Posts Tagged ‘ simulation ’

A new method to simulate the triangular distribution

July 22, 2015
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A new method to simulate the triangular distribution

The triangular distribution has applications in risk analysis and reliability analysis. It is also a useful theoretical tool because of its simplicity. Its density function is piecewise linear. The standardized distribution is defined on and has one parameter, 0 ≤ c ≤ 1, which determines the peak of the

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Simulating a drunkard’s walk in SAS

July 8, 2015
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Simulating a drunkard’s walk in SAS

You've probably heard of a random walk, but have you heard about the drunkard's walk? I've previously written about how to simulate a one-dimensional random walk in SAS. In the random walk, you imagine a person who takes a series of steps where the step size and direction is a

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What is the best way to suppress ODS output in SAS?

May 26, 2015
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What is the best way to suppress ODS output in SAS?

SAS procedures can produce a lot of output, but you don't always want to see it all. In simulation and bootstrap studies, you might analyze 10,000 samples or resamples. Usually you are not interested in seeing the results of each analysis displayed on your computer screen. Instead, you want to

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Simulate the Monty Hall Problem in SAS

April 1, 2015
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Simulate the Monty Hall Problem in SAS

The Monty Hall Problem is one of the most famous problems in elementary probability. It is famous because the correct solution is counter-intuitive and because it caused an uproar when it appeared in the "Ask Marilyn" column in Parade magazine in 1990. Discussing the problem has been known to create

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On Unpublished Software

February 9, 2012
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sciseekclaimtoken-4f343317d3d60 I ran across this post at The Tree of Life entitled ‘Interesting new metagenomics paper w/ one big big big caveat – critical software not available”. The long and short of it? Paper appears in Science, has fancy new methodology, lacks the software for someone else to use their methodology. Blog author understandably annoyed. But...
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StackExchange and CrossValidated: An Epidemiologist’s Review

September 20, 2011
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This seems like as good a day as any to review CrossValidated, and the whole StackExchange constellation of websites. It’s been a month since I joined, exactly, and today I also crossed the 1,000 reputation threshold on the site. So why not give my impressions of it? First, how I got there in the...
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Sampling from a Bayesian Posterior Distribution in SAS

August 19, 2011
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One of the things that frequently comes up in my research is the need to estimate a parameter from data, and then randomly draw samples from that parameter’s distribution to plug into another model. If you have a regular estimate from something like PROC LOGISTIC or PROC GENMOD, this is easy as pie, as...
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Proc Fcmp(4): Binomial tree vs. Black-Scholes model

December 12, 2010
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Proc Fcmp(4):  Binomial tree vs. Black-Scholes model

The very truth is that SAS has limited financial functions. Thanks to SAS Institute, they finally added some option pricing functions in the base module of SAS 9.2, such as Black-Scholes put/call functions, Garman-Kohlhagen put/call functions, etc. Thu...
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