Posts tagged with normal

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March 11, 2010

A normal philosophy…

The following was sent by email to me. It originates to Youden.

                                 THE
                                NORMAL
                             LAW OF ERROR
                           STANDS OUT IN THE
                         EXPERIENCE OF MANKIND
                        AS ONE OF  THE BROADEST
                       GENERALIZATIONS OF NATURAL
                     PHILOSOPHY . IT SERVES AS THE
                   GUIDING INSTRUMENT IN RESEARCHES
                IN THE PHYSICAL AND SOCIAL SCIENCES AND
               IN MEDICINE AGRICULTURE AND ENGINEERING .
          IT IS AN INDISPENSABLE TOOL FOR THE ANALYSIS AND THE
INTERPRETATION OF THE BASIC DATA OBTAINED BY OBSERVATION AND EXPERIMENT

–W.J. Youden

Youden is one of the truly inspiring statisticians to me.

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February 14, 2010

A normal valentine's day approach…

[source]

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November 28, 2009

Probability of hypercubes…

…in R of course!

There is a handy function to do those calculations. Normally (ahh!) you might resolve to a symbolic calculation package (Maple,Mathematica etc.)  but that is not the situation any more. The calculations are done with the mnormt package. Relevant functions exist in other packages as well (R : Distributions)

x <- seq(-2,4,length=21)
y <- 2*x+10
z <- x+cos(y)
mu <- c(1,12,2)
Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
p2 <- sadmvn(lower=rep(-Inf,2), upper=c(2, 11), mu[1:2], Sigma[1:2,1:2])
> p2
[1] 0.3273202
attr(,"error")
[1] 2e-16
attr(,"status")
[1] "normal completion"
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