A vast area which includes generating results from computer models.

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Distribution of Likelihood Values for Simulated Data

Say I have a model with certain parameters and generate a number of simulated data sets from it. If I was to maximise the likelihood function for each data set, how would that distribution of ...
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Approximate Metropolis algorithm - does it make sense?

Some time ago Xi'an asked What is the equivalent for cdfs of MCMC for pdfs? The naive answer would be to use "approximate" Metropolis algorithm in form Given $X^{(t)} = x^{(t)}$ 1. generate $Y ...
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Simulation of random-effects meta-analysis yields biased tau^2

I need to realistically simulate study effect sizes and within-study variances for a random-effects meta-analysis in which the outcome is a relative risk. My question: why does this simulation lead to ...
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5 views

Network generation given some known distribution [closed]

I need to build a network whose degree is distributed according some given Probability Distribution Function (e.g. Beta distribution). Is there any R package to perform this?
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19 views

How to simulate a dataset for linear modelling with a 3-level factor?

I am trying to simulate a dataset with a 3-level factor, and I hoped I could run some code by others to make sure I've not done anything wrong. The dataset is analysed in GLM with in R. The model ...
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10 views

How to simulate MNAR missing data in R? [duplicate]

For example, for the MAR case, I know that y <- rbinom(100, size=1, prob=0.1) r <- rbinom(100, size=1, prob=c(.4, .6)[y+1]) #depends on observed value I saw that there is another thread ...
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y and x axes coupled by two experimental measurables, how to determine if the trend is due to the coupling or not?

If, in a plot of $y$ versus $x$ where $y=f(a,b)$ and $x=g(a,b)$ such that $f{\ne}g$, a clear trend arises, how can one show that the trend is either a) probably due to the axes sharing the variables ...
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1answer
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How to validate simulation result with real data

I have made a computer simulation, which is a model of a machine process step in a real factory. This factory keeps track of certain KPIs (key performance indicators), like utilization (% of time in ...
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Is linear regression appropriate for measuring convergence/stabilization?

Background I'm running a simulation that produces a number of outputs on every iteration. The simulation runs for a good half a million iterations, and my goal is to check if it stabilizes or I ...
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counting process and birth-death process

This is from notes: I have some questions What does it mean by $X(t_2)>X(t_1)$? Let's say there are state i and j and $X(t_2)=i$, $X(t_1)=j$, what does it mean by $i>j$? 2.For the birth-...
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Realistic measurement errors on simulated observations

I have a code that simulates stars in a galaxy, outputting positions and velocities. I plug this data into another code to do some further analysis. Normally you'd also put in instrumental errors of ...
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MCMC for Probit/Logit model with some 1's flipped to 0's

I would like help constructing a sampler for the following model, which is the latent variable interpretation of either logistic or probit glm (doesn't matter which one to me), with a small twist: ...
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Simulating probability through random sampling: Is this valid?

What is the name of a simulation that randomly takes two samples from a population and then compares it to another random sample with a predefined condition? I'm writing an assignment and I need some ...
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31 views

Probability Distribution for Inter-arrival Time

I'm trying to build a simulation for a quality control process, where quality analysts inspect the product and report faults if they found any. I have a dataset of this bug reports, so I'm trying to ...
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13 views

Vickery's Auction question [migrated]

I'm looking at this webpage here: https://gilkalai.wordpress.com/2013/05/18/test-your-intuition-21-auctions/ I've generated the R code below to simulate the value for each Bidder 1000's times. I'm ...
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Difference between two methods of random point generation [migrated]

In order to do a monte carlo simulation to estimate expected distance between two random points in $n$ dimensional space I discovered the following two similar looking methods to generate random ...
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2answers
75 views

What distribution could simulate “realistic” human survival times?

I want to simulate more or less realistic survival times for humans. I want to use a basic distribution$^*$ to do so. What distribution and what parameters would, to some extent, resemble the survival ...
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Any recommendation for a program to simulate SNPs data

This is new to me , That is why I asked this question I would like to simulate case control study, Y represent the disease status ,Xij are single SNPs in the human genome. Is there a program that ...
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1answer
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How to take random draws of a low-entropy “meta-random” distribution

I'm working on a simulation study, and for it I'd like to be able to generate random draws from a random multivariate distribution. I'm looking for something pretty chaotic, in the sense that it's ...
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Simulating an alternative local linear model

I want to simulate an $y_{t}$ time series like this: \begin{align} y_{t} &= \mu_{t} + \epsilon_{t} \\ \mu_{t} &= \mu_{t-1}^{1+v_{t}} + \eta_{t} \\ v_{t} &= 0.7v_{t-1}+ \gamma_{t} \...
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Filtering an ARMA-GARCH on residuals

I had previously fitted my time series with different ARMA-GARCH models using the "rugarch" package"in R. I found no correlation and no heteroscedasticity in the residuals. I obtained (through Pair ...
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Simulating from normal copula in R with varying correlation matrices [migrated]

I'm trying to simulate correlated normal copula realizations using the copula package in R. I have estimated the varying correlation matrices and stored them in an ...
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26 views

Correlation analysis with simulation

I need to determine if two variables are correlated (have a relationship between each other). Issue 1: both variables take on values greater than O, in which, I can not assume normally distributed. ...
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1answer
20 views

Check validity of a time series regression model using simulated time series dataset

I want to generate two artificial time series, one of which acts as the explanatory variable and the other as the dependent variable for a regression model. Can anybody suggest as to how to proceed ...
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Scaling parameters to lie in unit hypercube — how to understand this notation?

