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Statistical Programming in SAS
book

Statistical Programming in SAS

by John Bailer
April 2015
Intermediate to advanced content levelIntermediate to advanced
460 pages
14h 45m
English
SAS Institute
Content preview from Statistical Programming in SAS
Chapter 8: Formatting Variables, Recoding Variables, and Writing Programs 305
8.8 Case Study 2: Monte Carlo Integration to Estimate
an Integral
Another really cool thing to do is estimate integrals using stochastic methods. The area
(volume) under a curve (surface) can be estimated from the proportion of points
randomly generated in some space that lie beneath the curve (surface) multiplied by the
area (volume) of the space. To make this concrete, consider the problem of estimating the
area under a standard normal density function between 0 and 1.645. You probably
already know the answer—you can read the table. But, let’s see how to
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Publisher Resources

ISBN: 9781607645047