[R] Doubt about Student t distribution simulation

[Peter Dalgaard]

Jose Claudio Faria <joseclaudio.faria at terra.com.br> writes:

> Dear R list,
> 
> I would like to illustrate the origin of the Student t distribution using R.
> 
> So, if (sample.mean - pop.mean) / standard.error(sample.mean) has t 
> distribution with (sample.size - 1) degree free, what is wrong with the 
> simulation below? I think that the theoretical curve should agree with 
> the relative frequencies of the t values calculated:
> 
> #== begin options=====
> # parameters
>    mu    = 10
>    sigma =  5
> 
> # size of sample
>    n = 3
> 
> # repetitions
>    nsim = 10000
> 
> # histogram parameter
>    nchist = 150
> #== end options=======
> 
> t   = numeric()
> pop = rnorm(10000, mean = mu, sd = sigma)
> 
> for (i in 1:nsim) {
>    amo.i = sample(pop, n, replace = TRUE)
>    t[i]  = (mean(amo.i) - mu) / (sigma / sqrt(n))

At the very least, you need a sample-based standard error: sd(amo.i),
not sigma. Also, resampling from "pop" is not really what the
t-distribution is based on, but I don't think that matters much.


> }
> 
> win.graph(w = 5, h = 7)
> split.screen(c(2,1))
> screen(1)
> hist(t,
>       main     = "histogram",
>       breaks   = nchist,
>       col      = "lightgray",
>       xlab     = '', ylab = "Fi",
>       font.lab = 2, font = 2)
> 
> screen(2)
> hist(t,
>       probability = T,
>       main        = 'f.d.p and histogram',
>       breaks      = nchist,
>       col         = 'lightgray',
>       xlab        = 't', ylab = 'f(t)',
>       font.lab    = 2, font = 2)
> 
> x = t
> curve(dt(x, df = n-1), add = T, col = "red", lwd = 2)
> 
> Many thanks for any help,
> ___
> Jose Claudio Faria
> Brasil/Bahia/Ilheus/UESC/DCET
> Estatística Experimental/Prof. Adjunto
> mails: joseclaudio.faria at terra.com.br
>         jc_faria at uesc.br
>         jc_faria at uol.com.br
> 
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> and provide commented, minimal, self-contained, reproducible code.
> 

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907