[R] Computational Probability

[Prof Brian Ripley]

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]]
>
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-- 
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