[R] rnorm() converted to daily

Ken-JP kfmfe04 at gmail.com
Fri Apr 17 09:26:02 CEST 2009



yearly 8% drift, 25% sd

why are x and y so different (x and z look ok)?

Does this have something to do with biases due to the relationship between
population and sample-estimates as a function of n samples and sd?  Or am I
doing something wrong?

-----------------------------------------------------------------------

set.seed( 1 );
x <- mean( rnorm( 100000, mean=0.08, sd=0.25 ));
set.seed( 1 );
y <- mean( rnorm( 100000, mean=(0.08/252), sd=(0.25/sqrt(252)) )) * 252;
set.seed( 1 );
z <- mean( rnorm( 100000, mean=(0.08/252), sd=0.001 )) * 252;
# -----------------------------------------------------------------------
x    # 0.07943898
y    # 0.07109407
z    # 0.07943449



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