From ce8c246076c420618128fd609ee54ff7f50d9143 Mon Sep 17 00:00:00 2001 From: "Park, Hyeong Kyun" Date: Sat, 23 Oct 2021 05:04:12 -0400 Subject: [PATCH] Added chapter 6 added chapter 6 R code for the section with Python code available : law of large numbers visualization --- ch06.R | 21 +++++++++++++++++++++ 1 file changed, 21 insertions(+) create mode 100644 ch06.R diff --git a/ch06.R b/ch06.R new file mode 100644 index 0000000..cc44527 --- /dev/null +++ b/ch06.R @@ -0,0 +1,21 @@ +############# +# Chapter 6.3 (Law of Large Numbers) + +## Weak law of large numbers + +# R code to illustrate the weak law of large numbers + +library(pracma) + +p <- 0.5 +Nset <- as.integer(round(logspace(2,5,100))) +x <- matrix(rep(0, 1000*length(Nset)), nrow=1000) +for (i in 1:length(Nset)) { + N = Nset[i] + x[,i] <- rbinom(1000, N, p) / N +} +Nset_grid <- repmat(Nset, m=1, n=1000) + +semilogx(Nset_grid, x, col='black', pch=19) +points(Nset, p + 3*(((p*(1-p))/Nset)^(1/2)), col='red', pch=19, lwd=1) +points(Nset, p - 3*(((p*(1-p))/Nset)^(1/2)), col='red', pch=19, lwd=1)