[R] R and Feller

Erin Hodgess hodgess at uhddx01.dt.uh.edu
Thu Dec 6 21:16:02 CET 2001

Dear R People:

In Feller's article, "The Asymptotic Distribution of 
the Range of Sums of Independent Random Variables", he
demonstrates how the range and normalized range of the 
sum of n independent variables can be derived via Brownian motion.

ok. fine.

He has a section in which he uses a Bernoulli random variable
with options of -1 and 1 to get exact values and then demonstrates his
Brown motion approx.  He then shows the expected value and

I was using R to duplicate the exact process.  When I get my values,
they are somewhat different than Feller's.  For n=6, I'm ok,
but for values larger than 6, my function is off slightly:

Feller	Me
4.1523	4.1679
2.0872  2.0850

Is this just due to rounding, or (probably) a mistake in my

Thanks in advance for your help!
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
1 Main Street 
Houston, TX 77002
mailto: hodgess at uhddx01.dt.uh.edu
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