ポアソン分布の差分の分布. Skellam distribution
http://en.wikipedia.org/wiki/Skellam_distribution
#library(skellam) library(VGAM) v1<-rpois(100000,lambda=1.3) v2<-rpois(100000,lambda=2.2) q<-v2-v1 x<-as.numeric(names(table(q))) #PDF plot(x,table(q)/sum(q)) points(x,dskellam(x,mu1=2.3,mu2=1.3),col=2,add=T) #CDF plot(sort(q),length(q):1/length(q),type="l") points(x,1-cumsum(dskellam(x,mu1=2.3,mu2=1.3)),col=2)
http://artax.karlin.mff.cuni.cz/r-help/library/skellam/html/skellam.html