Need to find the distribution from mean & standard deviation
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Hello,
I need a 100 numbers of distribution for a specified mean & std. I found one, but its not accurate. The one I found is below-
sig_R_lrs=18.37e3;
mu_R_lrs=16.49e3;
sig_G_lrs=1/sig_R_lrs;
mu_G_lrs=1/mu_R_lrs;
y_lrs=sig_G_lrs.*randn(100,1)+mu_G_lrs;
here mean(y_lrs) or std(y_lrs) is not accurate. Also came across r = normrnd(16.49e3,18.37e3,[1,100]), but even here i don't get an exact mean & std :(
Any suggestion of getting an accurate mean & std and determining the distribution ?
thanks in advance :)
3 Comments
dpb
on 17 May 2018
y is a random sample from a PRNVariate with the specified mean and standard deviation; the sample isn't the distribution but a single possible realization; you can't expect the statistics computed from the sample to be identical to the parameters.
"i don't get an exact mean & std"
In general a sample will not have the same mean, standard deviation, etc. as the distribution. Take it down to the logical extreme: does a sample of one value have the same mean value as whatever random distribution it was picked from? In general you would not expect this.
Please explain why you expect a random sample to have that exact mean and standard deviation.
Answers (3)
Image Analyst
on 17 May 2018
0 votes
To learn about the "standard error of the mean" (which you're talking about even if you don't realize it), see Wikipedia https://en.wikipedia.org/wiki/Standard_error
Jeff Miller
on 18 May 2018
As others have said, you should not expect the randomly sampled values to match the true mean and sd exactly, due to random sampling error. If you do want to construct an artificial sample where the values do match exactly (even though this is not a true random sample), you can do so like this:
sig_R_lrs=18.37e3;
mu_R_lrs=16.49e3;
sig_G_lrs=1/sig_R_lrs;
mu_G_lrs=1/mu_R_lrs;
r = randn(100,1);
rsd = std(r);
r2=r/rsd*sig_G_lrs;
y_lrs=r2 + (mu_G_lrs-mean(r2));
Charanraj
on 18 May 2018
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