[R] runif with condition

AlanM alannmitchell at gmail.com
Tue Jan 10 18:11:47 CET 2012


I have to disagree with what's been posted, but I think some very interesting
points have been addressed.  I'd like to add my two cents.  

Consider the pair {X, 1-X} where X is sampled from a uniform(0,1)
distribution.  The quantity 1- X also comes from a uniform(0,1) distribution
and therefore is probabilistic and not deterministic.

The sum of independent random variables is itself a random variable.  If X1,
X2 & X3 are uniformly distributed, then the distribution of Y = X1 + X2 + X3
can be determined (i.e. Y is probabilistic and NOT deterministic).  Y is a
random variable, but it is correlated with X1, X2 and X3.  The set {X1, X2,
X3, 100 - (X1 + X2 + X3) } contains 4 random variables, however they are
neither independent or identically distributed. 

 If you are curious, check this out.

Deriving the Probability Density for Sums of Uniform Random Variables
Edward J. Lusk and Haviland Wright
The American Statistician
Vol. 36, No. 2 (May, 1982), pp. 128-130 

Thanks to the OP.  This has become an interesting thread.  

-Alan Mitchell

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