Re: garch residuals

I would fit the data with various (r,p) arma models with the the desired garch assumption on the evolution of the variance and consider both the likelihood ratios and autocorrelation of the standardized residuals to determine the best model to fit the data. I have code for this if you want (althou

Re: Question on CDF

[EMAIL PROTECTED] (Linda) wrote in message news:<[EMAIL PROTECTED]>... > Hi! > > If I plot CDF of a sample data and this CDF looks like a straight line > cross through 0. What does this implies?? Normally, CDF will not look > like a straight line but sth like a "S2 shape, isn't?? > > Linda A s

Re: Question on CDF

Bob <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > [EMAIL PROTECTED] (Linda) wrote in message news:<[EMAIL PROTECTED]>... > > Hi! > > > > If I plot CDF of a sample data and this CDF looks like a straight line > > cross through 0. What does this implies?? Norma

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

In article <[EMAIL PROTECTED]>, Ian Buckner <[EMAIL PROTECTED]> wrote: >The Box-Muller algorithm rejects roughly 22.5% of the >generated points. I'm not aware of any bound on the number >of consecutive rejections, other than a statistical one, hence >my statement. I would welcome correction if thi

Re: SPC control limits

cheers -Steve- = Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/

Re: Efficient convergence method

Hi, Thanks for your help! I went over these ideas and now understand my problem better. If I explain my simulation, it may help. Basically, I have a simulation where various "agents" have to find a target. The simulation is terminated once the target has been found. The current measurement of pe

Re: How to test whether f(X,Y)=f(X)f(Y) is true??

There is a test based on nonparametric density estimates. You can estimate joint and marginal densities by nonparametric methods and then test if f(x,y)=f(x)f(y). You can find some details and references in Pagan & Ullah "Nonparametric Econometrics". On Wed, 20 Feb 2002, Chia C Chong wrote: > >

Re: Chi-square chart in Excel

> > Can anyone tell me how to produce a chart of the chi-square distribution in > > Excel? (I know how to find chi-square values but not how to turn those into > > a chart of the chi-square curve.) I have an Excel workbook that does charts for chi-square (and normal, t, and F). I'll send it yo

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Thanks for the enlightenment, George. I misinterpreted what was said in Numerical Recipes, where it starts by referring to the Box-Muller method, then gives your algorithm without any intermediate referral. Hence I had always thought of this method as being B-M. Hey, I learnt something new, can

Re: SPC control limits

The 'party line' is to take the first 30 or so points, calculate limits, throw out any outside ones & add more at the end, until you have 30 points, all of which are inside the control limits. For both X-bar and R, if you are doing this sort of chart. Based on (approximate) probabilities, there

Re: Normalization procedures

Niko Tiliopoulos wrote: > > Hello everybody, > > Has anybody heard of the Bell-Doksum test? IIRC it's like a Wilcoxon 2-sample test, except that the ranks are transformed to normal scores. If that's the right test, it has ARE 1 vs the t-test (it has good power for small deviations), but as you

Re: Chi-square chart in Excel

Ronny Richardson wrote: > > Can anyone tell me how to produce a chart of the chi-square distribution in > Excel? (I know how to find chi-square values but not how to turn those into > a chart of the chi-square curve.) > > Ronny Richardson > >

Re: What is an experiment ?

If I read your problem correctly, an experiment is not really being conducted. Rather, it is a static group comparison which is essentially a pre-experimental design. The pollutants, fish, and rivers are not "manipulated" by the researcher. The manipulation of independent variables is the sine

Re: What is an experiment ?

Hi On 20 Feb 2002, Voltolini wrote: > I was reading a definition of "experiment" in science to be used in a > lecture and the use of treatments and controls are an important feature of > an experiment but my doubt is... is it possible to plan an experiment > without a control and call this a

Re: How to test whether f(X,Y)=f(X)f(Y) is true??

"Rich Ulrich" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > On Wed, 20 Feb 2002 19:30:19 -, "Chia C Chong" > <[EMAIL PROTECTED]> wrote: > > > > > "Vadim and Oxana Marmer" <[EMAIL PROTECTED]> wrote in message > > [EMAIL PROTECTED]">news:[EMAIL PROTECTED]..

