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Results tagged with simulation
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user 161138
A vast area which includes generating results from computer models.
3
votes
1
answer
125
views
simulate x where $\sum x = 0, \sum x^2 = a, \sum x^3 = b$
I would like to simulate a random variable $x$ with the following properties
($x_i$ being one simulation)
$\sum_{i=1}^n x_i = 0$
$\sum_{i=1}^n x_i^2 = a$
$\sum_{i=1}^n x_i^3 = b$
If I am correct: …
- 333
1
vote
0
answers
64
views
simulate r.v.s $a$ & $b$ with $\mathbf{E}[ a^2b] = c$
The algorithm can be used in a simulation which matches mean, covariance and a measure of multivariate skewness aka kollo skewness. For this algorithm, you need an L matrix. …
- 333
2
votes
1
answer
2k
views
Simulate skew normal with given mean, variance & skewness
In short, I would like to find the parameters of the skew normal so that given first three moments are matched. Find location, scale and shape of skew normal, so that mean = 0, variance = 1 and skewne …
- 333
1
vote
1
answer
232
views
simulate random variable and transform of random variable
I have two random variables $X, Y$.
$X \sim N(0,1) \qquad\text{(normally distributed)}\\
Y = g(X) \qquad\text{(g is a function such as g(x) = 1 + x + 2x^2)}$
I would like to draw a sample of size …
- 333