Questions tagged [simulation]
A vast area which includes generating results from computer models.
1,928
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Simulate Arellano-Bond
I have fitted a dynamic panel data model with Arellano-Bond estimator in gretl, here is the output:
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Expected number of runs of length n in coin toss
I'm writing a program for an assignment for my Probability and Statistics course. This program performs several millions of simulated coin tosses, and then analyses various properties of the generated ...
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How can I make a continuous distribution out of simulation results in R?
I have run 10,000 random samples (910 data points each) on a data set of about 75,000 data points. I would like to make a continuous distribution out of this so that I can test the probability of ...
- 5,189
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Queueing Theory: How to estimate steady-state queue length for single queue, N servers?
I have a real-life situation that can be solved using Queueing Theory.
Scenario:
There is a single Queue and N Servers.
When a server becomes free, the Task at the front of the queue gets serviced.
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answer
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Burn-in period for random walk
We are trying to make simulation experiment involving a common stochastic trend, that is described by the random walk (or $I(1)$ process) $Y_t = Y_{t-1} + \varepsilon_t$, where innovations $\...
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Unexpected under-dispersion in Perl simulations of Poisson RV
The following piece of Perl code randomly maps a set of ranges onto a circumference of a circle. In the example, the circumference is of length 1000 and legal ranges are e.g. (0,8)=0,1,2,...,8 and (...
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Comparison of Slice sampling and Gibbs sampling
To me, the two are similar in the sense that slice sampling is just Gibbs sampling for the uniform distribution over the area under the plot of the density function. Is that right?
I was wondering if ...
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How to simulate a custom power analysis of an lm model (using R)?
Following to the recent questions we had here.
I was hopping to know if anyone had come across or can share R code for performing a custom power analysis based on simulation for a linear model?
Later ...
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