Re: How to test whether f(X,Y)=f(X)f(Y) is true??

Linda <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > Hi! > > I have some experimental data collected and can be grouped into 2 > variables, X and Y. One is the dependent variable (Y) and the other is > an independent variable (X). What test shall I made to che

Re: Numerical recipes in statistics ???

[EMAIL PROTECTED] (The Truth) wrote: > I suppose I should have been more clear with my question. What I > essentially require is a textbook which presents algorithms like Monte > Carlo, Principal Component Analysis, Clustering methods, > MANOVA/MANACOVA methods etc. and provides source code (in C

Re: What is an experiment ?

Voltolini wrote: > > Hi, > > I was reading a definition of "experiment" in science to be used in a > lecture and the use of treatments and controls are an important feature of > an experiment but my doubt is... is it possible to plan an experiment > without a control and call this as an "

Re: What is an experiment ?

Voltolini wrote: > > Hi, > > I was reading a definition of "experiment" in science to be used in a > lecture and the use of treatments and controls are an important feature of > an experiment but my doubt is... is it possible to plan an experiment > without a control and call this as an "

Re: How to test whether f(X,Y)=f(X)f(Y) is true??

On Wed, 20 Feb 2002 19:30:19 -, "Chia C Chong" <[EMAIL PROTECTED]> wrote: > > "Vadim and Oxana Marmer" <[EMAIL PROTECTED]> wrote in message > [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > > You can start with checking if they are correlated. It's simpler to do. If > > you find that they are

Re: can multicollinearity force a correlation?

me points over and over. I will try to Consolidate people into groups and then re-run the data. I'm not sure if this will make a difference, but this is how i see it done in the literature. Statistics is interesting, it is hard to find information on the problems you come across and they

Re: How to test whether f(X,Y)=f(X)f(Y) is true??

"Vadim and Oxana Marmer" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > You can start with checking if they are correlated. It's simpler to do. If > you find that they are correlated then you have the answer to your > question. > If you find that they are unco

Re: SPC control limits

On 20 Feb 2002 08:50:19 -0800, [EMAIL PROTECTED] (MrTequila) wrote: > Hi all, hope this is the right place. > > i was just wondering what you should do when you establish some > control limits but some of the data points you've just used are > outside of the limits you just established? > > sh

Re: Correlations-statistics

[EMAIL PROTECTED] (Holger Boehm) wrote in message news:<[EMAIL PROTECTED]>... > Hi, > > I have calculated correlation coefficients between sets of parameters > (A) and (B) and beween (A) and (C). > Now I would like to determine the correlation between (A) and (B > combined with C). How can I com

Re: Efficient convergence method

the real question is, 'how much accuracy (precision, variance) is suitable?' If you were to repeat the simulation run (i.e., a test) a total of n times, then you could say that the true mean elapsed time was x-bar +/- (certain amount), with say 95% confidence. That is, if you were to then repeat

Re: How to test whether f(X,Y)=f(X)f(Y) is true??

You can start with checking if they are correlated. It's simpler to do. If you find that they are correlated then you have the answer to your question. If you find that they are uncorrelated and you have a reason to believe that they may be not independent anyway then you can look for more advance

Re: What is an experiment ?

At 03:59 PM 2/20/02 -0300, Voltolini wrote: >Hi, > >I was reading a definition of "experiment" in science to be used in a >lecture and the use of treatments and controls are an important feature of >an experiment but my doubt is... is it possible to plan an experiment >without a control and c

Re: Normalization procedures

?? It is well known. Haven't you checked the Combined Index to Statistics, or even looked in The Encyclopedia of Statistical Sciences? Niko Tiliopoulos wrote: > > Hello everybody, > > Has anybody heard of the Bell-Doksum test? If so could you please give > me a reference or a short descriptiio

Re: Evaluation of skating

Next question: How much does Rasch analysis depend upon the evaluators being ignorant that the method will be used? In other words, can (A) one Rasch-aware judge (B) a minority of Rasch-aware judges (C) a majority of Rasch-aware judges (but not the whole

