A vast area which includes generating results from computer models.

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1answer
101 views

Simulation in time series analysis

I want to forecast tourist arrivals using time series analysis I expected to use data from 2000-2013. But due to the civil war, the behavior of tourist arrivals is rather different after 2008. ...
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2answers
28 views

Simulating violations of regression assumptions

I'm wondering if anyone could provide some code (preferably in R) which demonstrates violated assumptions leading to type 1 errors. Some concrete examples of errors arising from assumption violations ...
0
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1answer
31 views

Simulate time to event times based on an existing subset of data

I have to task to predict data volume to be processed for a study that currently has 40 patients, but will have 100 patients eventually. Since most of the data is generated during the treatment phase, ...
2
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1answer
68 views

Generate random data for logistic regression with a categorical independent variable

I am trying to generate a data frame of fake data for exploratory purposes. Specifically, I am trying to produce data with a binary dependent variable (say, failure/success), and a categorical ...
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0answers
25 views

Calculating probability of full house and royal straight in R poker simulation [migrated]

Given a poker simulation in R using vectors for the denomination and class of playing card in a loop, how would one go about identifying a given hand containing a full house or a royal straight. I'm ...
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1answer
23 views

Reducing complex simulations to analytical calculations

I wonder when can complex simulations be formulated as possibly complex but still analytical equations. I'm particularly interested in agent based models, that are frequently used in evolutionary ...
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3answers
49 views

Simulation from linear model with additional variables

I want to test the performance of a variable selection method in linear regression with normal errors using simulated data: $${\bf y}= {\bf X}{\bf \beta} + \epsilon,$$ where, as usual, ${\bf y}$ is ...
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3answers
41 views

Simulate data for 2 x 2 ANOVA with interaction

What is the best way to simulate ANOVA data for a 2 x 2 design with interaction using a regression approach? I want to generate the data so that I know the true regression coefficients of the model ...
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0answers
20 views

Simulate KM curves with assumptions in R

I am looking to simulate 2 survival curves under different assumptions on the mean / median process underlying the 2 arms. Has anyone done this in R?
2
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1answer
18 views

What type of simulation would be needed?

I have come up with 10 different regression models (one for every sector of the S&P500) and was interested in running a simulation as a way of testing the performance of the models. I have a few ...
2
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1answer
45 views

Quantiles of a compound gamma/negative binomial distribution

Are there any formulae for the quantiles of a compound gamma/negative binomial distribution? That is, suppose we have $$N \sim \text{NegBin}(\alpha, \lambda)$$ and conditional on $N$, $$Y = ...
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0answers
12 views

Using test data sets in simulation study

I'd like to know the correct way to simulate test data for a simulation study. For simplicity, suppose that I want to test a linear regression model. Chapter 7 of ESL explains that the average test ...
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0answers
7 views

Confidence regions for non-normal trivariate distributions

We are analyzing haplotype diversity within and between six populations or demes. We came up with a measure that compares the similarity of every possible pair of haplotypes within a deme or between ...
2
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1answer
37 views

Simulating from a normal with “unknown” variance

Suppose I want to performing sampling from a normal distribution with an unspecified variance, and I want a way to sample so that I am in some sense "averaging out the possible values of the ...
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1answer
120 views

Increased Type I error - GLM

Some of you might have read this nice paper: O’Hara RB, Kotze DJ (2010) Do not log-transform count data. Methods in Ecology and Evolution 1:118–122. klick. In my field of research (ecotoxicology) ...
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1answer
44 views

What's the correct way to simulate a division winner?

