Simulating Multivariate Random Normal Data using Statistical Computing Platform R

Mehmet Turegun

Title:
Simulating Multivariate Random Normal Data using Statistical Computing Platform R

Authors:
Mehmet Turegun
DOI:
https://doi.org/10.31142/ijtsrd23987

Cite This Article :

Mehmet Turegun "Simulating Multivariate Random Normal Data using Statistical Computing Platform R" Published in International Journal of Trend in Scientific Research and Development (ijtsrd), ISSN: 2456-6470, Volume-3 | Issue-4, June 2019, pp.1126-1132, URL: https://www.ijtsrd.com/papers/ijtsrd23987.pdf

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Abstract :
Many faculty members, as well as students, in the area of educational research methodology, sometimes have a need for generating data to use for simulation and computation purposes, demonstration of multivariate analysis techniques, or construction of student projects or assignments. As a great teaching tool, using simulated data helps us understand the intricacies of statistical concepts and techniques. The process of generating multivariate normal data is a nontrivial process and practical guides without dense mathematics are limited in the literature (Nissen and Saft, 2014). Hence, the purpose of this paper is to offer researchers a practical guide for and a quick access to generating multivariate random data with a given mean and variance-covariance structure. A detailed outline of simulating multivariate normal data with a given mean and variance-covariance matrix using Eigen (or spectral) and Cholesky decompositions is presented and implemented in statistical computing platform R version 3.4.4 (R Core Team, 2018).

Keywords :
Cholesky decomposition, Eigen decomposition, simulation of multivariate random normal data, variance-covariance matrix, R

Publication Details:

Unique Identification Number : IJTSRD23987

Published In : Volume-3 | Issue-4, June 2019

Page Number(s) : 1126-1132

Publisher Name : IJTSRD | www.ijtsrd.com | E-ISSN 2456-6470

Copyright © 2019 by author(s) and International Journal of Trend in Scientific Research and Development Journal. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (CC BY 4.0) (http://creativecommons.org/licenses/by/4.0)

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