[R] p value for joint probability

[Nordlund, Dan (DSHS/RDA)]

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of moleps
> Sent: Tuesday, February 01, 2011 11:32 AM
> To: Peter Ehlers
> Cc: r-help at r-project.org
> Subject: Re: [R] p value for joint probability
> 
> 
> My terminology is probably way off. I´ll try again in plain english.
> 
> I´d like  to generate a scatter plot of r1 & r2 and color code each
> pair according to the probability of observing the pair given that the
> two samples (r1 & r2) are drawn from two independent normal
> distributions.
> 
> rr<-data.frame(r1=-rnorm(1000,10,5),r2=-rnorm(1000,220,5))
> 
> with(rr,plot(r1,r2))
> 
> Best,
> //M
> 

And the answer is the same as Peter gave below.  The theoretical probability of a specific pair of numbers occurring in your example is zero.  So, I will ask Peter's question differently (although his question was a good one).  What is your interest in doing these plots?  What are you trying to understand?  Are you just trying to learn how do this "joint probability" plot for use on data where there is a non-zero probability of pairs of numbers occurring?   Equiring minds would like to know.  :-)

Dan

Daniel J. Nordlund
Washington State Department of Social and Health Services
Planning, Performance, and Accountability
Research and Data Analysis Division
Olympia, WA 98504-5204



> 
> 
> 
> On 31. jan. 2011, at 23.13, Peter Ehlers wrote:
> 
> > On 2011-01-31 12:42, moleps wrote:
> >> Dear all,
> >>
> >> Given
> >>
> >> rr<-data.frame(r1<-rnorm(1000,10,5),r2<-rnorm(1000,220,5))
> >>
> >>
> >> How can I add a column (rr$p) for the joint probability of each r1&
> r2 pair?
> >
> > If you take the values in each pair to be observations
> > from two independent Normal distributions, it's easy:
> > The "joint probability" of those values is zero.
> >
> > But I suspect you mean something else by "joint probability".
> > Can you elaborate?
> >
> > Peter Ehlers
> >
> >>  I know how to add the column.. I just dont know how to compute the
> p value for joint probabilities given the two samples.
> >>
> >>
> >> //M
> >>
> >> ______________________________________________
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> >
> 
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