Of course I have expected the difference between theory and a sample of realizations of RV's and result mean should still be a random variable. But, for example for 4th element of mean vector: 35.31 - 34.69571 = 0.61429. It is quite big difference, nieprawdaż? I have expected that the difference would be smaller because of law of large numbers (for 10mln samples the difference is quite similar).
On 9 May 2017 at 21:40, David Winsemius <dwinsem...@comcast.net> wrote: > >> On May 9, 2017, at 10:09 AM, Czarek Kowalski <czarek230...@gmail.com> wrote: >> >> Dear Members, >> I am working with 6-dimensional Student-t distribution with 4 degrees >> of freedom truncated to [20; 60]. I have generated 100 000 samples >> from truncated multivariate Student-t distribution using rtmvt >> function from package ‘tmvtnorm’. I have also calculated mean vector >> using equation (3) from attached pdf. The problem is, that after >> summing all elements in one column of rtmvt result (and dividing by >> 100 000) I do not receive the same result as using (3) equation. Could >> You tell me, what is incorrect, why there is a difference? > > I guess the question is why you would NOT expect a difference between theory > and a sample of realizations of RV's? The result mean should still be a > random variable, night wahr? > > >> Yours faithfully >> Czarek Kowalski >> <truncatedT.pdf>______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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 > Alameda, CA, USA > ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
