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Re: st: Re: basic monte carlo simulation


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   Re: st: Re: basic monte carlo simulation
Date   Sat, 21 Feb 2009 00:48:02 +0100

<>

I hope you forgive me for not knowing what "non-transitive" means? My guess from your example is something like heavily biased? Still, -simulate- is not yet necessary...

***********
clear*
set obs 10000
g firstdice=cond(runiform()<`=1/6', 1,4)
prop first
***********


HTH
Martin
_______________________
----- Original Message ----- From: "William Bishop" <[email protected]>
To: <[email protected]>
Sent: Saturday, February 21, 2009 12:43 AM
Subject: Re: st: Re: basic monte carlo simulation


Thanks Martin.


What if the dice were non-transitive?  Is that where -simulate- comes
into play in order to generate the roll outcomes?

Say something like:

Dice 1: 1, 4, 4, 4, 4, 4

so 4 is 5/6 and 1 is 1/6

Rick

On Fri, Feb 20, 2009 at 3:17 PM, Martin Weiss <[email protected]> wrote:
<>
Normally, one would use -simulate- but this is more easily accomplished as

********* clear*
set obs 10000
g firstdice=1+int(6*runiform())
g seconddice=1+int(6*runiform())
g sumofdice=firstdice+seconddice
*let`s see whether CIs conform to our idea of unbiased dice
prop sum
**********

where you can edit the obs to the # of replications you want...

HTH
Martin _______________________
----- Original Message ----- From: "William Bishop" <[email protected]>
To: <[email protected]>
Sent: Saturday, February 21, 2009 12:08 AM
Subject: st: basic monte carlo simulation


Trying to create a monte carlo simulation for throwing a pair of dice
with 6-sides, numbered 1-6 (each side equally likely, thus 1/6).  So
there are 36 combinations of dice rolls and the sum will always be
between 2 (1 and 1) and 12 (6 and 6).

With a large number of simulations, we should get the probabilities of:

2: 1/36 = 0.02778
3: 2/36 = 0.05556
4: 3/36 = 0.08333
5: 4/36 = 0.11111
6: 5/36 = 0.13889
7: 6/36 = 0.16667
8: 5/36 = 0.13889
9: 4/36 = 0.11111
10: 3/36 = 0.08333
11: 2/36 = 0.05556
12: 1/36 = 0.02778
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