So I'm trying to simulate one winner for each of the 4 NFL divisions, assuming that all teams are of equal ability. It's clear that the probability of each team being the division winner is $1/4$. I ...
0
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1answer
15 views

How to simulate a binary response variable based on two non-interacting continuous variables [duplicate]

I want to simulate a binary response variable which depends on two normally distributed continuous variables, and I want to have more 1s than 0s in the response variable. I wonder how this can be done ...
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1answer
102 views

Expected Value of Random Variable

I'm trying to find the expected value of a random variable $t_i$ which is the solution of $$\epsilon_i=\mu(t_i-t_{i-1})-\sum^{i-1}_{k=1}\frac{\alpha}{\beta}\left(1-e^{-\beta(t_i-t_k)}\right)$$ ...
3
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0answers
85 views

Kalman Filter to correct model simulation bias

I am working with a large scale deterministic model, which attempts to simulate CO2 emissions in different regions. When compared to historic data, the model output suffers from systematic biases. ...
2
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1answer
31 views

Run Many Small or a Few Big Simulations to Estimate the Mean?

I was just running some simulations on tossing a coin given certain conditions, to test out some ideas I had. I was trying to find the ratio $\frac{\mathtt{successful\ tosses}}{\mathtt{total\ ...
6
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1answer
236 views

Generate random numbers following a distribution within an interval in R

I need to generate random numbers following Normal distribution within the interval $(a,b)$. I know the function rnorm(n,mean,sd) will generate random numbers ...
6
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3answers
161 views

Simulation involving conditioning on sum of random variables

I was reading this question, and thought about simulating the required quantity. The problem is as follows: If $A$ and $B$ are iid standard normal, what is $E(A^2|A+B)$? So I want to simulate ...
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0answers
25 views

Evaluating the $H_0$ of a contigency table

I have a 2 way contigency table with variables $A=\{a_1,a_2\}$ and $B=\{b_1,b_2\}$. I have the observed cell frequencies $O_1=a_1b_1$, $O_2=a_1b_2$, $O_3=a_2b_1$ and $O_4=a_2b_2$. My null hypothesis ...
2
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1answer
43 views

Acceptance rejection method for a binomial distribution

I have a R-code for acceptance rejection method for a beta-distribtuion but would like to use it for a binomial(30, 0.4) distribution instead. Here is the code: ...
2
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1answer
55 views

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 ...
2
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0answers
37 views

Generating non-normal correlated data for mediation analysis?

For a simulation study I have to generate data according to a trivariate mediation model (Baron & Kennys causal step approach). Assuming $X$, $M$, and $Y$ are continuous variables of sample size ...
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1answer
29 views

Simulating outcome of 3 political parties

First I'm sorry I couldn't figure out the most accurate title for this question (suggestions welcome). Here's the case: I want to implement spinners like the ones on this page: ...
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0answers
27 views

Monte Carlo simulation of investment account

I'm trying to estimate performance of an investment account over 20 years. The question is, have I set up the Monte Carlo simulation correctly? I've used Excel. I've assumed 8% average return and 13% ...
2
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2answers
307 views

How to transform a normal random variable such that I can simulate normal samples between the range of 1 and 45?

How to transform a normal random variable such that I can simulate normal samples between the range of 1 and 45? Do I need to do a jacobian transformation ?
1
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2answers
70 views

How can I partition a distribution into two sub-populations with fixed bias? (simulation)

I am trying to simulate a selection model for a variable $Y$ dependent on covariate vector $X$, so that two groups/sub-sets $S=(0,1)$ of observations on $Y$ are created, which have a fixed difference ...
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1answer
36 views

Simulate data by using existing dataset

I have a complete dataset with input variables and response variables. I would like to perform a simulation where I give the input variables and generate randomly the response variables. Is there a ...
2
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0answers
46 views

What is the best way to simulate data for a linear regression model?

