[R] an interesting qqnorm question

From: WeiWei Shi <helprhelp_at_gmail.com>
Date: Sat 23 Apr 2005 - 08:39:36 EST


Hi, r-gurus:

I happened to have a question in my work:

I have a dataset, which has only one dimention, like

0.99037297527605
0.991179836732708
0.995635340631367
0.997186769599305
0.991632565640424
0.984047197106486
0.99225943762649
1.00555642128421
0.993725402926564
....

the data is saved in a file called f392.txt.

I used the following codes to play around :)

k<-read.table("f392.txt", header=F) # read into k kk<-k[[1]]
l<-qqnorm(kk)
diff=c()
lenk<-length(kk)
i=1
while (i<=lenk){
diff[i]=l$y[i]-l$x[i] # save the difference of therotical quantile and sample quantile

                           # remember, my sample mean is around 1
while the therotical one, 0
i<-i+1
}
hist(diff, breaks=300) # analyze the distr of such diff qqnorm(diff)

my question is:
from l<-qqnorm(kk), I wanted to know, from which point (or cut), the sample points start to become away from therotical ones. That's the reason I played around the "diff" list, which gives me the difference. To my surprise, the diff is perfectly normal. I tried to use some kk<-c(1, 2, 5, -1 , ...) to test, I concluded it must be some distribution my sample follows gives this finding.

So, any suggestion on the distribution of my sample? I think there might be some mathematical inference which can leads this observation, but not quite sure.

btw,
> fitdistr(kk, 't')

        m s df   9.999965e-01 7.630770e-03 3.742244e+00  (5.317674e-05) (5.373884e-05) (8.584725e-02)

btw2, can anyone suggest a way to find the "cut" or "threshold" from my sample to discretize them into 3 groups: two tail-group and one main group.--------- my focus.

Thanks,

Ed



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