, Volume 5, Issue 4, pp 19–27 | Cite as

Statistical computing

2. Technique of statistical simulation
  • Sudhakar Kunte
Series Article


The statistical simulation technique is a very powerful and simple technique for answering complicated probabilistic questions regarding random experiments. The principles on which this technique is based are the Laws of Large Numbers (LLN). These laws say that under fairly general conditions, as the sample size increases, the sample quantities converge, in an appropriate sense, to the corresponding population quantities. (For details regarding LLN, see [1]). Here we illustrate the technique by giving some examples.


Normal Probability Plot Probabilistic Question Rejection Method Linear Regression Problem Population Quantity 
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Suggested Reading

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    R L Karandikar,Resonance,Vol. 1, No. 2,1996.Google Scholar
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    G E P Box and M E Muller, A note on the generation of random normal deviates,Annals of Mathematical Statistics, 29, 610–611, 1958.CrossRefGoogle Scholar
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    B D Ripley,Stochastic Simulation, John Wiley & Sons, New York, 1997.Google Scholar
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    J J Filliben, The probability plot correlation coefficient tests for normality,Technometrics, 17, 111–117, 1975.CrossRefGoogle Scholar
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    A Million Random Digits with 100,000 Normal Deviates, Glencoe, Ill.: The Free Press Publishers, Rand Corporation, 1955.Google Scholar

Copyright information

© Indian Academy of Sciences 2000

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of PunePuneIndia

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