John Sorkin wrote: > R 2.3.1 > Windows XP > > I am surprised at the lack of precision in R, as noted below. I would > expect the values to be closer to zero, particularly the later examples > where the sample size is quite large. > > >> mean(rnorm(500,0,1)) >> > [1] -0.03209727 > >> mean(rnorm(5000,0,1)) >> > [1] -0.005991322 > >> mean(rnorm(50000,0,1)) >> > [1] -0.0006160524 > >> mean(rnorm(500000,0,1)) >> > [1] -0.001254309 > >> mean(rnorm(5000000,0,1)) >> > [1] 0.0004633778 > >> mean(rnorm(50000000,0,1)) >> > [1] -0.0001325764 > > I would appreciate any thoughts. Is the lack of precision due to > running on a 32-bit system? > > Thanks, > John > > > J
Looks OK to me. The theoretical SEM in the latter case is sqrt(1/5e7)==0.0001414214. ______________________________________________ [email protected] 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.
