All Questions
Tagged with simulation normal-distribution
73
questions
3
votes
1
answer
129
views
Gaussian noise added in social sciences data
In a simulation study (number of simulation $n=200$), there is this quadratic/parabolic function simulated with Gaussian noise added:
...
- 953
0
votes
2
answers
94
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Will this converge to origin?
Suppose you have a diffusion of 100 points with the following iteration:
$$(x_{n+1},y_{n+1}) \sim \mathcal{N}\left((x_n,y_n), \frac{x_n^2 + y_n^2}{2} I_{2 \times2}\right)$$
This will make a high ...
- 209
2
votes
1
answer
36
views
What parameters play a role in the fluctuation of results during simulations?
I have done many simulations under the null hypotheis to test the alpha level of a test which follows a normal distribution.
However, the results obtained vary by 2-3%, which seem to me a lot when ...
- 613
0
votes
1
answer
115
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Monte Carlo simulations and sum of normal distributions
I am trying to predict the revenues of a portfolio of items. I want to simulate the revenues in a particular market situation in which they might increase. Each item's revenues is made up of 3 ...
- 21
0
votes
1
answer
78
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What would be the best way to simulate a variable that takes integer values ranging from 0 to 40 (in R)? A stats newbie
I am sorry if this question is confusing, but I am stats newbie!! I am trying to simulate a composite variable which takes values ranging from 0 to 40. The composite variable is made of the sum of 8 ...
1
vote
0
answers
75
views
The principal submatrix of projection matrix with Gaussian design
I've come across a phenomenon from a simulation that I'm very curious about.
But I don't know how to start my analysis. So, I am asking for some guidance.
Thanks!
Denote by $\mathbf{H}$ the principal ...
- 115
2
votes
3
answers
422
views
Compare single observed value to simulated distribution
I have a distribution of values that I have simulated for a null hypothesis data generating process. I have a single real-world observation that is wayyyy outside the percentiles of this distribution. ...
- 41
17
votes
2
answers
1k
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Why does this algorithm generate a standard normal distribution?
I have this algorithm which I encountered:
(1) Generate $U_1$, $U_2$ independently from Uniform(0,1)
(2) Set $Y_1 = -\log{U_1}, Y_2 = -\log{U_2}$. If $Y_2 > \frac{(1-Y_1)^2}{2}$, accept $(Y_1, Y_2)$...
- 173
1
vote
1
answer
43
views
Why do I get the exact same matrix when changing the correlation?
I'm trying to create artificial correlated data using the genCorData function, in the simstudy package. I'm running the following in R:
...
- 144
1
vote
1
answer
76
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Simulating "Realistic Data" for Statistical Problems [closed]
My friend is working on his Sociology Thesis and is currently waiting for the researchers to finish running their experiments and collecting the data that will be used in his project (socio-...
0
votes
0
answers
40
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Ensuring Correlation Between Groups of Variables
Correlation is usually defined between 2 variables - for example, height and weight measurements in athletes might be correlated, or height and salary might also be correlated.
Suppose I want to ...
3
votes
2
answers
285
views
Simulation of a truncated normal distribution over two intervals
Given $X$ a random variable with a normal distribution, what is the best procedure to simulate $X|X\in[a;b]\cup[c;d]$, i.e. we want to simulate the truncated normal distribution only on the intervals $...
- 131
4
votes
1
answer
62
views
Understanding a Gaussian Sampler
I recently learned that you can generate a Gaussian sampler from a uniform sampler. One such method is the Box-Muller Transform.
I naïvely implemented this transform in the following code:
...
- 165
1
vote
1
answer
119
views
Determining when the first point in a simulation will exceed a certain value
I have the following question about determining when the first point in a simulation will exceed a certain value:
Suppose you have two random variables "a" and "b" - let's say that ...
2
votes
1
answer
489
views
Simulation given conditional distribution
I have a question regarding conditional distributions and simulation.
Assume you have a random vector of dimension $n$ with distribution $\pmb{Z}\sim N_n(0,\Sigma)$ where $\Sigma_{ii} = 1$, so each ...
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