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. With today s computers processing capabilities, weonly need a high-level language, such as R, which can generate random numbers, to deal withthese this chapter, we present basic methods of generating random variables and simulateprobabilistic systems.

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 iis equal to one if the corresponding coin toss results in heads and zero otherwise.

Loading..

Tags:

  Distribution, Binomial

Information

Related search queries