Imagine an animal that is searching for food in a vast environment where food is scarce. If no prey is nearby, the animal's senses (such as smell and sight) are useless. In that case, a reasonable search strategy is a random walk. The animal can choose a random direction, walk/swim/fly
Tag: Simulation
Do you know that you can create a vector that has a specific correlation with another vector? That is, given a vector, x, and a correlation coefficient, ρ, you can find a vector, y, such that corr(x, y) = ρ. The vectors x and y can have an arbitrary number
When there are two equivalent ways to do something, I advocate choosing the one that is simpler and more efficient. Sometimes, I encounter a SAS program that simulates random numbers in a way that is neither simple nor efficient. This article demonstrates two improvements that you can make to your
The skewness of a distribution indicates whether a distribution is symmetric or not. The Wikipedia article about skewness discusses two common definitions for the sample skewness, including the definition used by SAS. In the middle of the article, you will discover the following sentence: In general, the [estimators]are both biased
The triangulation theorem for polygons says that every simple polygon can be triangulated. In fact, if the polygon has V vertices, you can decompose it into V-2 non-overlapping triangles. In this article, a "polygon" always means a simple polygon. Also, a "random point" means one that is drawn at random
How can you efficiently generate N random uniform points in a triangular region of the plane? There is a very cool algorithm (which I call the reflection method) that makes the process easy. I no longer remember where I saw this algorithm, but it is different from the "weighted average"
The Poisson-binomial distribution is a generalization of the binomial distribution. For the binomial distribution, you carry out N independent and identical Bernoulli trials. Each trial has a probability, p, of success. The total number of successes, which can be between 0 and N, is a binomial random variable. The distribution
In the paper "Tips and Techniques for Using the Random-Number Generators in SAS" (Sarle and Wicklin, 2018), I discussed an example that uses the new STREAMREWIND subroutine in Base SAS 9.4M5. As its name implies, the STREAMREWIND subroutine rewinds a random number stream, essentially resetting the stream to the beginning.
A previous article about standardizing data in groups shows how to simulate data from two groups. One sample (with n1=20 observations) is simulated from an N(15, 5) distribution whereas a second (with n2=30 observations) is simulated from an N(16, 5) distribution. The sample means of the two groups are close
Books about statistics and machine learning often discuss the tradeoff between bias and variance for an estimator. These discussions are often motivated by a sophisticated predictive model such as a regression or a decision tree. But the basic idea can be seen in much simpler situations. This article presents a