Statistics 6401: Handouts

Handouts:

Introduction to R

• IntroductionR.pdf

Stats Magazine Paper on the Birthday Problem.

• Birthday.pdf

Examples

• Introduction to simulation in R. example1.r
• Introduction to graphics in R. example2.r
• RANDU example3a.r

• handout1.pdf Generating Pseudo-random Numbers
• handout2.pdf Simulation Example
• handout3.pdf Simulating Discrete Random Variables
• handout4.pdf Simulating Normal Pseudo-random Numbers

Transformation of uniform random numbers.  Use of the quantile function.

• TransUnif.pdf
• TransUnifPix2.pdf

Possible problem with LCG generators

• David Read's LCG Correlation.R
• David's email

jStore login to the Library database to find the following paper.

• Leemis, Lawrence., Relationships Among Common Univariate Distributions, The American Statistician, Vol. 40, No. 2 (May 1986), pp. 143-146.

Examples

• Normal plots. example3b.r     modified by Prof. Kerr to use color example3bKerr.r
• David Read's 3D version  BVN3D.R

Imperfect Particle Counter

• ParticleCounterHandout.pdf
• counter.R

Bivariate Normal

• BVNmatrixnotation.pdf
• 2d Rotational Transformation.pdf    This handout shows the angle of rotation to independence for the BVN.
• RBVNsim3.R

Group Testing

• example4.r      example4_dist_N.r

Modes of Convergence

• ModesOfConvergence.pdf

Monte Carlo Integration

• mcint_LLN.r
• mcint_CLT.r

Simulation of the LLN and CLT.  Independence of the sample mean and sample variance.

• example5.r

Stats Magazine Paper on the relationship between the sample mean and sample standard deviation.

• Mean&SDSimulation.pdf

Estimating pi

• pi.R

Old Handouts: 

Ch. 7 Survey Sampling has been posted 

• SurveySampling.pdf

Fitting models to a random sample.

• fittingmodels.R

Simulation of the Sampling Distributions of order statistics.

• example6.r