Introducing Monte Carlo Methods with R [precision]

[This article was first published on Xi'an's Og » 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.

Doug Rivers, professor of Political Sciences in Stanford, kindly sent me this email yesterday night:

The 2nd displayed equation in section 2.1.2 on p. 44 is garbled (it might be interpreted as saying that U and X have the same distribution). I think you intended:

P(U leq u) = P[F(X) leq u] = P[F^{-1}(F(X)) leq F^{-1}(u)] = P[X leq F^{-1}(u)] = F[F^{-1}(u)] = u

And indeed we should have stated the implicit convention that u=F(x) before this equation, i.e.

P(U leq F(x))=P[F(X) leq F(x)]=P[X leq x]=F(x)

(although U and X cannot be seen to have the same distribution as they live in different spaces).

Filed under: Books, R, Statistics Tagged: Introducing Monte Carlo Methods with R, typos

To leave a comment for the author, please follow the link and comment on their blog: Xi'an's Og » 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.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)