> On May 9, 2017, at 1:11 PM, Czarek Kowalski <czarek230...@gmail.com> wrote: > > 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).
I for one have no idea what is meant by a "4th element of mean vector". So I have now idea what to consider "big". I have found that my intuitions about multivariate distributions, especially those where the covariate structure is as complex as you have assumed, are often far from simulated results. I suggest you post some code and results. -- David. > > 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 >> 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.
