In my article on computing confidence intervals for rankings, I had to generate p random vectors that each contained N random numbers. Each vector was generated from normal distribution with different parameters. This post compares two different ways to generate p vectors that are sampled from independent normal distributions. Sampling
In a previous post, I described how to compute means and standard errors for data that I want to rank. The example data (which are available for download) are mean daily delays for 20 US airlines in 2007. The previous post carried out steps 1 and 2 of the method
I recently posted an article about representing uncertainty in rankings on the blog of the ASA Section for Statistical Programmers and Analysts (SSPA). The posting discusses the importance of including confidence intervals or other indicators of uncertainty when you display rankings. Today's article complements the SSPA post by showing how
I believe I would have interviewed AnnMaria De Mars even if you hadn't sent me scads of e-mails and tweets suggesting her as a perfect candidate for the SAS Rock Stars series. I "met" AnnMaria when I started looking for SAS users on Twitter – nearly three years ago while
In my spare time, I enjoy browsing the StackOverflow discussion forum to see what questions people are asking about SAS, SAS/IML, and statistics. Last week, a statistics student asked for help with the following homework problem: I need to generate a one-dimensional random walk in which the step length and
Will I be in Las Vegas for for SAS Global Forum 2011? "You can bet on it!" In fact, I will be there and be square, since I am one of the statisticians who will represent SAS Research and Development. This year, I'm focused on three main activities: Presenting a
Contributed by Rick Wicklin, author of Statistical Programming with SAS/IML Software This year at SAS Global Forum 2011, I am presenting a statistical tutorial, "Data Simulation for Evaluating Statistical Methods in SAS". In this course, I show how to create data with known properties (such as skewed or heavy-tailed) and
In a previous blog post, I described the rules for a tic-tac-toe scratch-off lottery game and showed that it is a bad idea to generate the game tickets by using a scheme that uses equal probabilities. Instead, cells that yield large cash awards must be assigned a small probability of
Because of this week's story about a geostatistician, Mohan Srivastava, who figured out how predict winning tickets in a scratch-off lottery, I've been thinking about scratch-off games. He discovered how to predict winners when he began to "wonder how they make these [games]." Each ticket has a set of "lucky
"What is the chance that two people in a room of 20 share initials?" This was the question posed to me by a colleague who had been taking notes at a meeting with 20 people. He recorded each person's initials next to their comments and, upon editing the notes, was
SAS/IML software is often used for sampling and simulation studies. For simulating data from univariate distributions, the RANDSEED and RANDGEN subroutines suffice to sample from a wide range of distributions. (I use the terms "sampling from a distribution" and "simulating data from a distribution" interchangeably.) For multivariate simulations, the IMLMLIB
Computing probabilities can be tricky. And if you are a statistician and you get them wrong, you feel pretty foolish. That's why I like to run a quick simulation just to make sure that the numbers that I think are correct are, in fact, correct. My last post of 2010
It's a New Year and I'm ready to make some resolutions. Last year I launched this blog with my Hello, World post in which I said: In this blog I intend to discuss, describe, and disseminate ideas related to statistical programming with the SAS/IML language.... I will present tips and
In the few months before SAS Global Forum 2011, I'd like to introduce you to as many special SAS personalities as possible. As you probably know, I've labeled their special character, SASonality. In today's post, I'm introducing you to Rick Wicklin. Rick and I have never met face-to-face, but I
I am thankful to be a statistical programmer. When I wake up in the morning, I am eager to start my day. I love statistics, programming, and working at SAS, and I write my blog to share that joy. This a Golden Age for statistical programmers because theoretical ideas and
In a previous post, I used statistical data analysis to estimate the probability that my grocery bill is a whole-dollar amount such as $86.00 or $103.00. I used three weeks' grocery receipts to show that the last two digits of prices on items that I buy are not uniformly distributed.
The other day I was at the grocery store buying a week's worth of groceries. When the cashier, Kurt (not his real name), totaled my bill, he announced, "That'll be ninety-six dollars, even." "Even?" I asked incredulously. "You mean no cents?" "Yup," he replied. "It happens." "Wow," I said, with
Sampling with replacement is a useful technique for simulations and for resampling from data. Over at the SAS/IML Discussion Forum, there was a recent question about how to use SAS/IML software to sample with replacement from a set of events. I have previously blogged about efficient sampling, but this topic
In this blog and in the book Statistical Programming with SAS/IML Software, I present tips and techniques for writing efficient SAS/IML programs for data analysis, simulation, matrix computations, and other topics of interest to statistical programmers. When I was writing my book, one of the reviewers commented that he wasn’t
Recently, SAS Global Forum announced the call for papers for the 2011 conference to be held at Caesars Palace in Las Vegas. Since the conference is in Las Vegas, I’ve been thinking a lot about games of chance: blackjack, craps, roulette, and the like. You can analyze these games by
When Marilyn Manson sang of “The Beautiful People,” I think it was about how symmetry of facial features makes a person more visually attractive. At least that was the message I got out of the song. But unfortunately, even facial symmetry cannot compensate for an insufferable personality, as both Marilyn
When programmers begin learning a new computer language, the first program they write is often one that prints the text “Hello, World!” Successfully writing a Hello World program assures the programmer that the software is successfully installed and that all necessary features are working: parsers, compilers, linkers, and so on.
This past weekend, I decided it was time--time to take on the white grout in the white bathroom. After almost 15 years, the grout wasn’t quite as bright as it had once been. As I scrubbed, I thought, “There has got to be a blog post in here somewhere…” The
Day one of the 2010 CFO Corporate Performance Management Conference in New York is in the books, and while the day’s presentations and discussions should rightly merit being the prime subjects of this post, those events have been overshadowed by one of even greater magnitude: dinner with Thornton May. Where
As you heard in Sunday’s Opening Session, SAS reinvests more than a fifth of total revenue in R&D. According to Mark Torr, Global Technology Practice Director, that investment goes into enhancements, updates and new products that SAS® users – you – request. Torr and several SAS employees performed live demos
