File:LawOfLargeNumbersCauchy.svg
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[edit]DescriptionLawOfLargeNumbersCauchy.svg |
English: Sample means of indepedent random variables from the standard Cauchy distribution. This figure is intended to illustrate a hypothesis "a distribution has a finite mean" in the law of large numbers is necessary. |
Date | |
Source | Own work |
Author | ARAKI Satoru |
library(ggplot2)
library(latex2exp)
set.seed(2018)
# Number of samples:
N <- 3000
# Three series of indepedent N samples from the standard Cauchy distribution:
x1 <- rcauchy(N); x2 <- rcauchy(N); x3 <- rcauchy(N)
# Sample means:
m <- function(x) {
return(sapply(1:N, function(n) mean(x[1:n])))
}
m1 <- m(x1); m2 <- m(x2); m3 <- m(x3)
d1 <- data.frame(x=1:N, y=m1, w=sapply(1:N, function(n) "1"))
d2 <- data.frame(x=1:N, y=m2, w=sapply(1:N, function(n) "2"))
d3 <- data.frame(x=1:N, y=m3, w=sapply(1:N, function(n) "3"))
data <- rbind(d1, d2, d3)
fig <- ggplot(data) +
geom_hline(yintercept=0, alpha=.5) +
geom_line(aes(x=x, y=y, color=w)) +
labs(x=TeX("$n$"), y=TeX("$(x_1 + \\cdots + x_n)/n$")) +
guides(color=FALSE)
svg(filename="LawOfLargeNumbersCauchy.svg", width=16/2, height=9/2)
plot(fig)
dev.off()
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[edit]I, the copyright holder of this work, hereby publish it under the following license:
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Date/Time | Thumbnail | Dimensions | User | Comment | |
---|---|---|---|---|---|
current | 13:59, 27 July 2018 | 720 × 405 (207 KB) | ARAKI Satoru (talk | contribs) | simplify the generating code | |
12:30, 27 July 2018 | 720 × 405 (207 KB) | ARAKI Satoru (talk | contribs) | changed y-label | ||
12:00, 27 July 2018 | 720 × 405 (209 KB) | ARAKI Satoru (talk | contribs) | User created page with UploadWizard |
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Width | 576pt |
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Height | 324pt |