Perils of Simulation : Parallel Streams and the Case of Stata’s Rnormal Command

Perils of Simulation : Parallel Streams and the Case of Stata’s Rnormal Command

Large-scale simulation-based studies rely on at least three properties of pseudorandom number sequences. Since they behave like random numbers, they can be replicated and generated in parallel. However, there has been some divergence between empirical techniques employing random numbers and the stan...

Full description

Bibliographic Details
Main Author: Owen Ozier
Format: Policy Research Working Paper
Language:en_US
Published: World Bank, Washington, D.C. 2013
Subjects:
Applied Mathematics
bootstrap
bug
Command
confidence intervals
cores
Data Analysis
Development Research
Econometrics
empirical methods
Estimators
integer
Kurtosis
Monte Carlo methods
probability
produce
Public Services
random numbers
reliability
Research Working Papers
researchers
sciences
seed
Seeds
Simulation
Simulations
Skewness
Stata
statistical tests
techniques
yields
Online Access:http://hdl.handle.net/10986/16374

Internet

http://hdl.handle.net/10986/16374

Similar Items