Site icon R-bloggers

Reaching escape velocity

[This article was first published on Probability and statistics blog » r, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

Sample once from the Uniform(0,1) distribution. Call the resulting value . Multiply this result by some constant . Repeat the process, this time sampling from Uniform(0, ). What happens when the multiplier is 2? How big does the multiplier have to be to force divergence. Try it and see:

iters = 200
locations = rep(0,iters)
top = 1
multiplier = 2
for(i in 1:iters) {
	locations[i] = runif(1,0,top)
 
	top = locations[i] * multiplier
}
 
windows()
plot(locations[1:i],1:i,pch=20,col="blue",xlim=c(0,max(locations)),ylim=c(0,iters),xlab="Location",ylab="Iteration")
 
# Optional save as movie, not a good idea for more than a few hundred iterations. I warned you!
# library("animation")
# saveMovie(for (i in 1:iters) plot(locations[1:i],1:i,pch=20,col="blue",xlim=c(0,max(locations)),ylim=c(0,iters),xlab="Location",ylab="Iteration"),loop=1,interval=.1)
To leave a comment for the author, please follow the link and comment on their blog: Probability and statistics blog » r.

R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.