[R] Sample mean in R

dilian dilian.s at gmail.com
Sun Oct 5 22:00:00 CEST 2008


I am having issues with the following:

(muhat = 1/n^2(sum of all the xi's) )

essentially if xbar = the sample mean, muhat = sample mean but square the n. 

Question:

Use R to run a Monte Carlo simulation which compares the finite-sample
performance of xbar and muhat. Specifically generate 1000 samples n=30 from
a standard normal distribution. For each sample calculate xbar and muhat. I
have no problem calculating the mean of the xbar's - however I cannot figure
out how to set up the muhat variable and find the means. My code is as
follows:

# R code starts here
rm(list=ls()) 
set.seed(100) 

n<-30 
s<-1000 

xbar<-rep(0,s) 
muhat<-rep(0,s)

for (i in 1:s) {
x<-rnorm(0,n=10) 
xbar[i]<-mean(x) 
muhat[i]<-mean(x^(-1/2))
}

cat("Estimated mean of xbar:",mean(xbar),"\n")
cat("Estimated mean of muhat:",mean(muhat),"\n")

Any help would be greatly appreciated.
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