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

Lecture
14: Why simulate? Generating random variables as first step. The built-in
R commands: `rnorm`, `runif`, etc.; `sample`. Some uses
of sampling: permutation tests; bootstrap standard errors and confidence
intervals. 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.

*Readings*: Matloff, chapter 8; The R Cookbook, chapter 8

Introduction to Statistical Computing

Posted at October 21, 2013 13:56 | permanent link