Is 4 an extreme value for the standard normal distribution? In high school, students learn the famous 68-95-99.7 rule, which is a way to remember that 99.7 percent of random observation from a normal distribution are within three standard deviations from the mean. For the standard normal distribution, the probability
Recently I wrote about how to compute the Kolmogorov D statistic, which is used to determine whether a sample has a particular distribution. One of the beautiful facts about modern computational statistics is that if you can compute a statistic, you can use simulation to estimate the sampling distribution of
Here's a simulation tip: When you simulate a fixed-effect generalized linear regression model, don't add a random normal error to the linear predictor. Only the response variable should be random. This tip applies to models that apply a link function to a linear predictor, including logistic regression, Poisson regression, and
