Re: [R] Adding up normally distributed numbers seems to not create a t-distribution

2013-10-26 Thread Tsjerk Wassenaar
In addition to being confused about many things, I got out of bed far too early for a Saturday ;) I see I misunderstood the question, and it certainly doesn't hurt to go back to text books now and again... > x<-cbind(rnorm(1000),rnorm(1000),rnorm(1000)) > m<-rowMeans(x) > s<-apply(x,1,sd) > qqnorm

Re: [R] Adding up normally distributed numbers seems to not create a t-distribution

2013-10-26 Thread Rolf Turner
On 10/26/13 21:20, Tsjerk Wassenaar wrote: > Of course. But the point is that this would happen with summing > samples from any distribution. ***What*** would happen? You are confused about the t-distribution. (And the CLT and probably a lot of other things.) Back to the text-books. che

Re: [R] Adding up normally distributed numbers seems to not create a t-distribution

2013-10-26 Thread Tsjerk Wassenaar
Of course. But the point is that this would happen with summing samples from any distribution. Cheers, Tsjerk On Sat, Oct 26, 2013 at 10:14 AM, Rolf Turner wrote: > > > Absolutely nothing to do with the CLT. If X_1, ..., X_n are i.i.d. N(mu, > sigma^2) then > Xbar is N(mu,sigma^2/n). Exactly

Re: [R] Adding up normally distributed numbers seems to not create a t-distribution

2013-10-26 Thread Rolf Turner
Absolutely nothing to do with the CLT. If X_1, ..., X_n are i.i.d. N(mu, sigma^2) then Xbar is N(mu,sigma^2/n). Exactly. No asymptotics, no approximations, no CLT. cheers, Rolf Turner On 10/26/13 20:17, Tsjerk Wassenaar wrote: > Hi :) > > Try this with other distributions too...

Re: [R] Adding up normally distributed numbers seems to not create a t-distribution

2013-10-26 Thread Tsjerk Wassenaar
Hi :) Try this with other distributions too... And then search for 'central limit theorem'. Cheers, Tsjerk On Fri, Oct 25, 2013 at 4:48 PM, Kramer, Christian < christian.kra...@uibk.ac.at> wrote: > Hi there, > > I have found a strange behavior in R that puzzles me - maybe it is a bug > or a b

Re: [R] Adding up normally distributed numbers seems to not create a t-distribution

2013-10-25 Thread Jeff Newmiller
That would be an expected result. Recommend that you hit the books or use a search engine as basic theory like this is off topic here. --- Jeff NewmillerThe . . Go Live... DCN:

[R] Adding up normally distributed numbers seems to not create a t-distribution

2013-10-25 Thread Kramer, Christian
Hi there, I have found a strange behavior in R that puzzles me - maybe it is a bug or a basic scientific misunderstanding of mine… anyway, I would highly appreciate some feedback on this, since I did not find anything on the internet. I am trying to simulate a t-distribution by adding up normal