[R] analytical solution to Sum of binominal distributed random numbers?

[Matthias Kohl]

Hello Rainer,

You could also get a very exact approximation using our package distr; e.g.

library(distr)
B1 <- Binom(prob = 0.4, size = 20)
B2 <- Binom(prob = 0.2, size = 10)
B3 <- B1+B2 #convolution!
plot(B3)

hth,
Matthias

Rainer M. Krug schrieb:
> Frede Aakmann Tøgersen wrote:
>   
>> Perhaps
>>
>> http://stinet.dtic.mil/cgi-bin/GetTRDoc?AD=ADA266969&Location=U2&doc=GetTRDoc.pdf
>>
>> is something that you can use?
>>     
>
> Thanks a lot - that might help.
>
> Rainer
>
>   
>>
>> Best regards
>>
>> Frede Aakmann Tøgersen
>> Scientist
>>
>>
>> UNIVERSITY OF AARHUS
>> Faculty of Agricultural Sciences
>> Dept. of Genetics and Biotechnology
>> Blichers Allé 20, P.O. BOX 50
>> DK-8830 Tjele
>>
>> Phone:   +45 8999 1900
>> Direct:  +45 8999 1878
>>
>> E-mail:  FredeA.Togersen at agrsci.dk
>> Web:	   http://www.agrsci.org				
>>
>> This email may contain information that is confidential.
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>>
>>  
>>
>>  
>>
>>     
>>> -----Oprindelig meddelelse-----
>>> Fra: r-help-bounces at r-project.org 
>>> [mailto:r-help-bounces at r-project.org] På vegne af Rainer M Krug
>>> Sendt: 24. oktober 2007 09:11
>>> Til: Charles C. Berry
>>> Cc: r-help
>>> Emne: Re: [R] analytical solution to Sum of binominal 
>>> distributed random numbers?
>>>
>>> Hi Charles
>>>
>>> thanks for the pointing out that size and prob can be vectors 
>>> as well - I tried it out but used 1 as the number of 
>>> observations, assuming that and it only gave me one randon 
>>> mumbewr (as it should be but not expected).
>>>
>>> But I was more looking at a analytical solution, as I have to 
>>> sum up a huge number of random numbers. But I am going to try 
>>> your solution as it should be much faster already.
>>>
>>> Thanks
>>>
>>> Rainer
>>>
>>>
>>> Charles C. Berry wrote:
>>>       
>>>>  	?rbinom
>>>>
>>>> only says:
>>>>
>>>>      size: number of trials (zero or more).
>>>>
>>>>      prob: probability of success on each trial.
>>>>
>>>>
>>>> But they can be vectors.
>>>>
>>>> BTW, you were aked to "PLEASE ... provide  minimal, self-contained, 
>>>> reproducible code."
>>>>
>>>> What you show cannot run without correction.
>>>>
>>>> Most likely, you intended size(n) to be the n-th element of 
>>>>         
>>> the vector 
>>>       
>>>> 'size', which in R is written 'size[ n ]' .
>>>>
>>>> In which case
>>>>
>>>>  	sum (rbinom( length(prob) , size, prob ) )
>>>>
>>>> works.
>>>>
>>>> Chuck
>>>>
>>>> On Tue, 23 Oct 2007, Rainer M Krug wrote:
>>>>
>>>>         
>>>>> Hi
>>>>>
>>>>> I have two vectors, prob and size, and I want to add the random 
>>>>> deviates  of these two, i.e.
>>>>>
>>>>> sum(
>>>>>   sapply(
>>>>>          1:length(prob),
>>>>>          function(n){ rbinom(1, size(n), prob(n) }
>>>>>         )
>>>>> )
>>>>>
>>>>> My problem is that I have to do this for a large number of value 
>>>>> combinations. Is there a faster way of doing this?
>>>>>
>>>>> Rainer
>>>>>
>>>>> ______________________________________________
>>>>> R-help at r-project.org mailing list
>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>> PLEASE do read the posting guide 
>>>>> http://www.R-project.org/posting-guide.html
>>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>>
>>>>>           
>>>> Charles C. Berry                            (858) 534-2098
>>>>                                              Dept of 
>>>>         
>>> Family/Preventive Medicine
>>>       
>>>> E mailto:cberry at tajo.ucsd.edu	            UC San Diego
>>>> http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 
>>>> 92093-0901
>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide 
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>         
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide 
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>       
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>