Results 1 to 2 of 2

Math Help - probability and statistics, montecarlo method

  1. #1
    Newbie
    Joined
    Nov 2012
    From
    ottawa, canada
    Posts
    4

    probability and statistics, montecarlo method

    Dear All,
    I would like to request to solve the problem. The problem is:

    1)Consider the pdf
    f(x)= B xB-1 0<x<1
    0 else
    Use Monte Carlo method (MCM)to generate and print 10 observations from this distribution, with Beta(B)=.5. You will write a simple R code for any value of B. Generate but donot print 10,000 observations, compute their sample mena and compare it to the true mean(of the distribution above).

    2)Same question as above for the so-called Weibull distribution, with h=1.5find first F -1.)You will write down a simple R code for any value of h.

    f(x) = (3/h3 )x2 e(-x 3 /h2 ) 0<x<infinity
    0 else
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    skeeter's Avatar
    Joined
    Jun 2008
    From
    North Texas
    Posts
    12,110
    Thanks
    986

    Re: probability and statistics, montecarlo method

    post stat problems in the stat forum ... the lobby is for introductions only.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Probability and statistics
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: November 28th 2012, 02:25 AM
  2. Probability and Statistics Help Plz?
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: February 1st 2009, 07:40 PM
  3. Statistics and probability
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: December 27th 2007, 10:59 AM
  4. Statistics and probability
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: December 10th 2007, 08:25 AM
  5. Statistics & Probability....
    Posted in the Statistics Forum
    Replies: 0
    Last Post: November 7th 2007, 11:13 AM

Search Tags


/mathhelpforum @mathhelpforum