# Posts Tagged ‘ Sampling and Simulation ’

## Alternate ways to simulate multinomial data

August 7, 2013
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My previous post described the multinomial distribution and showed how to generate random data from the multinomial distribution in SAS by using the RANDMULTINOMIAL function in SAS/IML software. The RANDMULTINOMIAL function is simple to use and implements an efficient algorithm called the sequential conditional marginal method (see Gentle (2003), p.

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## Simulate from the multinomial distribution in SAS

August 5, 2013
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This article describes how to generate random samples from the multinomial distribution in SAS. The content is taken from Chapter 8 of my book Simulating Data with SAS. The multinomial distribution is a discrete multivariate distribution. Suppose there are k different types of items in a box, such as a

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## Implement the truncated normal distribution in SAS

July 24, 2013
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This article describes how to implement the truncated normal distribution in SAS. Although the implementation in this article uses the SAS/IML language, you can also implement the ideas and formulas by using the DATA step and PROC FCMP. For reference, I recommend the Wikipedia article on the truncated normal distribution.

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## The inverse CDF method for simulating from a distribution

July 22, 2013
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There are many techniques for generating random variates from a specified probability distribution such as the normal, exponential, or gamma distribution. However, one technique stands out because of its generality and simplicity: the inverse CDF sampling technique. If you know the cumulative distribution function (CDF) of a probability distribution, then

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## Six reasons you should stop using the RANUNI function to generate random numbers

July 10, 2013
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Are you still using the old RANUNI, RANNOR, RANBIN, and other "RANXXX" functions to generate random numbers in SAS? If so, here are six reasons why you should switch from these older (1970s) algorithms to the newer (late 1990s) Mersenne-Twister algorithm, which is implemented in the RAND function. The newer

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## Duplicate values in a stream of random numbers

July 3, 2013
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As I wrote in my previous post, a SAS customer noticed that he was getting some duplicate values when he used the RAND function to generate a large number of random uniform values on the interval . He wanted to know if this result indicates a bug in the RAND

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## Duplicate values in random numbers: Tossing dice and sharing birthdays

July 1, 2013
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Tossing dice is a simple and familiar process, yet it can illustrate deep and counterintuitive aspects of random numbers. For example, if you toss four identical six-sided dice, what is the probability that the faces are all distinct, as shown to the left? Many people would guess that the probability

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## Using simulation to compute a power curve

June 5, 2013
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Last week I showed how to use simulation to estimate the power of a statistical test. I used the two-sample t test to illustrate the technique. In my example, the difference between the means of two groups was 1.2, and the simulation estimated a probability of 0.72 that the t

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