[R] analytical solution to Sum of binominal distributed random numbers?
G. Jay Kerns
gkerns at ysu.edu
Wed Oct 24 11:38:12 CEST 2007
Hi Rainer,
The distr package can calculate the distribution for you:
library(distr)
X <- Binom(size = 7, prob = 0.3)
Y <- Binom(size = 11, prob = 0.5)
Z <- X + Y
d(Z)( 0:18 ) # the pmf
r(Z)( n = 5 ) # random variates
Please note, however, that size and prob must be of length 1.
Best,
Jay
On 10/24/07, Rainer M. Krug <rainer.r at krugs.de> wrote:
> Frede Aakmann Tøgersen wrote:
> > Perhaps
> >
> > http://stinet.dtic.mil/cgi-bin/GetTRDoc?AD=ADA266969&Location=U2&doc=GetTRDoc.pdf
> >
> > is something that you can use?
>
> Thanks a lot - that might help.
>
> Rainer
>
> >
> >
> >
> > Best regards
> >
> > Frede Aakmann Tøgersen
> > Scientist
> >
> >
> > UNIVERSITY OF AARHUS
> > Faculty of Agricultural Sciences
> > Dept. of Genetics and Biotechnology
> > Blichers Allé 20, P.O. BOX 50
> > DK-8830 Tjele
> >
> > Phone: +45 8999 1900
> > Direct: +45 8999 1878
> >
> > E-mail: FredeA.Togersen at agrsci.dk
> > Web: http://www.agrsci.org
> >
> > This email may contain information that is confidential.
> > Any use or publication of this email without written permission from Faculty of Agricultural Sciences is not allowed.
> > If you are not the intended recipient, please notify Faculty of Agricultural Sciences immediately and delete this email.
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> >
> >
> >
> >
> >> -----Oprindelig meddelelse-----
> >> Fra: r-help-bounces at r-project.org
> >> [mailto:r-help-bounces at r-project.org] På vegne af Rainer M Krug
> >> Sendt: 24. oktober 2007 09:11
> >> Til: Charles C. Berry
> >> Cc: r-help
> >> Emne: Re: [R] analytical solution to Sum of binominal
> >> distributed random numbers?
> >>
> >> Hi Charles
> >>
> >> thanks for the pointing out that size and prob can be vectors
> >> as well - I tried it out but used 1 as the number of
> >> observations, assuming that and it only gave me one randon
> >> mumbewr (as it should be but not expected).
> >>
> >> But I was more looking at a analytical solution, as I have to
> >> sum up a huge number of random numbers. But I am going to try
> >> your solution as it should be much faster already.
> >>
> >> Thanks
> >>
> >> Rainer
> >>
> >>
> >> Charles C. Berry wrote:
> >>> ?rbinom
> >>>
> >>> only says:
> >>>
> >>> size: number of trials (zero or more).
> >>>
> >>> prob: probability of success on each trial.
> >>>
> >>>
> >>> But they can be vectors.
> >>>
> >>> BTW, you were aked to "PLEASE ... provide minimal, self-contained,
> >>> reproducible code."
> >>>
> >>> What you show cannot run without correction.
> >>>
> >>> Most likely, you intended size(n) to be the n-th element of
> >> the vector
> >>> 'size', which in R is written 'size[ n ]' .
> >>>
> >>> In which case
> >>>
> >>> sum (rbinom( length(prob) , size, prob ) )
> >>>
> >>> works.
> >>>
> >>> Chuck
> >>>
> >>> On Tue, 23 Oct 2007, Rainer M Krug wrote:
> >>>
> >>>> Hi
> >>>>
> >>>> I have two vectors, prob and size, and I want to add the random
> >>>> deviates of these two, i.e.
> >>>>
> >>>> sum(
> >>>> sapply(
> >>>> 1:length(prob),
> >>>> function(n){ rbinom(1, size(n), prob(n) }
> >>>> )
> >>>> )
> >>>>
> >>>> My problem is that I have to do this for a large number of value
> >>>> combinations. Is there a faster way of doing this?
> >>>>
> >>>> Rainer
> >>>>
> >>>> ______________________________________________
> >>>> R-help at r-project.org mailing list
> >>>> https://stat.ethz.ch/mailman/listinfo/r-help
> >>>> PLEASE do read the posting guide
> >>>> http://www.R-project.org/posting-guide.html
> >>>> and provide commented, minimal, self-contained, reproducible code.
> >>>>
> >>> Charles C. Berry (858) 534-2098
> >>> Dept of
> >> Family/Preventive Medicine
> >>> E mailto:cberry at tajo.ucsd.edu UC San Diego
> >>> http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
> >>> 92093-0901
> >>>
> >>> ______________________________________________
> >>> R-help at r-project.org mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-help
> >>> PLEASE do read the posting guide
> >>> http://www.R-project.org/posting-guide.html
> >>> and provide commented, minimal, self-contained, reproducible code.
> >> ______________________________________________
> >> R-help at r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> >> http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
***************************************************
G. Jay Kerns, Ph.D.
Assistant Professor / Statistics Coordinator
Department of Mathematics & Statistics
Youngstown State University
Youngstown, OH 44555-0002 USA
Office: 1035 Cushwa Hall
Phone: (330) 941-3310 Office (voice mail)
-3302 Department
-3170 FAX
E-mail: gkerns at ysu.edu
http://www.cc.ysu.edu/~gjkerns/
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