There are several uses for simulation:
**1.** Demonstration of statistical or probabilistic effects.
**2.** Understanding the responses of structures during their design to ranges of environmental
or operational conditions so that their designs can be optimized. Examples of this application
include aircraft and ship design, communication networks. This approach allows designers to develop
and test products without building prototypes for testing. It also provides opportunities for
designers to observe behaviors under extreme conditions that would be impossible or extremely
expensive to create for physical prototypes.
**3.** Simulation of theories for the behavior of physical systems. Simulation results can be
compared to observations for validation of theories. Examples include climate models, models for
astronomical phenomena such as solar system formation and galactic evolution, and models for
chemical reactions that can accelerate development of new drugs or vaccines.
**4.** Comparison of statistical methods under a variety of conditions and models. This is a
common method for the comparison of new methods to existing methods when analytical comparisons
are difficult or impossible to obtain.

One of **R**'s strengths is its extensive library of functions for simulation of random
variables. This includes the following distributions.

**Discrete r.v.'s**:

Distribution |
Basename |
---|---|

binomial | binom |

geometric | geom |

hypergeometric | hyper |

multinomial | multinom |

negative binomial | negbin |

Poisson | pois |

**Continuaous r.v.'s**:

Distribution |
Basename |
---|---|

beta | beta |

Cauchy (with location and scale) | cauchy |

chi-squared | chisq |

exponential | exp |

gamma | gamma |

F | f |

log-normal | lnorm |

normal | norm |

t | t |

uniform | unif |

Weibull | weibull |

For each distribution there are functions in **R** to generate the cdf, density or pmf,
quantiles, and random samples. These functions use the following convention: **d***name*
returns the density or probability mass function, **p***name* returns the cdf,
**q***name* returns quantiles, and **r***name* returns random samples.
For example,

n = 200 mu = 100 sig = 20 X = rnorm(n,mu,sig) X.hist = hist(X,plot=FALSE) x0 = seq(mu-4*sig,mu+4*sig,length=250) d0 = dnorm(x0,mu,sig) y0 = d0*n*unique(diff(X.hist$breaks)) y.lim = max(c(y0,X.hist$counts)) png("NormalDens.png",width=480,height=480) plot(X.hist,col="cyan",ylim=c(0,y.lim),xlim=mu+c(-4,4)*sig,main="") title(paste("Histogram of N(",mu,",",sig,")",sep="")) mtext("with Density Function",side=3,line=.25) lines(x0,y0,col="red") graphics.off()

Random number generators must be initialized before they are used. Ordinarily this is done
internally by **R**. However, there are situations in which a repeatable sequence of generated
values is required, for example, when testing code. In this case, we must initialize the RNG by
specifying what is referred to as the *seed*. In **R** this is accomplished by the
function `set.seed(seed)` where `seed` is an integer. Specifying this before using
one of the r-functions listed above will produce the same set of values.

2017-12-10