Re: Correlations-statistics

well, one simple way would be to add B and C ... then correlate with A if these are radically different scales, convert to z scores first At 02:05 AM 2/20/02 -0800, Holger Boehm wrote: >Hi, > >I have calculated correlation coefficients between sets of parameters >(A) and (B) and beween (A) and

Re: Question on random number generator

Herman Rubin wrote: > > > ExpVar = -ln(UnifVar); > > It is not a good method in the tails, and is much too slow. If I recall correctly, transcendental operations on a Pentium require only a couple hundred clock cycles and can usually be optimized to take place during other calc

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Ian Buckner <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > The Box-Muller algorithm rejects roughly 22.5% of the > generated points. I'm not aware of any bound on the number > of consecutive rejections, other than a statistical one, hence > my statement. I wou

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Ian Buckner <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > The Box-Muller algorithm rejects roughly 22.5% of the > generated points. I'm not aware of any bound on the number > of consecutive rejections, other than a statistical one, hence > my statement. I wou

Re: Numerical recipes in statistics ???

I do not think this will satisfy on its own but it seems a good starting point. SPSS has up on its web pages the statistical algorithms for many of its procedures: http://www.spss.com/tech/stat/algorithms.htm As these are not the computer algorithmns (at least I hope not) I think you will ne

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

The Box-Muller algorithm rejects roughly 22.5% of the generated points. I'm not aware of any bound on the number of consecutive rejections, other than a statistical one, hence my statement. I would welcome correction if this is not the case. Regards Ian "Radford Neal" <[EMAIL PROTECTED]> wro

Re: garch residuals

Daan Taks <[EMAIL PROTECTED]> wrote: >I have a question about my residuals. When testing for autocorrelation >I come to the conclusion that the models (garch, Egarch, GJR a.k.a. >Tarch) remove the correlation from the squared standardized residuals >but not from the standardized residuals. Jus

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Greetings ! Just reviewed your extensive experience with scientific publications and would appreciate a response to my dilemma. I'm not an academic and am attempting to [hopefully] efficiently cover several surveys in math, physics, astronomy, etc. and need access to online repositories of pu

Re: garch residuals

That stock market returns follow a Martingale in general has been pretty well disproved. See the survey literature in The Econometrics of Financial Markets by Campbell, Lo and MacKinlay and A Non-Random Walk down wall street by Andrew Lo. Index returns show quite significant lag correlations which

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Herman Rubin <[EMAIL PROTECTED]> wrote in message a4u99j$[EMAIL PROTECTED]">news:a4u99j$[EMAIL PROTECTED]... > In article <[EMAIL PROTECTED]>, > Radford Neal <[EMAIL PROTECTED]> wrote: > >>Box-Muller does not work for real time requirements. > > >This isn't true, of course. A "real time" applica

Re: Numerical recipes in statistics ???

The Truth <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > Glen Barnett <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>... > > The Truth wrote: > > > > > > Are there any "Numerical Recipes" like textbook on statistics and probability ? > > > Just w

Re: Numerical recipes in statistics ???

Charles Metz <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > The Truth wrote: > > > I suppose I should have been more clear with my question. What > > I essentially require is a textbook which presents algorithms > > like Monte Carlo, Principal Component Ana

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Ian Buckner <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > "Glen Barnett" <[EMAIL PROTECTED]> wrote in message > [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > > Ian Buckner wrote: > > > > > > We generate pairs of properly distributed Gaussian variables at > >

Re: Numerical recipes in statistics ???

The Truth wrote: > I suppose I should have been more clear with my question. What > I essentially require is a textbook which presents algorithms > like Monte Carlo, Principal Component Analysis, Clustering > methods, MANOVA/MANACOVA methods etc. and provides source code > (in C , C++ or

Re: Numerical recipes in statistics ???

