[R] p value for joint probability

[David Winsemius]

On Feb 1, 2011, at 2:31 PM, moleps wrote:

>
> 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.

The answer is still zero. If you want to ask a different question that  
might have a non-zero answer, it might be: How can I color points on  
the basis of their joint density with an assumption of no  
correlation , you might get a better answer. Densities are not  
probabilities. You would need to specify whether the arguments to the  
rnorm functions (i.e. the theoretic values) were to be used or did you  
intend to use sample values for mean and sd?


>
> rr<-data.frame(r1=-rnorm(1000,10,5),r2=-rnorm(1000,220,5))
>
> with(rr,plot(r1,r2))
>
> Best,
> //M
>
>
>
>
> 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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>>
>
> ______________________________________________
> 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.

David Winsemius, MD
West Hartford, CT