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Simulation Commands

  

The Statistics package provides optimized algorithms for simulating from all supported distributions as well as tools for creating custom random number generators, parametric and non-parametric bootstrap.

  

 

Bootstrap

compute bootstrap statistics

KernelDensitySample

sample a kernel density estimate

Sample

generate random sample

Examples

> 

with⁡Statistics:

Generate random sample drawn from the non-central beta distribution.

> 

X≔RandomVariable⁡NonCentralBeta⁡3,10,2:

> 

A≔Sample⁡X,1000

A≔0.298749038049262,0.160496089457820,0.324127131506297,0.290206966234071,0.537220813028702,0.225806784723962,0.323656644296660,0.224075578813581,0.139203619269065,0.144713788483976,0.162170989508424,0.163919547946135,0.404909255935277,0.412044080355721,0.348094710719217,0.331157628015845,0.295105552445666,0.193177607186590,0.400373007871060,0.130898465329786,0.195185443150392,0.376386657719254,0.0871782064096334,0.251491595894991,0.620308537159290,0.277296883006483,0.437779720079008,0.152921471824328,0.235265960512657,0.136378679376410,0.252714543040837,0.429187139161412,0.374226424815941,0.302801012538073,0.154684837824354,0.356035545600185,0.364686121969868,0.222026138646806,0.416210165850863,0.190871901430894,0.303495622736175,0.388708191892459,0.0738816418814309,0.202500852820107,0.104659380876615,0.354257658106483,0.208477128105665,0.382524697999167,0.176268646694049,0.120614541942356,0.183628521334067,0.105348882457644,0.322876552017316,0.199044448794066,0.351886259492336,0.541017418216111,0.400262939648824,0.289634276207489,0.136612348557671,0.429606223713469,0.311378762025564,0.237936821359705,0.172682713203868,0.587851925462311,0.222871011457330,0.107369139160512,0.389056233892129,0.345966852569480,0.284198344230638,0.149470287155729,0.328740299838745,0.265539779603986,0.156255385188462,0.329479875992677,0.257023076440196,0.240540840738284,0.182587825634373,0.426257901690903,0.104729408184404,0.232881839115843,0.305170632862252,0.145058470328692,0.261365502435354,0.0936526620439586,0.225512556744244,0.270964742331662,0.350022007063060,0.261919227464596,0.230771541043555,0.337509810728467,0.156134695828703,0.410821484550497,0.0689142635904654,0.142203876621286,0.286281908777234,0.251579621833158,0.193769396232071,0.138728250394330,0.100386830245882,0.350686151055232,…,⋯ 900 row vector entries not shown

(1)

Use the bootstrap to estimate the mean and the standard error of the mean.

> 

Bootstrap⁡Mean,X,replications=1000,output=value,standarderror

0.282229356166131,0.00399644288773034952

(2)
> 

Bootstrap⁡Mean,A,replications=1000,output=value,standarderror

0.275083017014237,0.00384426186874453797

(3)

Compare this with analytic results.

> 

Mean⁡X

−1762148409+4790016000⁢ⅇ−1

(4)
> 

evalf30⁡Mean⁡X

0.28226746351970438745

(5)
> 

Mean⁡X,numeric

0.2822674635

(6)

Random sample involving two independent random variables.

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Y≔RandomVariable⁡Cauchy⁡0,1

Y≔_R0

(7)
> 

Z≔RandomVariable⁡Cauchy⁡1,2

Z≔_R1

(8)
> 

B≔Sample⁡Y2+Z2,105

B≔1.32132274088696,7.13485084698864,9.95631282472426,10.7508151401134,5.16622263014864,56.9468331340168,77.0241397872509,488.787009958679,75.1548940203382,0.0457749994739054,8.23027702966309,2.45150974710626,45.2464988258304,1.23619182280984,12.3761324894683,3.21707384976341,273.615015693467,5.96219698844479,0.860431105271889,0.305122978658424,7.52920327212682,2.07256467494591,10.8070815024917,0.394430182726394,19.3647570921962,0.461755743457343,6.24947599300303,35.9864514138204,2.67450203582295,1.11744947782124,195.557563933831,0.0208535989823628,3.30404958487121,14.7641389037312,68.2019138584949,7.13908974267329,21.4868999654586,112.153409360027,20.0821006324119,1.00955124266587,22.6997643045565,301.588167115830,9.08732884165008,1428.69647130412,106.801064245015,34.6040182577412,42.3065232455375,1.46416572945411,27.6371248343772,6.19919326889794,631.357700920488,9.66358067072234,2.72451268812064,15.8651635674137,25.9561529493941,85658.4898234459,3.59006552648215,721.450092993733,7.44843615212807,32.8907665534797,69.9386364891994,19.8179826337963,14.6471711656540,140.991079663595,4.44992272594081,118.929896846639,9.23111260596482,79.9062905993280,49.8924022414821,0.171457515992941,66.5417981810520,388.930721959224,2.76608294543268,2758.95321626323,8.07598807653631,8.84264595290888,107.144002184456,10.3110572416457,7.41556584460897,53.1177020373101,0.00322764364053573,219.543615893359,77.1015624199154,2.71494708348748,47.4094889091689,17559.9273444821,581.720994705186,4.28944838265206,13.3850469840742,6.87480101410390,49.3806015960269,4.62774610319884,128.008178020047,1.01250372667289,0.469692691233665,1.90436257347381,243.474478532672,1859.63495612918,44.1125836419248,28.6650544559048,…,⋯ 99900 row vector entries not shown

(9)

See Also

Statistics

Statistics[Computation]