On 19 Feb 2002 13:13:08 -0800, [EMAIL PROTECTED] (The Truth) wrote: > Glen Barnett <[EMAIL PROTECTED]> wrote in message >news:<[EMAIL PROTECTED]>... > > The Truth wrote: > > > Are there any "Numerical Recipes" like textbook on statistics and probability ? > > > Just wondering.. > > > > What do

Re: Evaluation of skating

Title: Re: Evaluation of skating At 3:49 PM -0500 19/2/02, Dennis Roberts wrote: One list I am on, we were having a discussion about how it would be possible to make changes to the methods used in the judging of Olympic Figure Skating, so as to make it less possible for collusion in the judging

Re: garch residuals

Stock market returns usually satisfy martingale property, and are uncorrelated. I think you should check your calculations again for errors. Are you sure that you are working with returns and not prices? I guess that by "heavy correlation" you mean that estimated autoregressive coefficient is clos

Re: Statistical Distributions

In article <[EMAIL PROTECTED]>, Dennis Roberts <[EMAIL PROTECTED]> wrote: >At 07:34 AM 2/19/02 -0500, Herman Rubin wrote: >>I do not see this. The binomial distribution is a natural >>one; the normal distribution, while it has lots of mathematical >>properties, is not. >i don't know of any "dis

Re: Numerical recipes in statistics ???

Glen Barnett <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>... > The Truth wrote: > > > > Are there any "Numerical Recipes" like textbook on statistics and probability ? > > Just wondering.. > > What do you mean, a book with algorithms for statistics and probability > or a handbo

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

In article <[EMAIL PROTECTED]>, Radford Neal <[EMAIL PROTECTED]> wrote: >>Box-Muller does not work for real time requirements. >This isn't true, of course. A "real time" application is one where >one must guarantee that an operation takes no more than some specified >maximum time. The Box-Mulle

Re: can multicollinearity force a correlation?

On 18 Feb 2002 16:29:27 -0800, [EMAIL PROTECTED] (Wuzzy) wrote: > > You should take note that R^2 is *not* a very good measure > > of 'effect size.' > > Hi Rich, you asked to see my data, - I don't remember doing that - >i've posted the visu

Re: covariates !!

On Mon, 18 Feb 2002 20:57:36 +0100, "jan plessers" <[EMAIL PROTECTED]> wrote: > Hello, > > I did a likert on 2 groups, a Mann-whitney showed that ther was a > significant difference between the 2 groups. If 'did a Likert' means what I expect, and the scaling was decent enough to be worth com

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

>Box-Muller does not work for real time requirements. This isn't true, of course. A "real time" application is one where one must guarantee that an operation takes no more than some specified maximum time. The Box-Muller method for generating normal random variates does not involve any operatio

Re: Statistical Distributions

At 07:34 AM 2/19/02 -0500, Herman Rubin wrote: >I do not see this. The binomial distribution is a natural >one; the normal distribution, while it has lots of mathematical >properties, is not. i don't know of any "distribution" that is natural ... what does that mean? inherent in the universe?

Re: Question on random number generator

In article <[EMAIL PROTECTED]>, Robert J. MacG. Dawson <[EMAIL PROTECTED]> wrote: >Linda wrote: >> I want to generate a series of random variables, X with exponential >> PDF with a given mean,MU value. However, I only want X to be in some >> specified lower and upper limit?? Say between 0 -> 15

Re: Statistical Distributions

In article <[EMAIL PROTECTED]>, Dennis Roberts <[EMAIL PROTECTED]> wrote: >addendum >if one manipulates n and p in a binomial and, gets to a point where a >person would say (or we would say as the instructor) that what you see is >very similar to ... and might even be approximated well by ... t

Re: Statistical Distributions

In article <[EMAIL PROTECTED]>, Dennis Roberts <[EMAIL PROTECTED]> wrote: >not to disagree with alan but, my goal was to parallel what glass and >stanley did and that is all ...seems like there are all kinds of >distributions one might discuss AND, there may be more than one order that >is acce

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Generated on custom silicon (surprise). Box-Muller does not work for real time requirements. Ian "Glen Barnett" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > Ian Buckner wrote: > > > > We generate pairs of properly distributed Gaussian variables at > > down

Re: odds vs probabilities

Odd is defined to be P(event) --- 1- P(event) So if P(event) is 0.50, then the odd is 1 to 1. If P(event) is 0.75, then the odd is 3 to 1 since 0.75 is three times as large as 1 - 0.75 = 0.25. Given one of odds or probabilities, you can always derive the other. Ken

Re: can multicollinearity force a correlation?

