[R] Computational Probability

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri Dec 26 15:40:42 CET 2008


Look at packages distr* : they can do your example and might do what your 
real applications.

On Fri, 26 Dec 2008, Rory Winston wrote:

> Hi
>
> Firstly , happy Christmas to R-Help! Secondly, I wonder if anyone can help
> me with the following query: I am trying to reproduce some explicit
> probability calculations performed in APPL (a Maple extension for
> computational probability). For instance, in APPL, to compute the
> probability that the sum of 10 iid uniform variables [0,1] will be between 4
> and 6, (i..e Pr( 4 < \sum_{i=1}^{10}X_i < 6)), I can type:
>
> X := UniformRV(0, 1);
> Y := ConvolutionIID(X, 10);
> CDF(Y,6) - CDF(Y,4);
>
> which gives the required probability .7222. Is there any way to perform
> these type of calcuations in R in a general way? I realise that a lot of the
> machinery behind these computations comes from Maple's symbolic engine, but
> are there any R extensions for these kind of calculation?
>
> Cheers
> Rory
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> 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.
>

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



More information about the R-help mailing list