1 Methods for Generating Random Variables 1.1 Generating Uniform(0,1) random number 1.2 Random Generators of Common Probability Distribution in R 1.2.1 The Inverse Transform Method 1.2.2 The Acceptance-Rejection Method 1.2.3 Transformation Methods 1.2.4 Sums and Mixtures 1.3 Multivariate Distribution 1.3.1 Multivariate Normal Distribution 1.3.2 Mixtures of Multivariate Normals 1.3.3 Wishart Distribution 1.3.4 Uniform Distribution on the d−Sphere 1.4 Stochastic Process
1 Monte Carlo Methods in Inference 1.1 Monte Carlo Methods for Estimation 1.1.1 Monte Carlo Estimation and Standard Error 1.1.2 Estimation of MSE 1.2 Estimating a confidence level 1.3 Monte Carlo Methods for Hypothesis Tests 1.4 Empirical Type I error rate 1.4.1 Power of a Test 1.4.2 Power Comparisons 1.5 Application: “Count Five” Test for Equal Variance
1 EM optimization method 1.1 EM algorithm 1.2 Convergence 1.3 Usage in exponential families 1.4 Usage in finite normal mixtures 1.5 Variance estimation 1.5.1 Louis method 1.5.2 SEM algorithm 1.5.3 Bootstrap method 1.5.4 Empirical Information 1.6 EM Variants 1.6.1 Improving the E step 1.6.2 Improving the M step 1.7 Pros and Cons
1 Introduction 1.1 GUI and Basic functions 1.1.1 Command Window 1.1.2 Command History 1.1.3 MatLab Help 2 Data in MatLab 2.1 Manipulating data 2.1.1 Creating Objects 2.1.2 Operators 3 Graphics 3.1 Use plotting tools 3.2 Use the command interface 3.2.1 Basic plots 3.2.2 Adding Plots to an Existing Graph 3.2.3 Multiple Plots in One Figure 3.2.4 Controlling the Axes 3.2.5 Axis Labels and Titles 3.3 Mesh and Surface Plots 3.4 Creating Specialized Plots 3.5 Advanced plotting