Direction: For each following applet, the
density and moments of the random variable are shown in blue in the
distribution graph and are recorded in the distribution table. On each
update, the empirical density and moments are shown in red in the distribution
graph and are recorded in the distribution table. The parameter can be
varied with a scroll bar.Press "Step" button
to show each simulation.You may see a serial of simulation by choosing
the number of simulation from the "stop freq" list box(the default number
is 10) and pressing "run" button.Renew or stop the process by choosing
"reset" button or "stop" button,respectively.
Random
Walk----The experiment consists of tossing n fair coins. The position
of the random walk after j tosses is the number of heads minus the number
of tails. Three random variables( the final position,the maximum position
and the time of the last zero) are recorded and their densities and means
are shown.
See also The
Ballot Experiment
Poisson
Experiment ----The experiment is to run a Poisson process until time
t. The arrivals are shown, and the number of
arrivals N is recorded and its density and mean is shown.
See also The
Exponential Experiment and The
Gamma Experiment
The Two-Type Poisson Experiment----The experiment is to run a Poisson process until time t. Each arrival is type 1 with probability p or type 0 with probability 1 - p.The number of type 1 arrivals M and the number of type 0 arrivals W are recorded and their densities and means are shown.
The Two-Dimensional Poisson Experiment----The experiment is to run a Poisson process in the plane, and record the number of points N in the square [0, w]2. The number of points N is recorded and the density and moments of N is shown.
Red
and Black Game( Gambler Ruin Problem)----A player starts with an initial
fortune x and bets (at even stakes) on independent trials for which the
probability of winning is p. The player must continue until she
is either ruined or reaches
a fixed target fortune a.
See also Red
and Black Experiment