{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "## why is there a n-1 in the formula for the variance?\n", "\n", "n=5\n", "mu=10\n", "sigma=2\n", "\n", "x <- rnorm(n,mean = mu,sd = sigma)\n", "plot(seq(1,n,by=1),x)\n", "abline(h=mean(x), col='blue')\n", "abline(h=mu, col='red')\n", "mtext(\"True parameter mu\",col=\"red\",side=3)\n", "mtext(\"Sample mean\",col=\"blue\",side=4)\n", "\n", "\n", "# define 3 estimators\n", "s1=1/n*sum((x-mu)^2)\n", "s2=1/n*sum((x-mean(x))^2)\n", "s3=1/(n-1)*sum((x-mean(x))^2)\n", "s4=sd(x)^2\n", "\n", "paste('s1=',s1,' s2=',s2,' s3=',s3,' s4=',s4)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "R", "language": "R", "name": "ir" }, "language_info": { "codemirror_mode": "r", "file_extension": ".r", "mimetype": "text/x-r-source", "name": "R", "pygments_lexer": "r", "version": "3.6.3" } }, "nbformat": 4, "nbformat_minor": 4 }