Questions tagged [simulation]

A vast area which includes generating results from computer models.

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21 views

How to find the cumulative distribution for the following situation

So, I have been provided with the following situation. We need to define $F(x)$ when we toss a die and if the die is $1 \ \ or\ \ 2$, then we generate a uniform random variate between $0 \ \ and \ \ ...
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13 views

Measuring goodness of fit/is chi-squared appropriate?

I'm a physics rather than statistics student so please bear with me... I've got a simulation which produces some deterministic curves of the area covered by a particular weather system over time. ...
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13 views

How to set up the matrix in data generation in R? [duplicate]

I am trying to generate two continuous predictors and one continuous outcome from mvrnorm. This is my R code. ...
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23 views

Finding changepoints in a GAM?

I'm using generalized additive modeling to investigate the relationship between two variables, X and Y. I want to find changepoints--i.e., X values at which the slope changes direction. I can get ...
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1answer
40 views

How does one define the sum of N random variables in Python? [closed]

Given $X_1 \cdots X_n \stackrel{iid}{\sim} exp(1)$ I want to show that $Y = 2\sum_{i=1}^{n}X_i \stackrel{}{\sim} \chi^2_{2n}$ I proved it by computing the MGF of Y as $M_{Y_1}(t) = M_{2\sum_{i=1}^{n}...
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20 views

Setup and analysis of deterministic simulation (Design of experiments, ANOVA)

My problem is as follows: I have a time series simulation (implemented in Python), which is roughly about an abstract modeled storage object digesting and creating energy flows. These (resulting) ...
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6 views

How to calculate the sample cumulative distribution function for a Kolmogrov-Simulation test to examine the goodness of fit with given data?

I have sample data for 'Times between successive crashes of a computer system' which is for a 6 month period and the data is given in hours. The data in brief is : 1,10,20,30,40,52..... I need to use ...
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1answer
51 views

Ratio of Uniforms simulation

I am new to simulation methods and am currently learning about the ratio of uniforms method. The problem I am working on is to use the ratio-of-uniform method to create a random number generator in <...
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14 views

Use historical arrival distribution to predict future arrival distribution at a different mean

Essentially, I am asking if it is possible to parameterize an empirical distribution given a few observation of the distribution at different means. For example: Suppose I have a discrete empirical ...
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2answers
118 views

Simulate survival times given a true survivor function?

Suppose I have a true survivor function, for example, $$ S(t) = \sqrt{1-t^2} \quad \text{for} \quad 0<t<1 $$ How can I generate simulated data from this function? Such as generate 1,000 survival ...
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A non statistical/mathematical analogy to max vs argmax

I recently had a discussion on the topic 'usefulness/awareness of the function argmax() in non descriptive analysis'. That means areas, where you do not want to show maximum sales or maximum units, or ...
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5 views

Hyperparameter optimisation for approximate Bayesian computation

I have a simulation model with an intractable likelihood function and would like to use approximate Bayesian computation (ABC) to obtain the posterior density for the simulator's parameters. In ...
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1answer
28 views

How to generate samples of ARIMA(p,d,q) model within an interval?

I am want to generate samples from an ARIMA(p,d,q) or ARMA(p,q) model. There is a Python Package to generate ARMA samples. The problem is that I want to generate scenarios for demand which should be ...
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22 views

Average estimated beta does not equal to true beta by sim.survdata

I recently use the R "sim.survdata" function in "coxed" package to simulate survival data. I did 2k simulations with one covariate and coefficient = 1. Each time I fitted a Cox ...
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34 views

Simulate random variables with “inner” and “outer” correlation

Let us say we have data grouped in $m$ different classes, each of size $n_j$ for $j = 1,...,m$. We denote as $X_k^{(j)}$ the $k$-th member of group $j$. We want to simulate unit-variance random ...
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32 views

How can I generate synthetic data that fits with population statistics from multiple two-way tables?

