### Simulation I: Generating Random Variables (Introduction to Statistical Computing)

Lecture
16: Why simulate? Generating random variables as first step. The built-in
R commands: `rnorm`, `runif`, etc.; `sample`.
Transforming uniformly-distributed random variables into other distributions:
the quantile trick; the rejection method; illustration of the rejection method.
Understanding pseudo-random number generators: irrational rotations; the Arnold
cat map as a toy example of an unstable dynamical system; illustrations of the
Arnold cat map. Controlling the random number seed.

Introduction to Statistical Computing

Posted at October 24, 2011 13:54 | permanent link