I am attempting to emulate a simulation in a paper I am reading. The model includes two parameters $\theta_1,\theta_2$. These parameters are scaled to lie in the unit hypercube. That is, where the ...
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Studying how parameters affect standard deviation of skewed data

I'm running a bunch of simulations that are modeling the first time a neuron fires when it receives stochastic input and has intrinsic noise. The program I wrote creates a dataset of a bunch of time ...
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How to Validate a Monte Carlo Simulation

I have historical data of a production process, and I've being asked to build a simulation model to predict its performance in the future. Using the historical data, I've being able to obtain the ...
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1answer
23 views

Simulating a Stochastic Integral of OU process

The stochastic integral I want to simulate is $$\int_{0}^{1}J_c(s)dJ_c(s)$$ where $J_c(s) = \int_{0}^{s}e^{-c(s-r)}dB(r)$, is an OU process. I simulate the data using Matlab and the sample codes are ...
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Definition of Simulating Data [closed]

What is the best definition of simulation of data (with author name ) and some information about simulation .
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Best way to tackle heterogeneity in oncologic models

I need to model the health outcomes from an immuno oncologic treatment to which patients are responding differently depending on their immune condition, which is unknown to the investigator. I was ...
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15 views

simulation and model comparison

I created a simulation to compare a number of regression type models/estimators, lets call them M1, ...,Mn. for each iteration of the simulation run: I generate randomly data set X I generare ...
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1answer
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Gibbs sampling, what to use?

My question concerns Gibbs sampling. Suppose that I have three unknown quantities, $\mu, \sigma^2$ and $c$. I have given prior information and I have given the likelihood which allows me to compute ...
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Comparing neuron “jitter” values across trials

I'm asking this question on the statistics forum because I'm wondering a bit about drawing appropriate conclusions supported by statistics from skewed data (if it belongs on another area of stack ...
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Is it possible to use runif() to generate a vector of random variables with different probabilities? [duplicate]

Here's the question I have to solve: Let X be a random variable with pmf as given: P(X = 1) = 0,1 P(X = 2) = 0,3 P(X = 3) = 0,6. Simulate this distribution ...
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Simulation Model Performance for Flood Quantile Estimation at Ungauged Site

I have proposed a model that is the modified ANN to estimate flood at ungauged site. In order to test the performance of the model, i want to design the simulation for ungauged estimation problem. Did ...
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hypothesis test observed to simulated, z-score or not?

Lets say we have data set with an x and a y variable. We have an effect size from a linear model called of ...
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1answer
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Cauchy Distribution used in error term in simulation [closed]

What is the reason used Cauchy distribution in error term for simulation of data. I see a lot of researcher used the distribution but does not stated the reason why used Cauchy Distribution.
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multivariate chi-square distribution R/Simulation

Is there some R package that calculate the quantiles\percentage of some vector of multivariate chi-square distribution? If there isn't can I simulate these percentage somehow? Thanks a lot.
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1answer
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simulate sub group data for logistic regression

I want to simulate a data set for logistic regression in which my $Y_i \sim Bin(n_i, p_i)$ and $n_i >1 ~ \forall i$. I want something like: In another question, data has been generated for a ...
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Multiple imputation simulation problems, bad imputations or bad simulation?

I'm relatively new to simulations, R, and multiple imputation. I am writing a simulation to better learn multiple imputation on my own. Here is my simulation of MCAR: ...
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2 Dimensional Random Walk Simulation

I am trying to simulate random diffusion of particles using a random walk diffusion model. I have used probabilities of movement of particles in a 2D area, to be 1/4 in all 4 directions. The confusion ...
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1answer
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Intraclass correlation coefficient in Bayesian statistics

I need some references about intraclass correlation coefficient in Bayesian statistics and hypothesis testing. I already take a look in A. Gelman, J.B. Carlin, H.S. Stern and D.B. Rubin, Bayesian ...
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Which methods do people use to understand queueing networks?

Queueing networks can be analyzed through analytic results (in some cases), approximation methods or simulation (discrete-event simulation, system dynamics). Analytic solutions do not exist in general....
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Using ABC package from R cran with a C++ simulator [closed]

I developed a simulator in c++ and I would like to use the R Cran package "ABC" from Csillery et al with that simulator. There seem to be many ways to make the two programs interact, but what would ...
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Simulating qualitative interaction in survival analysis

I am trying to simulate the survival data that can fit the model: $$h(x) = ho(x) exp (a_0*Treatment + a_1*Treatment*x_1 + a_2*Treatment*x_2)$$ Whereas treatment is an binary variable (0 = control ...
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2answers
71 views

Rule of Succession for Unfair Coin

Given the first n flip results from an unfair coin, we wish to estimate the probability that the next flip is a heads. I can take 2 approaches to this: Frequentist:...
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1answer
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Find 'p' in geometric distribution when 'P(X)' and 'k' are known

This may be a bit more of an advanced algebra question, but here goes: I'm trying to use the equation for a geometric distribution P(X) = p(1-p)^k to find the ...
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Simulating interaction term in Cox model

I am trying to simulate the survival data (by using Weibull distribution) that can fit the Cox model below: h(t) = ho(t). exp(beta1 * X1 + beta2 * X1 * X2) X1 and X2 are binary. I haved tried using ...
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Fully identified moment matching with simulated method of moments

I am struggling with some results regarding the model fit in this paper (p. 49). The authors set up a simulated method of moment estimator, using 8 different moments to match and 8 different ...