Tagged Questions
1
vote
0answers
19 views
Simulate LMM data with specific error values using R
I have a need to simulate data in R using the following:
Simulate data for 5 (or more) subjects, indexed by $i$, $(i=1,~...,~5)$ with $6$ observations per subject indexed by $t$ $(t=1,~2,~...,~6)$. ...
0
votes
1answer
145 views
CDF in Discrete Simulation (Jerry banks book)
Consider the experiment of tossing a single die. Let X be number of spots on up face of die after toss. Then range space of X is Rx = { 1,2,3,4,5,6}. The discrete probability distribution for this ...
1
vote
0answers
367 views
Monte Carlo simulation exercise
The assignment is to run a simulation on excel to figure out the probabilities on obtaining a certain goal:
John and Jane Doe are planning to save money to pay a house for their 6-month-old son, ...
4
votes
2answers
641 views
Using control variates & antithetic method with Monte Carlo
Supposing $g(x)=\sqrt[3]{x}$, I want to calculate the expected value of g, $E(\sqrt[3]{x})$, using Monte Carlo method, by generating $x_i$ from a Weibull distribution with parameters $(1,5)$.
After ...
1
vote
0answers
161 views
Queuing theory question
Waiting line : M/M/3 with $\lambda = 24/u$ and $\mu = 10/u$ vs M/M/1 with $\lambda = 24/ u$ and $\mu = 30/u$
I'm doing some exercises on waiting line theory, now I've got a question to which I did ...
4
votes
1answer
257 views
How to use rejection sampling to generate draws from Unit Exponential
I'm working on some practice test problems, and one of them says to design a rejection sampling algorithm to produce draws from a unit exponential using draws from a Gamma(2,1).
I don't understand ...
2
votes
2answers
924 views
Monte Carlo experiment to estimate coverage probability
I'm working on a problem as follows for a course that I'm auditing:
Suppose a 95% symmetric t-interval is applied to estimate a mean, but the
sample data are non-normal. Then the probability ...
2
votes
2answers
904 views
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 ...
