[R] How to simulate from an estimated density

[sachinthaka.abeywardana at allianz.com.au]

You usually simulate a distribution by:
1. building the cumulative distribution (use cumsum).
2. Simulating a random number (from uniform distribution, use runif
(number_of_simulations_needed)).
3. Get the closest number to the number simulated from the cumulative
distribution.
4. The corresponding value is your distribution.

As to comparing them look up a Q-Q plot.

hope this helps (or what you asked for),
Sachin
p.s. I'm sorry if this has an corporate disclaimer attached (don't know how
to get rid of it).

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