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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_rwalk.wasp
Title produced by softwareLaw of Averages
Date of computationThu, 27 Nov 2008 12:16:25 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Nov/27/t1227813439uva3u84es6biplu.htm/, Retrieved Sun, 19 May 2024 10:49:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25884, Retrieved Sun, 19 May 2024 10:49:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact199

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:31:28] [b98453cac15ba1066b407e146608df68]
F         [Law of Averages] [Random Walk Simul...] [2008-11-27 19:16:25] [63db34dadd44fb018112addcdefe949f] [Current]
F           [Law of Averages] [] [2008-12-01 15:47:22] [43d870b30ac8a7afeb5de9ee11dcfc1a]
Feedback Forum
2008-12-04 13:25:44 [Matthieu Blondeau] [reply] 
Het antwoord van de studente is perfect.

Post a new message

Dataset

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25884&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25884&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25884&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)101.895214428858Range38Trim Var.78.8014365479482
V(Y[t],d=1,D=0)0.99987927662554Range2Trim Var.NA
V(Y[t],d=2,D=0)1.89133192730681Range4Trim Var.0
V(Y[t],d=3,D=0)5.38709677419355Range8Trim Var.2.73235193600243
V(Y[t],d=0,D=1)10.6619988554886Range16Trim Var.6.18821299288577
V(Y[t],d=1,D=1)1.94238683127572Range4Trim Var.0
V(Y[t],d=2,D=1)3.77731958762887Range8Trim Var.0.960483175150992
V(Y[t],d=3,D=1)10.8677515549118Range16Trim Var.6.77722877662375
V(Y[t],d=0,D=2)19.6405838124724Range22Trim Var.10.1040584415584
V(Y[t],d=1,D=2)5.72151898734177Range8Trim Var.2.65193502507673
V(Y[t],d=2,D=2)11.0696068723740Range16Trim Var.6.3267082263782
V(Y[t],d=3,D=2)31.5676353603039Range28Trim Var.18.5646258503401

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 101.895214428858 & Range & 38 & Trim Var. & 78.8014365479482 \tabularnewline
V(Y[t],d=1,D=0) & 0.99987927662554 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 1.89133192730681 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 5.38709677419355 & Range & 8 & Trim Var. & 2.73235193600243 \tabularnewline
V(Y[t],d=0,D=1) & 10.6619988554886 & Range & 16 & Trim Var. & 6.18821299288577 \tabularnewline
V(Y[t],d=1,D=1) & 1.94238683127572 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 3.77731958762887 & Range & 8 & Trim Var. & 0.960483175150992 \tabularnewline
V(Y[t],d=3,D=1) & 10.8677515549118 & Range & 16 & Trim Var. & 6.77722877662375 \tabularnewline
V(Y[t],d=0,D=2) & 19.6405838124724 & Range & 22 & Trim Var. & 10.1040584415584 \tabularnewline
V(Y[t],d=1,D=2) & 5.72151898734177 & Range & 8 & Trim Var. & 2.65193502507673 \tabularnewline
V(Y[t],d=2,D=2) & 11.0696068723740 & Range & 16 & Trim Var. & 6.3267082263782 \tabularnewline
V(Y[t],d=3,D=2) & 31.5676353603039 & Range & 28 & Trim Var. & 18.5646258503401 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25884&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]101.895214428858[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]78.8014365479482[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.99987927662554[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.89133192730681[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5.38709677419355[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.73235193600243[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10.6619988554886[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.18821299288577[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.94238683127572[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3.77731958762887[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]0.960483175150992[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10.8677515549118[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.77722877662375[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]19.6405838124724[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]10.1040584415584[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.72151898734177[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.65193502507673[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]11.0696068723740[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.3267082263782[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]31.5676353603039[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]18.5646258503401[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25884&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25884&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)101.895214428858Range38Trim Var.78.8014365479482
V(Y[t],d=1,D=0)0.99987927662554Range2Trim Var.NA
V(Y[t],d=2,D=0)1.89133192730681Range4Trim Var.0
V(Y[t],d=3,D=0)5.38709677419355Range8Trim Var.2.73235193600243
V(Y[t],d=0,D=1)10.6619988554886Range16Trim Var.6.18821299288577
V(Y[t],d=1,D=1)1.94238683127572Range4Trim Var.0
V(Y[t],d=2,D=1)3.77731958762887Range8Trim Var.0.960483175150992
V(Y[t],d=3,D=1)10.8677515549118Range16Trim Var.6.77722877662375
V(Y[t],d=0,D=2)19.6405838124724Range22Trim Var.10.1040584415584
V(Y[t],d=1,D=2)5.72151898734177Range8Trim Var.2.65193502507673
V(Y[t],d=2,D=2)11.0696068723740Range16Trim Var.6.3267082263782
V(Y[t],d=3,D=2)31.5676353603039Range28Trim Var.18.5646258503401


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 500 ; par2 = 0.5 ;
Parameters (R input):
par1 = 500 ; par2 = 0.5 ;
R code (references can be found in the software module):
n <- as.numeric(par1)
p <- as.numeric(par2)
heads=rbinom(n-1,1,p)
a=2*(heads)-1
b=diffinv(a,xi=0)
c=1:n
pheads=(diffinv(heads,xi=.5))/c
bitmap(file='test1.png')
op=par(mfrow=c(2,1))
plot(c,b,type='n',main='Law of Averages',xlab='Toss Number',ylab='Excess of Heads',lwd=2,cex.lab=1.5,cex.main=2)
lines(c,b,col='red')
lines(c,rep(0,n),col='black')
plot(c,pheads,type='n',xlab='Toss Number',ylab='Proportion of Heads',lwd=2,cex.lab=1.5)
lines(c,pheads,col='blue')
lines(c,rep(.5,n),col='black')
par(op)
dev.off()
b
par1 <- as.numeric(12)
x <- as.array(b)
n <- length(x)
sx <- sort(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Reduction Matrix',6,TRUE)
a<-table.row.end(a)
for (bigd in 0:2) {
for (smalld in 0:3) {
mylabel <- 'V(Y[t],d='
mylabel <- paste(mylabel,as.character(smalld),sep='')
mylabel <- paste(mylabel,',D=',sep='')
mylabel <- paste(mylabel,as.character(bigd),sep='')
mylabel <- paste(mylabel,')',sep='')
a<-table.row.start(a)
a<-table.element(a,mylabel,header=TRUE)
myx <- x
if (smalld > 0) myx <- diff(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')