Wuzzy wrote: > > http://www.accessv.com/~joemende/insulin2.gif > > Appologies, i also forgot to divide the KCAL in food by the 31 as this > represents kcal. It seems to me logical to advise decreasing food > intake and increasing physical activity to improve insulin > sensitivity. I would prob

Re: Numerical recipes in statistics ???

"The Truth" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > Are there any "Numerical Recipes" like textbook on statistics and probability ? > Just wondering.. > > Thanks. I think one of S-plus manuals, 'statistic with S-plus' comes close in spirit, though with

Re: Numerical recipes in statistics ???

Abramowitz, Milton and Stegun, Irene A. ,Eds., Handbook of Mathematical Functions with Formulas, Graphs and Mathematical Tables, U. S. Gov't. Printing Office, Wash. DC Nat. Bureau of Standards., Applied Math Series 55 1964 ASQ has a couple "100 most valuable statistical equations" or some such t

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Ian Buckner wrote: > > We generate pairs of properly distributed Gaussian variables at > down to 10nsec intervals, essential in the application. Speed can > be an issue, particularly in real time situations. Generated on what? (On a fast enough machine, even clunky old Box-Muller can probably gi

Re: Numerical recipes in statistics ???

The Truth wrote: > > Are there any "Numerical Recipes" like textbook on statistics and probability ? > Just wondering.. What do you mean, a book with algorithms for statistics and probability or a handbook/cookbook list of techniques with some basic explanation? Glen =

Re: can multicollinearity force a correlation?

> You should take note that R^2 is *not* a very good measure > of 'effect size.' Hi Rich, you asked to see my data, i've posted the visual at the following location http://www.accessv.com/~joemende/insulin2.gif note that the r^2 is low despite the fact that it agrees with common sense: Insuli

Re: can multicollinearity force a correlation?

http://www.accessv.com/~joemende/insulin2.gif Appologies, i also forgot to divide the KCAL in food by the 31 as this represents kcal. It seems to me logical to advise decreasing food intake and increasing physical activity to improve insulin sensitivity. I would probably avoid reporting the R^2

Re: Numerical recipes in statistics ???

The Truth <[EMAIL PROTECTED]> wrote: > Are there any "Numerical Recipes" like textbook on statistics and probability ? I am baffled. Numerical Recipes partly is a book on statistics and probability. Incidentally: 303778 May 2 1991 ftp://garbo.uwasa.fi/pc/turbopas/nrpas13.zip nrpas13.zip Numeri

Re: Statistical Distributions

Hi Dennis, Dennis Roberts wrote: > > not to disagree with alan but, my goal was to parallel what glass and > stanley did and that is all ...seems like there are all kinds of > distributions one might discuss AND, there may be more than one order that > is acceptable Sure, I realised that your g

Re: Numerical recipes in statistics ???

what is it you wanted to cook? At 01:35 PM 2/18/02 -0800, The Truth wrote: >Are there any "Numerical Recipes" like textbook on statistics and >probability ? >Just wondering.. > >Thanks. > > >= >Instructions for joining and leaving t

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

At 09:50 AM 2/18/02 +, Ian Buckner wrote: >We generate pairs of properly distributed Gaussian variables at >down to 10nsec intervals, essential in the application. Speed can >be an issue, particularly in real time situations. > >Ian wow ... how our perspectives have changed! back in grad scho

Re: Question on random number generator

Alan Miller wrote (six times): > > Linda wrote in message <[EMAIL PROTECTED]>... > >I want to generate a series of random variables, X with exponential > >PDF with a given mean,MU value. However, I only want X to be in some > >specified lower and upper limit?? Say between 0 -> 150 i.e. rejected

Re: Statistical Distributions

addendum if one manipulates n and p in a binomial and, gets to a point where a person would say (or we would say as the instructor) that what you see is very similar to ... and might even be approximated well by ... the nd ... this MEANS that the nd came first in the sense that one would have

Re: Statistical Distributions

not to disagree with alan but, my goal was to parallel what glass and stanley did and that is all ...seems like there are all kinds of distributions one might discuss AND, there may be more than one order that is acceptable most books of recent vintage (and g and s was 1970) don't even discuss

