P3 Simstat (Distribusi Seragam Uniform)

PROGRAM STUDI STATISTIKA JURUSAN MATEMATIKA
FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM
SIMULASI STATISTIKA
PERTEMUAN 3
ANNE MUDYA YOLANDA, S.STAT., M.SI.
GUSTRIZA ERDA, M.SI.
Apa itu distribusi Seragam/Uniform?

Pembangkitan bilangan acak

Seragam U(0,1)
Uniform Random Number
Uniform Random Variable
PDF random variables X ~ Uniform (a,b)

We need to generate 𝑛 random number

𝑥1, 𝑥2, …, 𝑥𝑛, that uniformly distributed.
WHY ????
Why Uniform First?

1. The simplest of continous distribution that described distribution of
some number intervals
2. From Uniform, can be transformed to be others complicated
distributions
So, imagine that Uniform distribution is the central of others

distributions.
Illustration
So, how we generate random

numbers that uniformly
distributed ?
Uniform Random Number

The cumulative distribution function (CDF) of

random variable X is defined as
Theoretically, another random variable could be

generated from the uniform random variable
U (0,1) > building-blocks of simulation
Generating random number U (0,1)

• Physical: coins, dice, marbles
• Computational methods: a mathematical function
Generating a random number from 0 to 9 based on a series of coin flips
• Flipping a coin 4 times: Heads (1) or tails (0)
• Number of tails appeared > series of 4 digit codes (abcd)
Computational methods
• a mathematical function
• The series of values generated by such algorithms is generally
determined by a fixed number called a seed
• Some times called pseudo random: The numbers produced by these
generators are not really random, but they appear to be random.
Congruential Generator
Congruential Generator (2)

Maximum cycle Independence of Observations
• b & m don’t have same factors
• (a-1) (mod prime factor of m) = 0
• (a-1) (mod 4) = 0, if m (mod 4) = 0
Repetition effect
• Alternative
• The plot of two consecutive
values produces a repeating
pattern
• That's why a permutation is

performed for each g number.
QUESTION?
Application in SAS
data unif;
x0=78;
do i = 1 to 10;
x=round(((1598*x0+17)/1000-floor((1598*x0+17)/1000))*1000);
u=x/1000;
x0=x;
output;
end;
proc print data=unif;
run;
Application in R
m<-1000
x0<-78
a<-1598
c<-17
n<-10
output.d <- data.frame(1:n,x=NA,u=NA)
for(i in 1:n){
y=a*x0+c
y1=(y/m)-floor(y/m)
x=round(y1*m)
x0=c(x)
u=x/1000
output.d[i,"x"] <- x0
output.d[i,"u"] <- u
}
output.d
If we have 𝑋~𝑈 0,1 , how to

generate 𝑌~𝑈(𝑎, 𝑏) ?
GROUP EXERCISE:
Application in R: Y ~ Uniform (1,10)
➢ b = last two digit of
NIM
➢ n= last three digit
of NIM
NIM: 1603113133 b= 33 & n = 133
EXERCISE: Application in R: Y ~ Uniform (1,100)

𝒙𝟎 = 𝟖𝟗 ➢ b = last two digit of
a = 89 NIM
m = 10000 ➢ n= last three digit
of NIM
NIM: 1603113133 b= 33 & n = 133

Application in SAS: Y ~ Uniform (1,10)

data unif2;
x0=78;
do i = 1 to 10;
x=round(((1598*x0+17)/1000-floor((1598*x0+17)/1000))*1000); u=x/1000;
x0=x;
y=(10-1)*u+1;
output;
end;
proc print data=unif2;
run;
Application in R
m<-1000
x0<-78
a<-1598
c<-17
n<-10
output.d <- data.frame(1:n,x=NA,u=NA)
for(i in 1:n){
y=a*x0+c
y1=(y/m)-floor(y/m)
x=round(y1*m)
x0=c(x)
u=x/1000
output.d[i,"x"] <- x0
output.d[i,"u"] <- u
}
output.d
▪ Special thank to Dr.Afrianto

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PROGRAM STUDI STATISTIKA JURUSAN MATEMATIKA

FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM

Apa itu distribusi Seragam/Uniform?

Pembangkitan bilangan acak

Uniform Random Variable

PDF random variables X ~ Uniform (a,b)

We need to generate 𝑛 random number

Why Uniform First?

So, imagine that Uniform distribution is the central of others

So, how we generate random

Uniform Random Number

The cumulative distribution function (CDF) of

Theoretically, another random variable could be

Generating random number U (0,1)

Congruential Generator (2)

• That's why a permutation is

If we have 𝑋~𝑈 0,1 , how to

EXERCISE: Application in R: Y ~ Uniform (1,100)

NIM: 1603113133 b= 33 & n = 133

Application in SAS: Y ~ Uniform (1,10)

▪ Special thank to Dr.Afrianto

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