1. Computing for Research I Spring 2013
R: Random number generation & Simulations
April 7
Presented by:
Liqiong Fan

2. How to sample from common distribution:
Outline
How to sample from common distribution:
Uniform distribution
Binomial distribution
Normal distribution
Pre-specified vector
Examples:
Randomization code generation
Simulation 1 (explore the relationship between power and effect size)
Simulation 2 (explore the relationship between power and sample size)

3. 2. Sample from a vector: sample()
Syntax for random number generation in R
1. Sample from a known distribution: “r” + name of distribution:
e.g., runif() Uniform
rbinom() Binomial
rnorm() normal …
2. Sample from a vector: sample()
e.g., extract two numbers from {1,2,3,4,5,6} with replacement

4. Uniform distribution (continuous)
PDF
Mean:
Variance:

5. [R] Uniform distribution
runif(n, min=0, max=1)
See R code …

6. 1 [R] Uniform distribution
Use UNIFORM distribution to generate BERNOULLI distribution
Basic idea:
Uniform
distribution
Bernoulli
distribution 1
See R code …

7. [R] Binomial distribution
rbinom(n, size, prob)
e.g. generate 10 Binomial random number with Binom(100, 0.6)
n = 10
size = 100
prob = 0.6
rbinom(10, 100, 0.6)
e.g. generate 100 Bernoulli random number with p=0.6
n = 100
size = 1
prob = 0.6
rbinom(100, 1, 0.6)
See R code …

8. [R] Normal distribution
rnorm(n, mean, sd) #random number
dnorm(x, mean, sd) #density
pnorm(q, mean, sd) #P(X<=q) cdf
qnorm(p, mean, sd) #quantile
See R code …

9. [R] Normal distribution
dnorm(x, mean, sd) #density
e.g. plot a standard normal curve
pnorm(q, mean, sd) #probability P(X<=x)
e.g. calculate the p-value for a one sides test with standardized test statistic
H0: X<=0
H1: X>0
Reject H0 if “Z” is very large
If from the one-sided test, we got the Z value = 3.0, what’s the p-value?
P-value = P(Z>=z) = 1 - P(Z<=z)
1 - pnorm(3, 0, 1)

10. [R] Normal distribution
qnorm(p, mean, sd) #quantile
See R code …
rnorm(n, mean, sd) #random number
See R code …

11. [R] Another useful command for sampling from a vector – “sample()”
e.g. randomly choose two number from {2,4,6,8,10} with/without replacement
sample(x, size, replace = FALSE, prob = NULL)
sample(c(2,4,6,8,10), 2, replace = F) 4 8 2 6 10

12. [R] Another useful command for sampling from a vector – “sample()”
e.g. A question from our THEORY I CLASS:
“Draw a histogram of all possible average of 6 numbers selected from {1,2,7,8,14,20} with replacement”
Answer:
A quick way to solve this question is to do a simulation:
That is: we assume we repeat selection of 6 balls with replacement from left urn for many many times, and plot their averages. The R code is looked like: 14 20 8
a <- NULL
for (i in 1:10000){
a[i] <- mean(sample(c(1,2,7,8,14,20),6, replace = T)) }
hist(a) 1 2 7

13. [R] Another useful command for sampling from a vector – “sample()”
e.g. Generate 1000 Bernoulli random number with P = 0.6
sample(x, size, replace = T, prob =)
Answer:
Let x = (0, 1),
Let size = 1,
Let replace = T/F,
Let prob = (0.4, 0.6).
Repeat 1000 times 1

14. Generate randomization sequence
Example 1
Generate randomization sequence
Goal: randomize 100 patients to TRT A and B
1. Simple randomization (like flipping a coin) – Bernoulli distribution …
runif(), rbinom(), sample().
See R code …

15. Generate randomization sequence
Example 1
Generate randomization sequence
Goal: randomize 100 patients to TRT A and B
2. Random allocation rule (RAL)
Unlike simple randomization, number of allocation for each treatment need to be fixed in advance
Again, think about the urn model! 50
Draw the balls without replacement 50
RAL can only guarantee treatment allocation is balanced toward the end.

16. Generate randomization sequence
Example 1
Generate randomization sequence
Goal: randomize 100 patients to TRT A and B
3. Permuted block randomization
Block size = 4
AABB BABA BBAA BABA BAAB … BBAA
sample()
Think about multi urns model! 50 50 25 …

17. Example 2
Investigate the relationship between effect size and power – drug increases SBP
Linear model: Y = b0 + b1X + e
Y: Systolic Blood Pressure (response)
X: intervention (1 = drug vs. 0 = control)
e: random error = var(Y)
When X=0, E(Y) = b0, effect of control;
When X=1, E(Y) = b0 + b1, effect of drug;
Between group difference is represented by b1
b1 represents the effect size of new drug relative to the control.
For instance, assuming that the SBP in control population is distributed as N(120, 49), what is the power if the new drug can truly increase SBP by 0, 1, 2, 3, 4 and 5 units in a study with a sample size of 100 (50 in drug, 50 in placebo)
b0 = 120
e ~ N(0, 49)
Important information: Y (placebo) ~ N(120, 49)

18. Example 2
Investigate the relationship between effect size and power - drug increases BP
Y: Blood Pressure (response)
X: intervention (1 = drug vs. 0 = control)
e: random error = var(Y)
Linear model: Y = b0 + b1X + e
b0 = 120
e ~ N(0, 49)
Important information: Y (placebo) ~ N(120, 49)
We try to answer:
What’s the power given b1 (the real effect size of the treatment) is 0, 1, 2, 3, 4 or 5
Definition of Power:
Probability of rejecting NULL when ALTERNATIVE IS TRUE (i.e., b1 = some non-zero value).
If we run simulation for N times, power means the probability that b1 (treatment effect) shows significant (P<0.05) from linear regression tests out of N simulations

19. Example 2
Investigate the relationship between effect size and power - drug increases BP
Y: Systolic Blood Pressure (response)
X: intervention (1 = drug vs. 0 = control)
e: random error = var(Y)
Linear model: Y = b0 + b1X + e
Simulation steps (E.g. sample size = 50/ per group, 1000 simulations):
Generate X according to study design (50 “1”s and 50 “0”s);
Generate 100 “e” from N(0, 49);
Given b0 and b1, generate Y using Y = b0 + b1X + e;
Use 100 pairs of (Y, X) to refit a new linear model, and get the new b0 and b1 and their p-value;
Repeat these steps for 1000 times.
If type I error is 0.05, for a two-sided test

20. Investigate the relationship between sample size and power
Example 3
Investigate the relationship between sample size and power
Linear model: Y = b0 + b1X + e
We try to answer:
What’s the power given b1 = 2 and sample size = 25, 50, 75, 100, 125, and 150 per group

21. Some recommendation 1. Try not “fix” the parameters in your simulation
2. Always test your code with small number of iterations before
you actually start your simulation
3. Use append / write.table (… append = T …) to save the result or
simulated data
4. Print the number of interations / senarios
Code:
print(c)
flush.console()