JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Activity Details

CE_26C Tue, 7/31/2012, 1:00 PM - 5:00 PM HQ-Indigo E
Simulation and Sampling of Data — Continuing Education Course
ASA , Section for Statistical Programmers and Analysts
Instructor(s): Rick Wicklin, SAS Institute
Sampling and simulation are fundamental techniques in statistical programming. To assess statistical methods, you often need to create data with known properties, both random and nonrandom. This workshop presents techniques for simulating data with particular properties. The student will learn to sample data from:  common discrete and continuous distributions  heavy-tailed, skewed, and mixture distributions  multivariate distributions  distributions with known properties such as a specific covariance structure or a known regression structure The student will learn to use simulated data to  estimate the probability of an event  estimate the sampling distribution of a statistic  estimate the coverage probabilities of approximate confidence intervals  evaluate the robustness of a statistical test when assumptions of the test are not satisfied This workshop is intended for practicing statisticians who need to simulate data. Pre-requisites include standard statistical concepts such as distributions, variance, correlation, and regression. Examples are presented using the SAS system. To follow the programming examples, it will be helpful if participants are familiar with basic SAS programming and procedures. Participants who are unfamiliar with SAS/IML software can refer to the book, Statistical Programming with SAS/IML Software (Wicklin 2010).

2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.