Transcription of Introduction to Simulation Using R - Free Textbook | Course
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Introduction to Simulation Using R - Free Textbook | Course
Chapter 13 Introduction to Simulation Using RA. Rakhshan and H. Analysis versus Computer SimulationA computer Simulation is a computer program which attempts to represent the real world basedon a model. The accuracy of the Simulation depends on the precision of the model. Suppose thatthe probability of heads in a coin toss experiment is unknown. We can perform the experimentof tossing the coinntimes repetitively to approximate the probability of (H) =Number of times heads observedNumber of times the experiment executedHowever, for many practical problems it is not possible to determine the probabilities by exe-cuting experiments a large number of times.
nare independent Bernoulli(p) random variables, then the random variable Xde ned by X= X 1 + X 2 + :::+ X nhas a Binomial(n;p) distribution. To generate a random variable X˘Binomial(n;p), we can toss a coin ntimes and count the number of heads. Counting the number of heads is exactly the same as nding X 1+X 2+:::+X n, where each X
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