Empirical conditional cumulative distribution function

How I can write the Monte Carlo simulation code for the empirical conditional cumulative distribution function by using Rstudio. Can someone help me with this?

You mean that you have created (been given) an empirical cumulative distribution function.
And now you want to draw random samples from that distribution?
However I can't place the word conditional in this context? Can you explain?

Without the word conditional you could draw from the uniform distribution and use the inverse of your cumulative distribution function. Or do I misunderstand ?

I have a CDF for conditional bivariate combound poisson-gamma distrution that I approximated by using saddlepoint approximation. Now, I want to verify the accuracy of the approxamation method that I used By comparing it with empirical conditional CDF. But I don’t know how I can write the Monte Carlo simulation code.

No help from me, I am afraid.

But be as specific as possible.
What Is the aim of the MC code: draw random numbers from your distribution?
Then specify the exact form of the distribution.

I saw you also posted in Cross Validated, which seems a sensible thing to do.


This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.