Re: Question on random number generator

Linda wrote: > > I want to generate a series of random variables, X with exponential > PDF with a given mean,MU value. However, I only want X to be in some > specified lower and upper limit?? Say between 0 -> 150 i.e. rejected > anything outside this range Does anyone have any ideas how should

Re: Newbie question

AP wrote: > > Hi all: > > I would appreciate your help in solving this question. > > calculate the standard deviation of a sample where the mean and > standard deviation from the process are provided? > E.g. Process mean = 150; standard deviation = 20. What is the SD for > a sample of 25? Th

Re: Statistical Distributions

In article <[EMAIL PROTECTED]>, Timothy W. Victor <[EMAIL PROTECTED]> wrote: >I also think Alan's idea is sound. I start my students off with some >binomial expansion theory. Giving not the formulas for the standard distributions but what types of problems result in these is good. But I believe

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

We generate pairs of properly distributed Gaussian variables at down to 10nsec intervals, essential in the application. Speed can be an issue, particularly in real time situations. Ian "Glen Barnett" <[EMAIL PROTECTED]> wrote in message a4plof$p3s$[EMAIL PROTECTED]">news:a4plof$p3s$[EMAIL PROTEC

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Art Kendall <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > I tend to be more concerned with the "apparent randomness" of the results than with the speed of the algorithm. This will be mainly a function of the randomness of the uniform generator. If we assume

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

George Marsaglia <[EMAIL PROTECTED]> wrote in message 0l7b8.42092$[EMAIL PROTECTED]">news:0l7b8.42092$[EMAIL PROTECTED]... > (3-year old) Timings, in nanoseconds, using Microsoft Visual C++ > and gcc under DOS on a 400MHz PC. Comparisons are with > methods by Leva and by Ahrens-Dieter, both s

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Bob Wheeler <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > Marsaglia's ziggurat and MCW1019 generators are > available in the R package SuppDists. The gcc > compiler was used. Thanks Bob. Glen ==

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Alan Miller <[EMAIL PROTECTED]> wrote in message OC2b8.28457$[EMAIL PROTECTED]">news:OC2b8.28457$[EMAIL PROTECTED]... > First - the reference to George's paper on the ziggurat, and the code: > The Journal of Statistical Software (2000) at: > http://www.jstatsoft.org/v05/i08 That I already have,

Re: Statistical Distributions

I also think Alan's idea is sound. I start my students off with some binomial expansion theory. Alan McLean wrote: > > This is a good idea, Dennis. I would like to see the sequence start with > the binomial - in a very real way, the normal occurs naturally as an > 'approximation' to the binomial

Re: Newbie question

On 15 Feb 2002 14:38:49 -0800, [EMAIL PROTECTED] (AP) wrote: > Hi all: > > I would appreciate your help in solving this question. > > calculate the standard deviation of a sample where the mean and > standard deviation from the process are provided? > E.g. Process mean = 150; standard deviatio

Re: Process capability Cpk goals (industrial statistics)

Boris, there are lots of ways to use different statistically calculated numbers. I am suspicious, nonetheless, that your concept of a plant wide goal for Cpk, either as a point estimate or as a confidence interval, will not let you reach the larger goal you seek. One can manipulate the math to s

Re: Statistical Distributions

This is a good idea, Dennis. I would like to see the sequence start with the binomial - in a very real way, the normal occurs naturally as an 'approximation' to the binomial. Alan Dennis Roberts wrote: > > Back in 1970, Glass and Stanley in their excellent Statistical Methods in > Education an

Re: Likert Scale Analysis - HELP!

Hi, Well the survey is for a project looking into ways the Internet can enhance learning. The first part of the survey asks pertinent questions about their current study/learning environment, such as "I have trouble finding library books at the right time" and "I see lectures as a major source o

Re: Question on random number generator

Thanks everyone for helping me... Regards, Linda Art Kendall <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>... > try this SPSS syntax. > > new file. > * this program generates 200 cases > * trims those outside the desired range > * and takes the first 100 of the remaining. > *

Re: Likert Scale Analysis - HELP!

for a small set of data like this using SPSS is pretty straight forward. Use the data view (spread sheet) to put your data in. Use the variables view spread sheet to define your variables. You can copy info from one row to the other. It is worthwhile to take the time to put all the labels in. be

RE: Likert Scale Analysis - HELP!

