Posts Tagged ‘ simulation ’

Independent streams of random numbers in SAS

May 9, 2018
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Independent streams of random numbers in SAS

In a previous blog post, I discussed ways to produce statistically independent samples from a random number generator (RNG). The best way is to generate all samples from one stream. However, if your program uses two or more SAS DATA steps to simulate the data, you cannot use the same [...] The post Independent streams of random numbers in SAS appeared first on The DO Loop.

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Independence and overlap in streams of random numbers

May 7, 2018
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Independence and overlap in streams of random numbers

Simulation studies require both randomness and reproducibility, two qualities that are sometimes at odds with each other. A Monte Carlo simulation might need to generate millions of random samples, where each sample contains dozens of continuous variables and many thousands of observations. In simulation studies, the researcher wants each sample [...] The post Independence and overlap in streams of random numbers appeared first on The DO Loop.

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Random permutations without duplicates

April 16, 2018
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Random permutations without duplicates

A colleague and I recently discussed how to generate random permutations without encountering duplicates. Given a set of n items, there are n! permutations My colleague wants to generate k unique permutations at random from among the total of n!. Said differently, he wants to sample without replacement from the [...] The post Random permutations without duplicates appeared first on The DO Loop.

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A zipper plot for visualizing coverage probability in simulation studies

March 26, 2018
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A zipper plot for visualizing coverage probability in simulation studies

Simulation studies are used for many purposes, one of which is to examine how distributional assumptions affect the coverage probability of a confidence interval. This article describes the "zipper plot," which enables you to compare the coverage probability of a confidence interval when the data do or do not follow [...] The post A zipper plot for visualizing coverage probability in simulation studies appeared first on The DO Loop.

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uniform on the sphere [or not]

March 7, 2018
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uniform on the sphere [or not]

While looking at X validated questions, I came upon this comment that simulating a uniform distribution on a d-dimensional unit sphere does not proceed from generating angles at random on (0,2π) and computing spherical coordinates… Which I must confess would have been my initial suggestion! This is obvious, nonetheless, when computing the Jacobian of the […]

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uniform on the sphere [or not]

March 7, 2018
By
uniform on the sphere [or not]

While looking at X validated questions, I came upon this comment that simulating a uniform distribution on a d-dimensional unit sphere does not proceed from generating angles at random on (0,2π) and computing spherical coordinates… Which I must confess would have been my initial suggestion! This is obvious, nonetheless, when computing the Jacobian of the […]

Read more »

uniform on the sphere [or not]

March 7, 2018
By
uniform on the sphere [or not]

While looking at X validated questions, I came upon this comment that simulating a uniform distribution on a d-dimensional unit sphere does not proceed from generating angles at random on (0,2π) and computing spherical coordinates… Which I must confess would have been my initial suggestion! This is obvious, nonetheless, when computing the Jacobian of the […]

Read more »

uniform on the sphere [or not]

March 7, 2018
By
uniform on the sphere [or not]

While looking at X validated questions, I came upon this comment that simulating a uniform distribution on a d-dimensional unit sphere does not proceed from generating angles at random on (0,2π) and computing spherical coordinates… Which I must confess would have been my initial suggestion! This is obvious, nonetheless, when computing the Jacobian of the […]

Read more »

uniform on the sphere [or not]

March 7, 2018
By
uniform on the sphere [or not]

While looking at X validated questions, I came upon this comment that simulating a uniform distribution on a d-dimensional unit sphere does not proceed from generating angles at random on (0,2π) and computing spherical coordinates… Which I must confess would have been my initial suggestion! This is obvious, nonetheless, when computing the Jacobian of the […]

Read more »

uniform on the sphere [or not]

March 7, 2018
By
uniform on the sphere [or not]

While looking at X validated questions, I came upon this comment that simulating a uniform distribution on a d-dimensional unit sphere does not proceed from generating angles at random on (0,2π) and computing spherical coordinates… Which I must confess would have been my initial suggestion! This is obvious, nonetheless, when computing the Jacobian of the […]

Read more »


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