Questions tagged [simulation]
A vast area which includes generating results from computer models.
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Simulation of logistic regression power analysis - designed experiments
This question is in response to an answer given by @Greg Snow in regards to a question I asked concerning power analysis with logistic regression and SAS ...
57
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2
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How to simulate artificial data for logistic regression?
I know I'm missing something in my understanding of logistic regression, and would really appreciate any help.
As far as I understand it, the logistic regression assumes that the probability of a '1' ...
72
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How to simulate data that satisfy specific constraints such as having specific mean and standard deviation?
This question is motivated by my question on meta-analysis. But I imagine that it would also be useful in teaching contexts where you want to create a dataset that exactly mirrors an existing ...
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Why is it necessary to sample from the posterior distribution if we already KNOW the posterior distribution?
My understanding is that when using a Bayesian approach to estimate parameter values:
The posterior distribution is the combination of the prior distribution and the likelihood distribution.
We ...
23
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Simulating draws from a Uniform Distribution using draws from a Normal Distribution
I recently purchased a data science interview resource in which one of the probability questions was as follows:
Given draws from a normal distribution with known parameters, how can you simulate ...
64
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Why does collecting data until finding a significant result increase Type I error rate?
I was wondering exactly why collecting data until a significant result (e.g., $p \lt .05$) is obtained (i.e., p-hacking) increases the Type I error rate?
I would also highly appreciate an ...
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Non-uniform distribution of p-values when simulating binomial tests under the null hypothesis
I heard that under the null hypothesis the p-value distribution should be uniform. However, simulations of binomial test in MATLAB return very different-from-uniform distributions with mean larger ...
21
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1
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How to simulate from a Gaussian copula?
Suppose that I have two univariate marginal distributions, say $F$ and $G$, which I can simulate from. Now, construct their joint distribution using a Gaussian copula, denoted $C(F,G;\Sigma)$. All the ...
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When to use simulations?
So this is a very simple and basic question. However, when I was in school, I paid very little attention to the whole concept of simulations in class and that's left me a little terrified of that ...
34
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6
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Generating random numbers manually
How can I manually generate a random number from a given distribution, as for instance, 10 realisations from the standard normal distribution?
46
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9
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Approximate $e$ using Monte Carlo Simulation
I've been looking at Monte Carlo simulation recently, and have been using it to approximate constants such as $\pi$ (circle inside a rectangle, proportionate area).
However, I'm unable to think of a ...
20
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Advantages of Box-Muller over inverse CDF method for simulating Normal distribution?
In order to simulate a normal distribution from a set of uniform variables, there are several techniques:
The Box-Muller algorithm, in which one samples two independent uniform variates on $(0,1)$ ...
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Is this correct ? (generating a Truncated-norm-multivariate-Gaussian)
If $X\in\mathbb{R}^n,~X\sim \mathcal{N}(\underline{0},\sigma^2\mathbf{I})$
i.e.,
$$
f_X(x) = \frac{1}{{(2\pi\sigma^2)}^{n/2}} \exp\left(-\frac{||x||^2}{2\sigma^2}\right)
$$
I want an analogous ...
9
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1
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Monte Carlo estimation of probabilities
I would appreciate some advice on how to use Monte Carlo for estimating probabilities.
Generally speaking the problem I have involves running an experiment and counting the frequency of output (which ...
6
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Simulation of KS-test with estimated parameters
We know that the original KS-test has a limitation, requiring the Null hypothesis testing underlying distribution to be fully specified, rather than estimated. But in practice, we usually need to test ...