About this blog
Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of PROC IML and SAS/IML Studio. This blog focuses on statistical programming. It discusses statistical and computational algorithms, statistical graphics, simulation, efficiency, and data analysis. Rick is author of the books Statistical Programming with SAS/IML Software and Simulating Data with SAS.
Follow @RickWicklin on Twitter.
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How much does this big pumpkin weigh? One of the cafeterias at SAS invited patrons to post their guesses on an internal social network at SAS. There was no prize for the correct guess; it was just a fun Halloween-week activity. I recognized this as an opportunity to apply the […]Post a Comment
When modeling and simulating data, it is important to be able to articulate the real-life statistical process that generates the data. Suppose a friend says to you, "I want to simulate two random correlated variables, X and Y." Usually this means that he wants data generated from a multivariate distribution, […]Post a Comment
In a previous post I described how to simulate random samples from an urn that contains colored balls. The previous article described the case where the balls can be either of two colors. In that csae, all the distributions are univariate. In this article I examine the case where the […]Post a Comment
If not for probability theory, urns would appear only in funeral homes and anthologies of British poetry. But in probability and statistics, urns are ever present and contain colored balls. The removal and inspection of colored balls from an urn is a classic way to demonstrate probability, sampling, variation, and […]Post a Comment
Last week I discussed ordinary least squares (OLS) regression models and showed how to illustrate the assumptions about the conditional distribution of the response variable. For a single continuous explanatory variable, the illustration is a scatter plot with a regression line and several normal probability distributions along the line. The […]Post a Comment
A friend who teaches courses about statistical regression asked me how to create a graph in SAS that illustrates an important concept: the conditional distribution of the response variable. The basic idea is to draw a scatter plot with a regression line, then overlay several probability distributions along the line, […]Post a Comment
Perhaps you saw the headlines earlier this week about the fact that it has been nine years since the last major hurricane (category 3, 4, or 5) hit the US coast. According to a post on the GeoSpace blog, which is published by the American Geophysical Union (AGU), researchers ran […]Post a Comment
The Monty Hall Problem is one of the most famous problems in elementary probability. It is famous because the correct solution is counter-intuitive and because it caused an uproar when it appeared in the "Ask Marilyn" column in Parade magazine in 1990. Discussing the problem has been known to create […]Post a Comment
I've written about how to generate a sample from a multivariate normal (MVN) distribution in SAS by using the RANDNORMAL function in SAS/IML software. Last week a SAS/IML programmer showed me a program that simulated MVN data and computed the resulting covariance matrix for each simulated sample. The purpose of […]Post a Comment
I sometimes wonder whether some functions and options in SAS software ever get used. Last week I was reviewing new features that were added to SAS/IML 13.1. One of the new functions is the CV function, which computes the sample coefficient of variation for data. Maybe it is just me, […]Post a Comment