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10 - Sampling and Simulation

from Part II - Practical Considerations

Published online by Cambridge University Press:  22 July 2022

Ery Arias-Castro
Ery Arias-Castro
Affiliation:
University of California, San Diego
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Summary

In this chapter we introduce some tools for sampling from a distribution. We also explain how to use computer simulations to approximate probabilities and, more generally, expectations, which can allow one to circumvent complicated mathematical derivations. The methods that are introduced include Monte Carlo sampling/integration, rejection sampling, and Markov Chain Monte Carlo sampling.

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Chapter
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Principles of Statistical Analysis
Learning from Randomized Experiments
 , pp. 127 - 137
Publisher: Cambridge University Press
Print publication year: 2022

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  • Sampling and Simulation
  • Ery Arias-Castro, University of California, San Diego
  • Book: Principles of Statistical Analysis
  • Online publication: 22 July 2022
  • Chapter DOI: https://doi.org/10.1017/9781108779197.014
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  • Sampling and Simulation
  • Ery Arias-Castro, University of California, San Diego
  • Book: Principles of Statistical Analysis
  • Online publication: 22 July 2022
  • Chapter DOI: https://doi.org/10.1017/9781108779197.014
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Sampling and Simulation
  • Ery Arias-Castro, University of California, San Diego
  • Book: Principles of Statistical Analysis
  • Online publication: 22 July 2022
  • Chapter DOI: https://doi.org/10.1017/9781108779197.014
Available formats
×