[英]Discrete uniform random variable having variance 1
I would like to plot in R a discrete uniform random variable having variance 1, with an interval of [-a,a]. 我想在R中绘制一个方差为1且间隔为[-a,a]的离散均匀随机变量。
I have tried using Var(X)= (n^2-1)/12 我尝试使用Var(X)=(n ^ 2-1)/ 12
Then getting that n should be n = sqrt(13)
然后得到n应该是
n = sqrt(13)
Plugging this into 将其插入
n=b-a+1=a-(-a)+1 N = B-A + 1 = - ( - A)+1
a=(sqrt(13)-1)/2 = 1.302776 a =(sqrt(13)-1)/ 2 = 1.302776
Trying this in R with the code 用代码在R中尝试
X <- sample(-1.302276:1.30227,1000, replace=TRUE)
The variance becomes around 0.65 方差约为0.65
The variance of a uniform distribution between a
and b
is (b - a) * (b - a) / 12
. a
和b
之间的均匀分布的方差为(b - a) * (b - a) / 12
。
Therefore, for the interval [-a, +a]
to have a variance of 1, you need to set 因此,对于间隔
[-a, +a]
的方差为1,您需要设置
a = sqrt(3)
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