[R] Sample fromt he real line

Duncan Murdoch murdoch at stats.uwo.ca
Tue Oct 2 12:41:47 CEST 2007

On 01/10/2007 3:50 AM, Daniel Polhamus wrote:
> Hello R Gurus,
> This is a simple enough question, but I am curious as to whether there's an answer...  Can R generate a random variable uniformly distributed on -Inf to Inf?  Philosophically this doesn't seem possible, and if not, as I imagine so, is there some sort of generally accepted factor I should be multiplying by a Unif(-1,1) rv to sample from the real line?

There's no distribution that's uniform on the real line, but there are a 
lot of ways to sample non-uniformly from it.

A common approximation (e.g. to simulate a non-informative prior in 
Bayesian work) is to use a normal distribution with a large variance.
AFAIK there isn't any agreement on what "large" should be, because it 
depends so much on context.

Duncan Murdoch

> Thanks,
> Dan Polhamus
> 	[[alternative HTML version deleted]]
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