Title: RE: Likert Scale Analysis - HELP! It's difficult to answer a question that is asked so generally. You might try explaining to this group why you collected the data in the first place. For the most part, it is typically to: 1. characterize a specific group of interest, 2. compar

Re: If T-Test can not be applied

In article , Matthias <[EMAIL PROTECTED]> wrote: >Hello, >would be nice if someone can give me some advice with regard to the >following problem: >I would like to compare the means of two independent numerical sets of data >whether they are significantly different f

Re: Need Statistic's on second hand smoke

On Sat, 16 Feb 2002 14:00:02 -0500, "R. C. Lehman" <[EMAIL PROTECTED]> wrote: >Can someone tell me were to get Statistic's on second hand smoke.This >is very important that I find the Statistic's on second hand smoke. > >R. C. Lehman > >[EMAIL PROTECTED] > > >Thanx for any help you can give.

Re: Question on random number generator

try this SPSS syntax. new file. * this program generates 200 cases * trims those outside the desired range * and takes the first 100 of the remaining. * change lines flagged with < . input program. loop #i = 1 to 200. /* < . compute mu= .005. /* < . compute x = rv.exp(mu). end case.

Re: Question on random number generator

Linda wrote in message <[EMAIL PROTECTED]>... >I want to generate a series of random variables, X with exponential >PDF with a given mean,MU value. However, I only want X to be in some >specified lower and upper limit?? Say between 0 -> 150 i.e. rejected >anything outside this range Does anyone ha

Re: Question on random number generator

Linda wrote in message <[EMAIL PROTECTED]>... >I want to generate a series of random variables, X with exponential >PDF with a given mean,MU value. However, I only want X to be in some >specified lower and upper limit?? Say between 0 -> 150 i.e. rejected >anything outside this range Does anyone ha

Re: Question on random number generator

Linda wrote in message <[EMAIL PROTECTED]>... >I want to generate a series of random variables, X with exponential >PDF with a given mean,MU value. However, I only want X to be in some >specified lower and upper limit?? Say between 0 -> 150 i.e. rejected >anything outside this range Does anyone ha

Re: Question on random number generator

Linda wrote in message <[EMAIL PROTECTED]>... >I want to generate a series of random variables, X with exponential >PDF with a given mean,MU value. However, I only want X to be in some >specified lower and upper limit?? Say between 0 -> 150 i.e. rejected >anything outside this range Does anyone ha

Re: Question on random number generator

Linda wrote in message <[EMAIL PROTECTED]>... >I want to generate a series of random variables, X with exponential >PDF with a given mean,MU value. However, I only want X to be in some >specified lower and upper limit?? Say between 0 -> 150 i.e. rejected >anything outside this range Does anyone ha

Re: Question on random number generator

Linda wrote in message <[EMAIL PROTECTED]>... >I want to generate a series of random variables, X with exponential >PDF with a given mean,MU value. However, I only want X to be in some >specified lower and upper limit?? Say between 0 -> 150 i.e. rejected >anything outside this range Does anyone ha

Re: Question on random number generator

In article <[EMAIL PROTECTED]>, Bill Rowe <[EMAIL PROTECTED]> wrote: >In article <[EMAIL PROTECTED]>, > [EMAIL PROTECTED] (Linda) wrote: >>I want to generate a series of random variables, X with exponential >>PDF with a given mean,MU value. However, I only want X to be in some >>specified lower

Re: homogeneity of variance

Hi, In ANOVA 1-way, when the factor level variances are unequal, you can use 1) F approximations (Welch or Brown & Forsyhte). Theses approximations are something similar to the Satterwaihte's t-test approximation 2) a nonparametric test (Kruskal-Wallis) Francis PEREE "Thomas Souers" <[EMAIL PRO

Re: Question on random number generator

Hi, Define Y = X if X<=T = 0 otherwise For your problem, T=150 (threshold) and X is exponential random variable with mean, MU. So, first generate X and compare with T and assign a value to Y as specified in the above rule. Alternatively, find the CDF (distribution funct

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