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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_rwalk.wasp
Title produced by softwareLaw of Averages
Date of computationMon, 01 Dec 2008 11:58:48 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/01/t1228157960ufu8zbmg5bxc97b.htm/, Retrieved Sun, 05 May 2024 11:34:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27162, Retrieved Sun, 05 May 2024 11:34:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact208

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 17:50:19] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [] [2008-11-30 10:10:46] [a4ee3bef49b119f4bd2e925060c84f5e]
F           [Law of Averages] [Q1 A] [2008-12-01 18:58:48] [db9a5fd0f9c3e1245d8075d8bb09236d] [Current]
Feedback Forum
2008-12-06 12:53:09 [90714a39acc78a7b2ecd294ecc6b2864] [reply] 
Een Random-Walk is een tijdreeks waarvan elke observatie gelijk is aan de vorige observatie plus een willekeurige waarde (mag negatief zijn). De formule is Yt = Yt-1 + et (Yt = huidige observatie; Yt-1 = vorige observatie; et = willekeurige waarde).

De simulatie stelt het tossen van een muntstuk voor, er is 50% kans dat het resultaat kop is en 50% kans dat het munt is. Onze intuïtie zou zeggen dat er evenveel kop als munt getost wordt.

De 3 onderstaande simulaties tonen 3 verschillende grafieken. Op elk tijdstip is er 50% kans op kop of munt, het muntstuk onthoudt de vorige worpen niet. De intuïtieve horizontale trend is niet te zien op de grafieken dus om verkeerde conclusies te vermijden is een andere benadering nodig voor het bepalen van een trend.

Er is geen sprake van seizonaliteit en er is een trendmatig verloop (horizontaal) die niet te zien is (oorzaak: zie hierboven).
2008-12-07 13:51:42 [Stijn Van de Velde] [reply] 
Correct.

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Dataset

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27162&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27162&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27162&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 500 ; par2 = 0.5 ;
Parameters (R input):
par1 = 500 ; par2 = 0.5 ; par3 = ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
R code (references can be found in the software module):
n <- as.numeric(par1)
p <- as.numeric(par2)
heads=rbinom(n-1,1,p)
a=2*(heads)-1
b=diffinv(a,xi=0)
c=1:n
pheads=(diffinv(heads,xi=.5))/c
bitmap(file='test1.png')
op=par(mfrow=c(2,1))
plot(c,b,type='n',main='Law of Averages',xlab='Toss Number',ylab='Excess of Heads',lwd=2,cex.lab=1.5,cex.main=2)
lines(c,b,col='red')
lines(c,rep(0,n),col='black')
plot(c,pheads,type='n',xlab='Toss Number',ylab='Proportion of Heads',lwd=2,cex.lab=1.5)
lines(c,pheads,col='blue')
lines(c,rep(.5,n),col='black')
par(op)
dev.off()