mean.rv: Distribution of the Arithmetic Mean of a Random Vector

Description

mean.rv computes the distribution of the arithmetic average of its argument rv object.

Usage

"mean"(x, ...)

Arguments

an object

...

further arguments passed to or from other methods

Details

mean gives the distribution (that is, a random variable object) of the statistic $sum x_i/n$ (sum(x)/length(x)).

In particular, mean(x) of a random vector x of length one is equal to x as it would be in the case of numerical x.

To find the expectation of a random vector x (that is, the individual means of random components in a vector), use rvmean(x) (same as E(x) and Pr(x)).

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

Examples

Run this code

  y <- rvnorm(10, mean=0, sd=1)
  m1 <- mean(y)
  m2 <- rvnorm(1, mean=0, sd=1/sqrt(10))
  print(c(m1, m2)) # should have the same distribution