribution my sample follows gives this finding.
> 
> So, any suggestion on the distribution of my sample?   I think there
> might be some mathematical inference which can leads this observation,
> but not quite sure.
> 
> btw,
> > fitdistr(kk, 't')
>         m              s              df
>   9.999965e-01   7.630770e-03   3.742244e+00
>  (5.317674e-05) (5.373884e-05) (8.584725e-02)
> 
> btw2, can anyone suggest a way to find the "cut" or "threshold" from
> my sample to discretize them into 3 groups: two tail-group and one
> main group.--------- my focus.
> 
> Thanks,
> 
> Ed
>