Reputation: 297
I'm trying to find if (a) fewer than 62% or more than 74% of the sample means within one standard deviation of the expected value, or (b) fewer than 92% or more than 98% of the sample means within two standard deviations of the expected value.
Given that we have already set mu
and sigma
, and Finv
is a quantile function. I was given the last two lines of code. Can someone please explain to me what they mean and what kind of output I should be getting? (Currently my only output is 0
)
n.iterations <- 100000
n <- 10
xbar <- numeric(n.iterations)
for (i in 1:n.iterations){
x <- sapply(runif(n), Finv)
xbar[i] <- mean(x)
}
mean((mu-1*sigma/sqrt(n) <= xbar) & (xbar <= mu+1*sigma/sqrt(n)))
mean((mu-2*sigma/sqrt(n) <= xbar) & (xbar <= mu+2*sigma/sqrt(n)))
Upvotes: 0
Views: 107
Reputation: 3364
I'm a little bit puzzled by your question, because it askes about data "within standard deviation" but also asks about quantiles - which seems odd... and here is why
Consider the upper picture generated from the following code:
mymean <- 5
mysd <- 2
curve(dnorm(x, mean = mymean, sd = mysd), from = -2, to = 12)
abline(v = mymean, col = "red", lwd = 2)
xtimessd = 1
abline(v = c(mymean - mysd*xtimessd, mymean + mysd*xtimessd), col = "blue", lwd = 1, lty = 2)
xtimessd = 2
abline(v = c(mymean - mysd*xtimessd, mymean + mysd*xtimessd), col = "cyan", lwd = 1, lty = 2)
xtimessd = 3
abline(v = c(mymean - mysd*xtimessd, mymean + mysd*xtimessd), col = "green", lwd = 1, lty = 2)
# 62th and 74th quantile
targetQunatiles <- qnorm(c(0.62, 0.75), mean = mymean, sd = mysd)
abline(v = targetQunatiles, col = "orange", lwd = 2, lty = 1)
Given your population mean and standard deviation the figure about shows the probability density function of a normal distribution.
The dotted lines are the "xtimes
within sd" values. (There is really no magic, but it is related to the 68–95–99.7 rule).
On the other hand, if we look into the quantile function, i.e., in your example we are looking into values 62% and 74%, that can be computed by qnorm
.
As you can see, based on your question "fewer than 62% or more than 74% of the sample means", you will exclude values between 5.610962
and 6.348980
.
So, still, from your question I don't know what you are asking about the relation between the statement of "within sd" and "looking for quantiles" as both are independen of each other.
Upvotes: 2