[R] Ignoring the domain of RV in punif()

Hamed Ha h@medh@@e|| @end|ng |rom gm@||@com
Tue Oct 23 11:54:56 CEST 2018


Yes, now it makes more sense.

Okay, I think that I am convinced and we can close this ticket.

Thanks Eric.
Regards,
Hamed.






On Tue, 23 Oct 2018 at 10:42, Eric Berger <ericjberger using gmail.com> wrote:

> Hi Hamed,
> That reference is sloppy. Try looking at
> https://en.wikipedia.org/wiki/Cumulative_distribution_function
> and in particular the first example which deals with a Unif[0,1] r.v.
>
> Best,
> Eric
>
>
> On Tue, Oct 23, 2018 at 12:35 PM Hamed Ha <hamedhaseli using gmail.com> wrote:
>
>> Hi Eric,
>>
>> Thank you for your reply.
>>
>> I should say that your justification makes sense to me.  However, I am in
>> doubt that CDF defines by the Pr(x <= X) for all X? that is the domain of
>> RV is totally ignored in the definition.
>>
>> It makes a conflict between the formula and the theoretical definition.
>>
>> Please see page 115 in
>>
>> https://books.google.co.uk/books?id=FEE8D1tRl30C&printsec=frontcover&dq=statistical+distribution&hl=en&sa=X&ved=0ahUKEwjp3PGZmJzeAhUQqxoKHV7OBJgQ6AEIKTAA#v=onepage&q=uniform&f=false
>> The
>>
>>
>> Thanks.
>> Hamed.
>>
>>
>>
>> On Tue, 23 Oct 2018 at 10:21, Eric Berger <ericjberger using gmail.com> wrote:
>>
>>> Hi Hamed,
>>> I disagree with your criticism.
>>> For a random variable X
>>> X: D - - - > R
>>> its CDF F is defined by
>>> F: R - - - > [0,1]
>>> F(z) = Prob(X <= z)
>>>
>>> The fact that you wrote a convenient formula for the CDF
>>> F(z) = (z-a)/(b-a)  a <= z <= b
>>> in a particular range for z is your decision, and as you noted this
>>> formula will give the wrong value for z outside the interval [a,b].
>>> But the problem lies in your formula, not the definition of the CDF
>>> which would be, in your case:
>>>
>>> F(z) = 0 if z <= a
>>>        = (z-a)/(b-a)   if a <= z <= b
>>>        = 1 if 1 <= z
>>>
>>> HTH,
>>> Eric
>>>
>>>
>>>
>>>
>>> On Tue, Oct 23, 2018 at 12:05 PM Hamed Ha <hamedhaseli using gmail.com> wrote:
>>>
>>>> Hi All,
>>>>
>>>> I recently discovered an interesting issue with the punif() function.
>>>> Let
>>>> X~Uiform[a,b] then the CDF is defined by F(x)=(x-a)/(b-a) for (a<= x<=
>>>> b).
>>>> The important fact here is the domain of the random variable X. Having
>>>> said
>>>> that, R returns CDF for any value in the real domain.
>>>>
>>>> I understand that one can justify this by extending the domain of X and
>>>> assigning zero probabilities to the values outside the domain. However,
>>>> theoretically, it is not true to return a value for the CDF outside the
>>>> domain. Then I propose a patch to R function punif() to return an error
>>>> in
>>>> this situations.
>>>>
>>>> Example:
>>>> > punif(10^10)
>>>> [1] 1
>>>>
>>>>
>>>> Regards,
>>>> Hamed.
>>>>
>>>>         [[alternative HTML version deleted]]
>>>>
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>>>>
>>>

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