If N random people are in a room, the classical birthday problem provides the probability that at least two people share a birthday. The birthday problem does not consider how many birthdays are in common. However, a generalization (sometimes called the Multiple-Birthday Problem) examines the distribution of the number of

## Tag: **Simulation**

This article simulates the birthday-matching problem in SAS. The birthday-matching problem (also called the birthday problem or birthday paradox) answers the following question: "if there are N people in a room, what is the probability that at least two people share a birthday?" The birthday problem is famous because the

What is a random number generator? What are the random-number generators in SAS, and how can you use them to generate random numbers from probability distributions? In SAS 9.4M5, you can use the STREAMINIT function to select from eight random-number generators (RNGs), including five new RNGs. After choosing an RNG,

Last week I got the following message: Dear Rick: How can I create a normal distribution within a specified range (min and max)? I need to simulate a normal distribution that fits within a specified range. I realize that a normal distribution is by definition infinite... Are there any alternatives,

This article shows how to simulate beta-binomial data in SAS and how to compute the density function (PDF). The beta-binomial distribution is a discrete compound distribution. The "binomial" part of the name means that the discrete random variable X follows a binomial distribution with parameters N (number of trials) and

The article "Fisher's transformation of the correlation coefficient" featured a Monte Carlo simulation that generated sample correlations from bivariate normal data. The simulation used three steps: Simulate B samples of size N from a bivariate normal distribution with correlation ρ. Use PROC CORR to compute the sample correlation matrix for

In a large simulation study, it can be convenient to have a "control file" that contains the parameters for the study. My recent article about how to simulate multivariate normal clusters demonstrates a simple example of this technique. The simulation in that article uses an input data set that contains

My article about Fisher's transformation of the Pearson correlation contained a simulation. The simulation uses the RANDNORMAL function in SAS/IML software to simulate multivariate normal data. If you are a SAS programmer who does not have access to SAS/IML software, you can use the SIMNORMAL procedure in SAS/STAT software to

This article shows how to simulate data from a mixture of multivariate normal distributions, which is also called a Gaussian mixture. You can use this simulation to generate clustered data. The adjacent graph shows three clusters, each simulated from a four-dimensional normal distribution. Each cluster has its own within-cluster covariance,

A classical problem in elementary probability asks for the expected lengths of line segments that result from randomly selecting k points along a segment of unit length. It is both fun and instructive to simulate such problems. This article uses simulation in the SAS/IML language to estimate solutions to the