I have a set of statistical tables (from the Northern Ireland House Condition Survey 2016), each containing counts of homes in each category. Central Heating type by Home Age Band Dwelling Type by ...
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5answers
2k views

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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1answer
7 views

Controlling variance in survival analysis simulations?

For no practical reasons whatsoever, I designed a simple Monte Carlo simulation in python. ...
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10 views

Performance evaluation according to the reference category as a result of the simulation in R

I applied a simulation study of 1000 times. I compared the performance of different missing data value imputation methods by deriving low, medium and high related data sets. As a result of the ...
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10 views

From two-state Markov Chains to Mean Time Between Failures / To Repair

Let $\mathcal T = \{1,2,\ldots,T\}$ denote the set of points in time, $S = \{0,1\}$ the state space, $X = (X_t)_{t \in \mathcal T} \in S^\mathcal T$ a time series, $\alpha = \mathbb P(X_{t+1} = 0 \mid ...
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20 views

Calculating confidence interval from a simulation

I run a simulation 10,000 times, and in each iteration I produce an estimate of the mean of some parameter X. At the end of the simulation I have 10,000 estimated means recorded. $$ \textbf{m} = (x_1, ...
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10 views

Finding the distribution of parameters that minimize an objective function from a table of simulations

I have some observations $x_1,\ldots,x_n$, each of which has been measured with some estimated uncertainty $\sigma_1,\ldots,\sigma_n$, which I assume to be normally distributed. I have have a program $...
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1answer
14 views

Forecast accuracy of simulation vs empirical measurement

I want to compare how well a simulated curve approximates the "real" curve measured on empirical data. More in detail: I have empirical data, let's say for simplicity the worldwide ...
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32 views

Official name of a common type of Bayesian simulation study

There is a kind of simulation study that is commonly used to validate an implementation of a Bayesian model: For independent replication $i = 1, ..., n$: Draw a set of "true" parameters ...
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1answer
25 views

Simulate data that rotate on itself like DNA

I'm doing an exercise on the reduction of nonlinear dimension in manifold. I want to use LLE for that. And I'd like to simulate data in the form of DNA, so it rotates on itself. That is, a flat ...
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2answers
79 views

Estimating the score of the 5th ranked player in an anonymous tournament

I have the following problem that I want to solve using simulation. The context is the following. We have a tournament in which each game of the tournament is played by five players of different ...
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1answer
103 views

Monte Carlo Methods: [closed]

Can someone explain to me the following statement from “Introducing Monte Carlo methods with R!” By Robert Christian. “If the exploration mechanism has enough energy to reach as far as the boundaries ...
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7 views

Model comparison on simulated mediation gets temporal order wrong 90% of the time?

In my field, people often do mediation analyses on cross-sectional data. Everyone knows this is dicey terrain because mediation analyses imply a temporally unfolding process which is not reflected in ...
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12 views

Sampling strings using frequency and co-occurence of characters at each position

This question came up in a research project. I want to simulate a dataset with certain properties to provide additional testing grounds for a model. Suppose we have some alphabet $\Sigma = \{b_1, b_2, ...
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1answer
41 views

Why does my simulation of nearest neighbors as circle origins provide different non-contact probability compared to theoretical?

I am simulating spatially distributed points in $\mathbb{R}^2$ with intensity $\lambda$ (units 1/area), which act as circle origins with radii being a random variable $R_k$. Given the distance to the $...
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1answer
21 views

simple simulation of recurrent gene mutations

Sorry if this question is too basic for the forum. I am trying to determine the number of recurrently mutated genes expected by chance given an equal likelihood of mutation for all genes. There are ...
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24 views

Does this Monte Carlo method evidence the consistency of an estimator?