I am concerned with simulating data for a linear regression model. I need to control the means, variances, and correlations (covariances) between the predictors and the criterion variable. In ...
4
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1answer
57 views

Hyper-volume of the $\alpha$ contour of a multivariate Gaussian

I'm looking for the assymptotic ($n\rightarrow \infty$) value of (the log of the determinant of) the covariance of the $\alpha$% of observations with smallest Eucledian distance to the origin in a ...
0
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1answer
21 views

State-space model with strict positive values

I've got a random process of positive observations. I've built a state space model (following an ARMA(1,3) structure), found the parameters that fit the process observations through log-likelihood ...
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0answers
65 views

How to simulate survival times using true base line hazard function

I want to simulate survival times from the model $\lambda(t|X_1,X_2) = \lambda_0(t) \exp(\gamma_1X_1+\gamma_2X_2)$ where covariates are given by $X_1\sim$Binomial(1,0.5), $X_2\sim$Uniform(0,1), the ...
3
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1answer
193 views

Simulate a random number of sums of random variables?

I'm trying to solve an exercise (not homework, and it does not come with solutions) that asks to provide an algorithm to simulate a probability $P(Y<y)$ and the expected value $E[Y]$ of a random ...
5
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1answer
77 views

Simulating Convergence in Probability to a constant

Asymptotic results cannot be proven by computer simulation, because they are statements involving the concept of infinity. But we should be able to obtain a sense that things do indeed march the way ...
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0answers
19 views

simulate ANOVA data to follow a specific eta-squared

I am simulating RM-ANOVA data with three treatment conditions (one-way within subjects designs). I would like to be able to add an effect to the data so that eta-squared has a specific value. ...
0
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0answers
21 views

G/G/1 Simulation help

i am a complete nooby in statistics, therefore the question i am about to ask may sound very unprofessional warning :) so, we have a task to simulate a G/G/1 queueing system for particular parameters ...
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0answers
39 views

k-fold classification or re-run experiment?

I have a classification model which is slow to run. I generate test data with 3 classes (the real data has 21 at the moment and growing), and I have run the classifier and I get a confusion matrix ...
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2answers
43 views

Match Right Skewed Distribution to Normal

I am running a simulation. One of my parameters is sampled from a normal distribution. I would like to perform a sensitivity analysis using a right skewed distribution. This is what I had hoped to ...
2
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0answers
56 views

Simulate censored data cox model

I would like to simulate interval-censored data in a Cox model. In the R package intcox I found the following code: ...
0
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1answer
37 views

How do I calculate the p-value in a gene enrichment analysis, using parametric and non-parametric methods?

I have a list of 20 QTL from an experiment involving a certain phenotype related to bone development. Of all the candidate genes within the 20 QTL intervals, 5 are associated with a certain disease ...
0
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1answer
65 views

Simulating Multinomial Logit Data with R

I'm looking to generate fake data to fit a multinomial logit in R? Any code/suggestions on material to look at would be very much appreciated... Thanks.
3
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1answer
256 views

Truncate lognormal distribution with excel

I have a dataset where I extract the mean and the standard deviation, I want to generate a new synthetic dataset which is lognormal distributed based on the original dataset paramaters. Like a ...
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0answers
12 views

How many tests do I have to run for this case?

I have developed a method to estimate a certain value called "flow" from 10% of the total data received (the total data may change every time) but of course there is an error associated with my ...
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0answers
14 views

The estimation of variance in simulation

I am confused about the calculation of variance in a regression simulation. I can get the sample of the estimator from the simulation. So there are two ways to get the variance of this estimator: one ...
0
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0answers
62 views

How to simulate a etas spatio-temporal model?

My question is how simulate the spatio-temporal ETAS point process (a point process used for earthquake prediction) defined by a conditional intensity function. More precisely: let $\mathbf{V}$ be a ...
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0answers
111 views

simulate multi-level data for repeated measurements

I am trying to simulate multi-level data for repeated measurements. My design includes just one within subjects factor, no between-subject factor. Consider the case of three treatment conditions with ...
2
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1answer
97 views

Generating Random Variables with given correlations between pairs of them:

I want to generate 2 continuous random variables Q1, Q2 (quantitative traits) and 2 binary random variables Z1, Z2 (binary traits) with given pairwise correlations between all possible pairs of them. ...