# Questions tagged [simulation]

A vast area which includes generating results from computer models.

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### Modelling losses in insurance - why nobody seems to talk about left-truncated distribution?

In the (re)insurance field, it is quite common to simulate losses via a Monte Carlo approach and a stochastic generator of both frequency and severity individually (independency between both being ...
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1 vote
34 views

### Choosing a proposal density g(x) for $f(x)= {\Large \frac{e^{x}}{(e-1)} }$ [closed]

In finding an proposal distribution function $g(x)$ for the following function: $f(x)= {\Large \frac{e^{x}}{(e-1)} }$ where $0 \leq x \leq 1$ Tested with $$x^2+1, 1/x+1$$ and other variations, but ...
1 vote
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14 views

### simulation in r [closed]

I am trying to simulate this game: " There are 30 cards , 10 yellow , 10 red and ten blue . The player choose randomly a card , if this one is yellow earn 1 euro , if is red he losses 2 euros and ...
33 views

• 432
1 vote
25 views

### How to perform a fair simulation study?

Say I want to compare three methods in a simulation study. Let’s say I want to compare the lasso, the group lasso, and a neural network at selecting relevant variables. In terms of validation metrics, ...
• 13
50 views

### How to verify the convergence rate in Monte Carlo simulation?

Given a iid random samples $X\sim N(\theta,1)$, we have a unknown parameter $\theta$ and its estimator $T_n=T_n(X_1,\dots,X_n)$. If we have strictly proved that the convergence rate is  |T_n-\theta|...
• 432
1 vote
47 views

### Why is my 95% CI from a simulation being either 100% or 0%?

So what I intended doing with the code is to simulate dataset with the outcome being number of parasites that died (yi) out of every n=50 parasites on the host. There are 2 treatment groups (control ...
• 11
65 views

### Can I say that $T_n$ is a consistent estimator of $\theta$ by Monte Carlo simulation under this setting?

Given a iid random samples $X\sim N(\theta,1)$, we have a unknown parameter $\theta$ and its estimator $T_n=T_n(X_1,\dots,X_n)$. If we have strictly proved that $T_n$ is a consistent estimator, can ...
• 432
48 views

### Generate a truncated lognormal distribution given mean, variance, lower bound and upper bound?

Basically, I would like to generate a sample of truncated lognormal distribution given mean, variance, lower bound and upper bound. Note that the mean and variance here are the mean and variance of ...
• 31
328 views

### Drawing from the joint distribution by drawing from the marginal and conditional distribution

How can we prove that a draw $(x,y)$ from the joint probability distribution of two random variables $X$ and $Y$ can be obtained by first generating a draw $x$ from the marginal probability ...
• 2,350
21 views

### Correlation of groups in simulating data

I am simulating time series data. Each simulation consists of a group of time series with nodes at lets say 3 levels. To get the data to adhere to the structure I only generate the terminal units (...
31 views

### No Variance in Monte Carlo Simulation

I wanted to do a Monte Carlo simulation for some of the electoral districts in my state in the upcoming US midterms. My methodology essentially was as follows: I have a list of populations and vote ...
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32 views

### Comparing power between models: how to set a fixed effect size in glm?

I am trying to understand how much power we lose by selecting a categorical exposure versus a continuous exposure in a generalised linear model (GLM). I didn't have problems calculating power using ...
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