CLT simulation

中央極限定理の実験

source("http://peach.l.chiba-u.ac.jp/course_folder/ckCLT.txt")

# r command
genR<-function(n_rep,n_sample,prob,distID){
switch(distID,
  binom=rbinom(n_sample*n_rep,n_sample,prob),
  normal=rnorm(n_rep*n_sample),
  uniform=runif(n_rep*n_sample))
}
ckCLT=function(n_rep,n_sample,prob,Distr){
  vecR<-genR(n_rep,n_sample,prob,Distr)
  dat<-matrix(vecR,nrow=n_rep,ncol=n_sample);
  means<-rowMeans(dat)
  par(mfrow=c(2,1))
  hist(vecR,main="Dist. of the original data set")
  hist(means,main="Dist. of sample meanx",xlab="sample mean",probability=T)
  if (Distr=="binom"){
    denS=density(means,bw=0.125)
  } else {denS=density(means)}
  lines(denS,col='blue',lwd=2)
 return(means);
}

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