by Keng-Wei Wang, Kuan-Sian Wang, Mei-Yu Lee
This repository contains links to references (journal papers and videos) that are useful for learning simulation of probability distributions and variable transformation. The latter shows that you don't need to learn Jacobian and can simulate data well.
This book is for the beginner to learn probability distributions and variable transformation in Probability theory and Statistics by Excel or VBA programs, such as, especially, the sampling distribution of a specific statistic.
The level of the book starts from basic undergraduate economics/business management/stats/math/CS and in some cases goes up to the research scope.
Being users, programming languages or softwares are the assistant for more efficient work. For students, the two are helping for learning knowledge easily and deeply and understanding the operating/generating process objectively and definatly.
- Arcsin distribution | Gumbel distribution
- logistic distribution | Weibull distribution
- Pareto 2 distribution | Pareto 3 distribution
- Variable transofrmation for one random variable
- Variable transformation for two random variables
- Sample data cases for the mean, variance, and regression model
- How do we solve the Jacobian by numbers?
- HackMD [traditional Chinese version]
- 第1篇 中央極限定理的使用要求的謬誤 Fallacy of the Requirement for Central Limit Theorem
- 第2篇 中央極限定理真正的使用要求 True Requirements of Central Limit Theorem: 1
- 第2篇 中央極限定理真正的使用要求 True Requirements of Central Limit Theorem: 2
- 第2篇 中央極限定理真正的使用要求 True Requirements of Central Limit Theorem: 3
- 第3篇 母體分配變數變換後的中央極限定理應用 Application of Central Limit Theorem after Variable Transformation of Population Distribution
- Equilibrium from Demand and Supply
- Kuei-Yuan Cheng, Yao-Hsien Lee and Mei-Yu Lee, 2016, Price Competition between Shrink-wrap Software and Cloud Service Firms under a Stochastic Model, Problems and Perspectives in Management, 14(2), 272-276.
- Yao-Hsien Lee and Mei-Yu Lee, 2015, Extremely Values of Uncertain Payoffs in 2 × 2 Simulated-Based Game: A U-quadratic Distribution Case, Computer Science and Applications, 2(5), 182-199.
- Che-Yang Lin and Mei-Yu Lee, 2015, Time-varying and Scale Effect of Payoff Uncertainty on Nash Equilibrium Payoff in 2 × 2 Simulation-Based Game: A Weibull Distribution Case, Economic Computation and Economic Cybernetics Studies and Research, 49(3), 305 - 322.
- Yao-Hsien Lee and Mei-Yu Lee, 2015, The Payoff Pattern of Nash Equilibra by a Change of Risk in 2 × 2 Simulation-Based Game, Frontiers in Artificial Intelligence and Applications, 274, 2143-2151.
- Yao-Hsien Lee and Mei-Yu Lee, 2014, Risky Strategies with Payoff Mean Changed in 2 × 2 Simulation-Based Game: A Normal Distribution Case, Problems and Perspectives in Management, #4(2)
- Mei-Yu Lee, 2014, Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures, Journal of Statistical and Econometric Methods, 3(3), 1-22.
- Mei-Yu Lee, 2014, Strategic Payoffs of Normal Distribution Bump into Nash Equilibrium in 2 × 2 Game, International Journal of Game theory and Technology, 2(3), 1-10.
- Mei-Yu Lee, 2014, The Pattern of R-Square in Linear Regression Model with First-Order Autoregressive Error Process and Bayesian property: Computer Simulation, Journal of Accounting Finance & Management Strategy, 9(1), 115-132.