|
Acceptance-rejection Method
In numerical analysis and computational statistics, rejection sampling is a basic technique used to generate observations from a probability distribution, distribution. It is also commonly called the acceptance-rejection method or "accept-reject algorithm" and is a type of exact simulation method. The method works for any distribution in \mathbb^m with a Probability density function, density. Rejection sampling is based on the observation that to sample a random variable in one dimension, one can perform a uniformly random sampling of the two-dimensional Cartesian graph, and keep the samples in the region under the graph of its density function. Note that this property can be extended to ''N''-dimension functions. Description To visualize the motivation behind rejection sampling, imagine graphing the probability density function (PDF) of a random variable onto a large rectangular board and throwing darts at it. Assume that the darts are uniformly distributed around the board. Now r ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Computational Statistics
Computational statistics, or statistical computing, is the study which is the intersection of statistics and computer science, and refers to the statistical methods that are enabled by using computational methods. It is the area of computational science (or scientific computing) specific to the mathematical science of statistics. This area is fast developing. The view that the broader concept of computing must be taught as part of general statistical education is gaining momentum. As in Statistics, traditional statistics the goal is to transform raw data into knowledge,Edward Wegman, Wegman, Edward J. āComputational Statistics: A New Agenda for Statistical Theory and Practice.€¯ Journal of the Washington Academy of Sciences', vol. 78, no. 4, 1988, pp. 310ā€“322. ''JSTOR'' but the focus lies on computer intensive statistical methods, such as cases with very large Sample size determination, sample size and non-homogeneous data sets. The terms 'computational statistics' and 'statis ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
