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In articleReturn to TopZeng writes: >Suppose x and y are two normal random variables. Is x+y a >normal variable? (assuming var(x+y)>0 but x and y may not be independent) No. Let x be normally distributed with mean 0 and variance 1. Let y = x * (-1)^TRUNC(x). [Note -- TRUNC(x) truncates x to an integer, rounding towards zero. For example, TRUNC(3.14159) = 3 and TRUNC(-2.71828) = -2. It satisfies TRUNC(-x) = -TRUNC(x), implying (-1)^TRUNC(-x) = (-1)^TRUNC(x).] One can check that y is normally distributed with mean 0 and variance 1. The sum x + y = x*(1 + (-1)^TRUNC(x)) is not normally distributed since it is zero over half the time and since it never takes values in the open interval (2.0, 4.0), for example. -- Peter L. Montgomery pmontgom@cwi.nl San Rafael, California A mathematician whose age has doubled since he last drove an automobile.
In article, Zeng wrote: >Suppose x and y are two normal random variables. Is x+y a >normal variable? (assuming var(x+y)>0 but x and y may not be independent) No, it is not necessarily normal if they are not independent. For example, let A and B be independent normal RV's with mean 0, let X = A sgn(B) and Y = B sgn(A) (where sgn(x) = 1 if x > 0, -1 otherwise). Then X and Y are both normal, but X+Y is not. In fact it is easy to see that the probability density of X+Y at 0 is 0: since X and Y always have the same sign, the only way for X+Y to be near 0 is to have both A and B near 0, so Pr(|X+Y| Return to Top
esd's - "rule of 9, 19, 29 or 28?"
"John C. Huffman"
Fri, 06 Jun 1997 23:16:34 -0500
Forgive the intrusion if this is a FAQ. Years ago someone went to great pains to explain to me why, when reporting calculated errors ("estimated standard deviations") you should go from two to one significant figure upon reaching 28. i.e. 0.1234(28) was valid, but 0.1234(29) should be reported as 0.123(3). For the past 30 years I have been using this "rule of 28", but was recently told that I should instead be using different criteria. It turns out the the International Union of Crystallography has specific recommendations (http://www.unige.ch/crystal/astat/recomm.html) which suggest the standard deviation should be reported between 2 and 19. Can anyone point to a clear explaination of a "correct" way to do it? TIA -- |===================================================| | John C. Huffman | | huffman@indiana.edu http://www.iumsc.indiana.edu | |===================================================|Return to Top
Re: Generating Data for Multivariate Normal Distribution
vcmgt001@huey.csun.edu (ernest scheuer)
6 Jun 97 23:31:23 GMT
Jim C Chao (e0fdrdde@mail.erin.utoronto.ca) wrote: > Hi, I understand it's easy to generate data for a univariate normal > distribution from any math/stats software. However, could anyone please > tell me how to generate data for the multivariate normal distribution? > Any reference or book available? I would appreciate it if you could > help me on this. See Ernest M. Scheuer and David S. Stoller, "On the Generation of Normal Random Vectors," Technometrics, Vol. 4, No. 2, May 1962, pp. 278-281.Return to Top
Re: Generating Function of Log???
kovarik@mcmail.cis.McMaster.CA (Zdislav V. Kovarik)
6 Jun 1997 19:19:46 -0400
In article <33963168.167E@bu.edu>, Ivo GrosseReturn to Topwrote: :I am looking for the generating function of ln(k+1), :i.e. what is: : :f(z) = \sum_{k=0}^\infty z^k / k! * ln(k+1). : :??? : :Do you know a closed form expression??? Does this :function have a name??? : : :Ivo This one I don't know; but what is easy to find is g(z) = sum {k=1 to infinity} ln(k) / z^k} (Real(z) > 1) It is - (d/dz) zeta(z). Cheers, ZVK (Slavek).
HELP:What does eigenvalues/eigenvectors tell us?
Dieter.Menszner@f16.n300.z53.ftn.allgaeu.org (Dieter Menszner)
Fri, 06 Jun 1997 09:01:00 +0200
> From: Xelp95bpa@stoat.shef.ac.uk > Hi! I wonder if anyone could help. I've often seen texts which makes > use of > eigenvalues and eigenvectors. Also basic math books do tell us how to > derive these. But what does eigenvalues/vectors actually tell us > about > something, and how can we use the information? What do you man "I've often seen texts" ? These texts should have explained, what eigenvectors are used for. You didn't bother to read them ? ;-) What eigenvalues mean in a certain application of mathematical methods can't be explained in general, you have to be more specific. E.g. the spectral lines in the light of stars are the eigenvalues of certain equations of physics. In solving least squares problems, you can make use of the so called 'singular value decomposition'. The 'singular values' are the eigenvalues of a matrix. These eigenvalues tell you if the matrix is singular or not and 'how much' singular. > Also, what does the term regularisation mean? Many texts seem to make > use > of it, I think rather haphazardly. The meaning of this term is domain specific. Authors could invent artificial words, but then we would have to remember the spellings ;-)Return to Top
Re: quesiton about normal distribution
mcohen@cpcug.org (Michael Cohen)
7 Jun 1997 22:03:59 GMT
Robert Israel (israel@math.ubc.ca) wrote: : In article, : Zeng wrote: : : >Suppose x and y are two normal random variables. Is x+y a : >normal variable? (assuming var(x+y)>0 but x and y may not be independent) : : No, it is not necessarily normal if they are not independent. : : For example, let A and B be independent normal RV's with mean 0, let : X = A sgn(B) and Y = B sgn(A) (where sgn(x) = 1 if x > 0, -1 otherwise). : Then X and Y are both normal, but X+Y is not. : In fact it is easy to see that the probability density of X+Y at 0 is 0: : since X and Y always have the same sign, the only way for X+Y to be near : 0 is to have both A and B near 0, so Pr(|X+Y| Return to Top
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