yearly 8% drift, 25% sd
why are x and y so different (x and z look ok)? Does this have something to do with biases due to the relationship between population and sample-estimates as a function of n samples and sd? Or am I doing something wrong? ----------------------------------------------------------------------- set.seed( 1 ); x <- mean( rnorm( 100000, mean=0.08, sd=0.25 )); set.seed( 1 ); y <- mean( rnorm( 100000, mean=(0.08/252), sd=(0.25/sqrt(252)) )) * 252; set.seed( 1 ); z <- mean( rnorm( 100000, mean=(0.08/252), sd=0.001 )) * 252; # ----------------------------------------------------------------------- x # 0.07943898 y # 0.07109407 z # 0.07943449 -- View this message in context: http://www.nabble.com/rnorm%28%29-converted-to-daily-tp23092444p23092444.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@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.
