# monte carlo

1. ### Interpreting parameter estimates (ERGM)

Hi anyone could help me with the following? How do I calculate and interpret departure from non-randomness or likelihood of such configuration occurring using Exponential Random Graph Model with dependence graph construction if I have the following information: - exponential probability...
2. ### calculating p-value from resampling of the null distribution

Hi all, i am a PhD student in Bioinformatics and i'm dealing with some statistics issue in my reasearch; i was hoping you could lend me a hand :D I am dealing with a pool of datapoints (let's call it Q). I selected a subset of Q according to some particular characteristics, i will call...
3. ### Sampling a hemisphere using an arbitary distribtuion

I am writing a ray tracer and I wish to fire rays from a point **p** into a hemisphere above that point according to some distribution. 1) I have derived a method to uniformly sample within a solid angle (defined by theta) above **p** [1] \phi = 2\pi\xi_1 \alpha = \arccos...
4. ### Interpretation of Monte Carlo Significance for Chi-Square Analysis

I am currently utilizing a 4x7 chi-square and cannot collapse any columns or rows, resulting in expected cell counts of less than 5 in 14 cells (50%), minimum expected value is 1.36. I included a monte carlo test of significance to account for this, however, I am unclear on how to interpret...
5. ### Capture sums, not means, from individual iterations in a Monte Carlo simulation

I am having difficulty setting up what should be a fairly straightforward application of the Monte Carlo Simulation function in SPSS 21. I have a dataset that includes hospitalization costs for a specific patient population. I set up a simulation that randomly selects a subset of cases based on...
6. ### Difference between MCMCsamp and sim

Trying to get confidence intervals on a fixed effect in a mixed model fitted with the lmer function in package lme4 in R. I can get distributions of beta using "mcmcsamp" function and estimate a confidence interval from that, but I can also do it using "sim" in the package arm. While they both...
7. ### Using regressions in monte carlo simulations

Hey Guys, I'm building a valuation model with monte carlo and regression elements but could use a bit of help. The model breaks down the firm's revenue and costs by product. To estimate the cost of producing each product (cost per unit), I've regressed unit sales of each product against...
8. ### Create loop for Monte Carlo Simulation

Hi I have some trouble writing out a monte carlo simulation properly. I assign variables for the process before the steps. The first step is assigning variable j = j + 1 Second step i draw three random numbers from a U(0,1) dist. u1, u2 and u3. Third step is a long if formula. It...
9. ### Comparison of the power of the tests: Parametric test versus Non-parametric test

How can one compare using a simple experimentation or simulation whether a parametric test (e.g. t-test) is more powerful than its non-parametric counterpart (Wilcoxon signed rank test)? I understand that statistical power is defined as the probability of rejecting the null hypothesis when it...
10. ### simulating psychology experiments, some questions :)

Dear all, I hope you can point me in the right direction regarding two issues I am having with simulating experiments (1: regarding the legality of my assumption of different from chance, 2: regarding whether my simulation is valid at all). We conducted a study (I have attached a poster we...
11. ### Generating correlated random vars with Cholesky

Hi everyone, Can somebody please explain to me what is the intuition behind the cholesky decomposition when generating correlated random variables? The funny thing is that i know how to calculate it, the thing is that I have no idea why it works....... In my Monte Carlo simulator i...
12. ### 4x2 Chi-Square HELP!

Hi, I'm doing my dissertation for my Masters and I am in desperate need of help! I need to run 4x2 chi-squares in SPSS. I understand the assumptions (all expected counts must be above 1 and there should be no more than 20% of expected counts below 5), however as I am running multiple tests...
13. ### Comparing probability distributions over discrete random variables

Hi guys Sorry if the post is not in the right place but I am new here. I am comparing the performance of two monte carlo methods. The results I got are the marginals for the same set of random variables. Lets say for example: First Method Second Method X1 0.62...