11/11/2022

Discussion of "The use of R as a Toolbox for Mathematical Statistics Explortation" by Nicholas Horton, Elizabeth R. Brown, and Linjuan Qian, The American Statistician, 2004

• Brief history of R
  • initially written by Robert Gentleman and Ross Ihaka of the University of Auckland
  • similar to S language developed by Bell Labs
• Section 3 - Example Scripts - See horton-tas.R
  • Running average
  • Simulating the sampling distribution of the mean
  • Sampling from a multivariate normal distribution
  • Power and sample size calculations
  • Empirical power calculations (useful for comparing competing test procedures)
  • Bootstrapping of a sample statistic
  • Iteration to maximize a likelihood (uses the Newton Raphson algorithm)
  • ROC (receiver operating characteristic) curves
  • EM (expectation-maximization) algorithm
  • Bayesian inference

Discussion of Power and Monte Carlo Power Studies

• Review Power Activity
• Sample R code - see Stat226_MC_Power.R in our Google Drive folder