Questions tagged [simulation]
A vast area which includes generating results from computer models.
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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 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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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' ...
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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 ...
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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 ...
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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 ...
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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 ...
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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?
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Generate two variables with precise pre-specified correlation [duplicate]
UPDATE: Solution
Thanks to Greg Snow for pointing out the empirical = TRUE command in mvrnorm (multivariate random normal stuff)! Here's the explicit code:
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What are examples of statistical experiments that allow the calculation of the golden ratio?
There are some very simple experiences that can be done by a kid at home, whose result allows one to statistically approach famous numbers such as $\pi$ or $e$.
An example where $\pi$ shows up is ...
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How well does bootstrapping approximate the sampling distribution of an estimator?
Having recently studied bootstrap, I came up with a conceptual question that still puzzles me:
You have a population, and you want to know a population attribute, i.e. $\theta=g(P)$, where I use $P$ ...
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When would one use Gibbs sampling instead of Metropolis-Hastings?
There are different kinds of MCMC algorithms:
Metropolis-Hastings
Gibbs
Importance/rejection sampling (related).
Why would one use Gibbs sampling instead of Metropolis-Hastings? I suspect there ...
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What is importance sampling?
I'm trying to learn reinforcement learning and this topic is really confusing to me. I have taken an introduction to statistics, but I just couldn't understand this topic intuitively.
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How to create a multivariate Brownian Bridge?
It is known, that a standard multivariate Brownian bridge $ y(\mathbf u) $ is a centered Gaussian process with covariance function
$$ \mathbb E(y(\mathbf u) y(\mathbf v)) = \prod_{j=1}^d (u_j \wedge ...
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How to sample from Cantor distribution?
What would be the best way to sample from Cantor distribution? It only has cdf and we can't invert it.
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