rvmean {rv} | R Documentation |
rvmean
rvmean(x) E(x) Pr(X)
x |
an rv object |
X |
a logical rv object |
rvmean
computes the means of the simulations
of all individual components of a random vector (rv) object.
E
is an alias for rvmean
, standing for ``Expectation.''
Pr
is another alias for rvmean
, standing for ``Probability of'';
suggested to be used when the argument is a logical statement involving random variables
(that is, a description of an event such as x>0
or x>y
).
Then Pr(x>0)
gives the probability of the event ``x>0".
The statement x>0
returns a Bernoulli
(indicator) random variable object (having 1/0 or TRUE/FALSE values)
and the expectation of such variable is just the probability of the
event where the indicator is one.
A numerical vector with the same dimension as x
.
Jouni Kerman jouni@kerman.com
Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.
See also vignette("rv")
.
mean.rv
: distribution of the arithmetic mean of a vector;
rvmin
, rvmax
, rvmedian
,
link{rvvar}
, rvsd
.
x <- rvnorm(mean=(1:10)/5, sd=1) rvmean(x) # means of the 10 components E(x) # same as rvmean(x) Pr(x>1) # probabilities that each component is >1.