samedi 20 août 2016

Extract approximate probability density function (pdf) in R from random sampling

I have got n>2 independent continuous Random Variables(RV). For example say I have 4 Uniform RVs with different set of Upper and lowers.

W~U[-1,5], X~U[0,1], Y~[0,2], Z~[0.5,2]

I am trying to find out the approximate PDF for the sum of these RVs i.e. for T=W+X+Y+Z. As I don't need any closed form solution, I have sampled 1 million points for each of them to get 1 million samples for T. Is it possible in R to get the approximate PDF function or a way to get approximate probability of P(t<T)from this samples I have drawn. For example is there a easy way I can calculate P(0.5<T) in R. My priority here is to get probability first even if getting the density function is not possible. Thanks




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