#
# Written by:
# -- 
# John L. Weatherwax                2009-04-21
# 
# email: wax@alum.mit.edu
# 
# Please send comments and especially bug reports to the
# above email address.
# 
#-----

# Change the mean and standard deviation of the function we are drawing from: 
random_draw_of_means = function(n=25){
  av = matrix( data=0, ncol=1, nrow=n )
  for( ii in 1:n ){
    y = rnorm( 100, mean=100, sd=10 )
    m = mean(y) 
    av[ii] = m
  }
  return(av)
}

# Get the distribution of the mean of n random draws: 
t = random_draw_of_means()
d = density( t )
plot( d )

par(mfrow=c(1,3))
plot( density( random_draw_of_means() ) )
plot( density( random_draw_of_means() ) )
plot( density( random_draw_of_means() ) )
par(mfrow=c(1,1))