On Thu, Apr 26, 2012 at 02:49:08PM -0500, cassie jones wrote:
> Thanks Berend, you are right. The break command would not work here. But
> the while loop is taking time to generate the desired.
>
> On Thu, Apr 26, 2012 at 2:39 PM, Berend Hasselman <b...@xs4all.nl> wrote:
[...]
> > You need a while loop for this.
> >
> > i <- 2
> > while( i <= 5 )
> > # for(i in 2:5)
> > {
> > a[i] <- a[i-1]+runif(1,0,3)
> > if(a[i]>5) i <- 2 else i <- i+1
> > }
> >
> > And hope that the while loop will eventually terminate.
Hi.
a[i] is the sum of (i-1) independent realizations of runif(1,0,3),
so a[5] has the mean 6 and standard deviation sqrt(3). The probability
that it is less than 5 may be estimated as
x <- matrix(runif(4*100000, 0, 3), nrow=100000, ncol=4)
mean(rowSums(x) < 5)
[1] 0.28719
If you want to generate a larger number of instances, which terminate
below 5, try
x <- matrix(runif(4*20, 0, 3), nrow=20, ncol=4)
a <- matrix(0, nrow=4, ncol=5)
a[col(a) > row(a)] <- 1
y <- x[rowSums(x) < 5, ] %*% a
Petr Savicky.
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