The Statistic Let $\hat{\theta}(x)$ be a statistical estimator of population parameter $\theta$ whose exact distribution is unknown. Let $\hat{\theta}_n(x)$ be the estimator calculate from a sample of ...
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2answers
58 views

Appropriate distribution for simulating a random walk between two known points, with known min/max values

I have a 1-D random walker. It starts at a value of x at time t=0. It ends with a value of y ...
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14 views

Analyzing trends across multiple multivariate time series

I am working with simulated data in this situation. I have five multivariate time series that I produced by changing the value of a parameter X, then running the simulation and gathering the data for ...
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10 views

How large should be a bootstrapping sample? [duplicate]

The technique of bootstrapping, a technique used to describe estimators using sample data, is described by Greene (Econometric Analysis, 8th ed.) as it follows: In such technique, sample size ($m$), ...
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1answer
69 views

Equivalence of two state Markov chain and sampling via geometric distribution

Let $\mathcal T = \{1,2,\ldots,T\}$ denote the set of points in time, $S = \{0,1\}$ the state space, $X = (X_t)_{t \in \mathcal T} \in S^\mathcal T$ a time series, $\alpha = \mathbb P(X_{t+1} = 0 \mid ...
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1answer
20 views

How to find the type of my distribution?

I checked the normality of my data on SPSS and one of the variables is not normally distributed. I have the mean, standard deviation, skewness, kurtosis , min and max values of my distribution. But I ...
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1answer
60 views

XgBoost Simulation Relative Importance

I am using Xgboost to find the relative contribution of features to the dependent variables. I am running a simulation wherein I'm generating a simulated data-set based on a prespecified mean and ...
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17 views

When to stop episode during reinforcement learning

I have a reinforcement learning environment where the agent has to reach a certain target position by moving its limbs. At the moment, I stop each episode after 2000 simulation steps. During the first ...
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78 views

Reverse-time martingale for non-polynomial approximating functions

Let $f(\lambda):(0,1)$ → $(0,1)$ be a continuous function. Given a coin with unknown probability of heads of $\lambda$, sample the probability $f(\lambda)$. One way to do so is to build randomized ...
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3answers
623 views

Simulating a Coin toss [duplicate]

I am trying to simulate a coin toss using R. For that I used both sample function and rbinom function. But I am getting ...
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0answers
13 views

What is a cancelling-out effect in MANOVA, can we simulate it?

Below is a quote from page 143-144 of this book. It talks about "a cancelling-out effect" that happens when a univariate test on total test scores is used to find if two groups' performances ...
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1answer
41 views

Simulation of compound Poisson Process with Lognormal jumps?

So I have the next problem: In order to simulate the ruin of a risk process I need, of course, to simulate the risk process itself but in this case this process has some characteristics that make it ...
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1answer
150 views

Data generating in a simulation

I am trying to check the Regression robustness of multiple Regression methods. I would like to investigate how outliers in the response variable(Y) OR in the explanatory variables (X) affect the ...
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1answer
98 views

Drawing a random sample without replacement from data set

I have data generated by a RCT with a control and treatment group, each with n=300, so N=600. The observations are assumed to be i.i.d.. From that population, I'd like to draw 5 random observations ...
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19 views

Fit the best distribution on different samples

I have 10 vectors of counts of particular events. For example, in Vec A each event is the count of times I sample a ball of a particular color. For Vec B it's the count of word frequency in a ...
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9 views

Interpret the DHARMA simulation for the negative binomial regression

Our response variable is highly skewed and there is evidence of overdispersion as well. We used $pseudo R-squared$ and simulation using the DHARMA package to assess the quality of the model fit. How ...
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39 views

Name / packages for using bootstrap samples to validate a statistical formula

I am looking for the name for a statistical validation process where I can quickly validate a theoretical formula, which describes a quantity of interest over a large parameter space, using simulated ...
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25 views

Simulating exponential Vasicek/Ornstein-Uhlenbeck

I am trying to simulate commodity prices using the exponential Vasicek/Ornstein-Uhlenbeck model from Schwartz 1997 p. 926 Equation (1). I am using the closed form solution from Vega 2018 p. 5 Equation ...
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13 views

How to calculate Spearman's coefficient in a NPV simulation?

I did a Monte Carlo simulation on the net present value (NPV) of an investment. The input variables are: initial investment cost ($I_0$) output volume of year $t$ ($Q_t$) output price of year $t$ ($...

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