Explore BrainMass
Share

Explore BrainMass

    Polya urn simulation via R

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    I need help in two probability problems using R program. Thanks so much!
    1. Simulation of an expectation. Design a simulation exercise in R to approximate the value of E ( X^X)
    when X has a U [0,1] distribution. Plot the value of the approximation as the sample size goes from 1 to
    10,000. Use the Notebook feature in RStudio to create an HTML file for your answer.

    2. Simulation of a Polya Urn. Put a = 10 white balls and b = 20 blue balls in an urn. Then, randomly draw
    a ball from the urn, and replace it along with another ball of the same color, repeat.
    a) Write an R program to simulate Rn, the proportion of white balls in the urn after n draws from the urn,
    for any integer n.
    b) Plot the histogram of Rn for n = 1,000.
    c) Simulate Rn 10,000 times.
    d) Overlay the histogram with a line graph of the appropriate limiting distribution. Use the Notebook
    feature in RStudio to create an HTML file for your answer.

    © BrainMass Inc. brainmass.com October 10, 2019, 7:04 am ad1c9bdddf
    https://brainmass.com/math/probability/polya-urn-simulation-via-r-567308

    Solution Preview

    1. The code is given below. We simply sample from a uniform with the given sample size to estimate E(X^X). The last line should give you the plot you need.

    means <- rep(NA, 10000)
    for (sample_size in 1:10000) {
    x <- runif(sample_size)
    means[sample_size] <- mean(x^x)
    }
    plot(means)

    2. Below we have the R ...

    Solution Summary

    The solution provides the full code for both questions, with an explanation of what the key components mean.

    $2.19