Buffon's needle experiment for estimating π is a classical example of using an experiment (or a simulation) to estimate a probability. This example is presented in many books on statistical simulation and is famous enough that Brian Ripley in his book Stochastic Simulation states that the problem is "well known
One aspect of blogging that I enjoy is getting feedback from readers. Usually I get statistical or programming questions, but every so often I receive a comment from someone who stumbled across a blog post by way of an internet search. This morning I received the following delightful comment on
I was contacted by SAS Technical Support regarding a customer who was trying to use SAS/IML to compute quantiles of the folded normal distribution. I had heard of the distribution, but it is not built into SAS and I had never worked with it. Nevertheless, I set out to understand
