As mentioned in my article about Monte Carlo estimate of (one-dimensional) integrals, one of the advantages of Monte Carlo integration is that you can perform multivariate integrals on complicated regions. This article demonstrates how to use SAS to obtain a Monte Carlo estimate of a double integral over rectangular and

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A previous article shows how to use Monte Carlo simulation to estimate a one-dimensional integral on a finite interval. A larger random sample will (on average) result in an estimate that is closer to the true value of the integral than a smaller sample. This article shows how you can

Numerical integration is important in many areas of applied mathematics and statistics. For one-dimensional integrals on the interval (a, b), SAS software provides two important tools for numerical integration: For common univariate probability distributions, you can use the CDF function to integrate the density, thus obtaining the probability that a

A previous article discusses how to interpret regression diagnostic plots that are produced by SAS regression procedures such as PROC REG. In that article, two of the plots indicate influential observations and outliers. Intuitively, an observation is influential if its presence changes the parameter estimates for the regression by "more

When you fit a regression model, it is useful to check diagnostic plots to assess the quality of the fit. SAS, like most statistical software, makes it easy to generate regression diagnostics plots. Most SAS regression procedures support the PLOTS= option, which you can use to generate a panel of

This article shows how to use PROC SGPLOT in SAS to create the scatter plot shown to the right. The scatter plot has the following features: The colors of markers are determined by the value of a third variable. The outline of each marker is the same color (such as

Here is an interesting math question: How many reduced fractions in the interval (0, 1) have a denominator less than 100? The question is difficult is because of the word "reduced." If we only care about the total number of fractions in (0,1) whose denominator is less than 100, we

A SAS customer wanted to compute the cumulative distribution function (CDF) of the generalized gamma distribution. For any continuous distribution, the CDF is the integral of the probability density function (PDF), which usually has an explicit formula. Accordingly, he wanted to compute the CDF by using the QUAD function in

This is my Pi Day post for 2021. Every year on March 14th (written 3/14 in the US), geeky mathematicians and their friends celebrate "all things pi-related" because 3.14 is the three-decimal approximation to pi. Most years I write about lower-case pi (π), which is the ratio of a circle's

I recently learned about a new feature in PROC QUANTREG that was added in SAS/STAT 15.1 (part of SAS 9.4M6). Recall that PROC QUANTREG enables you to perform quantile regression in SAS. (If you are not familiar with quantile regression, see an earlier article that describes quantile regression and provides