Laboratory for Mathematical Statistical Experiments

STAT 218 2009 S2: Computational Methods in Statistics

© 2004 2005 2006 2007 2008 2009 Raazesh Sainudiin. © 2008 2009 Dominic Lee.

Read about this course first!

Time and Place for Presence

1. Two Weekly Lectures:
   1. Mondays 1410-1500 hours in Erskine 445 and
   2. Wednesdays 1410-1500 hours in Erskine 445
2. One Weekly Laboratory:
   1. Fridays 0900-0950 and/or 1000-1050 hours in Erskine 442

Course Syllabus and Expectations

1. Note that you are expected to spend 4 to 6 hours per week on this course.
2. Evaluation:
   • 10%: Lab Assessment 1 on 31/07/2009 (due at 2359 hours 06/08/2009) Solution1
   • 15%: Lab Assessment 2 on 21/08/2009 (due at 2359 hours 10/09/2009) Solution2
   • 15%: Lab Assessment 3 on 25/09/2009 (due at 2359 hours 01/10/2009)Solution3
   • 60%: Exam (You need a minimum of 50% in the exam to pass this course)
   Lab Assessments should be electronically submitted to Electronic Assignment Submission.
3. See the weekly outline below for course material.
4. If You Are Interested: Numb3rs Learning Community, IYAI1.pdf.

Tentative Outline

1. Week 01:
   • Lectures: Sets, Maps, Numbers, Programs
     Scribed01.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: (i) Create an account on our Sage notebook server, (ii) sign in,
     (iii) exercise the published work sheet Stat218Lab1, and (iv) optionally, try sagenb.org on your own.
2. Week 02:
   • Lectures: Probability Model
     Scribed02.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: Sets, Maps or Functions, SAGE collections and Discrete Probability. Exercise Stat218Lab2
3. Week 03:
   • Lectures: Sigma field, Probability Space or Triple, Independence, Conditional Probability
     Scribed03.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: More SAGE collections, for loops, conditional statements and Discrete Probability. Exercise Stat218Lab3
4. Week 04:
   • Lectures: Random Variable, Distribution Function, Indicator Function, Probability Mass Function, Discrete Random Variable, Bernoulli Random Variable, Continuous Random Variable, Probability Density Function, Uniform Random Variable, Expectation and Properties of Expectations.
     Scribed04.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: Arrays and Getting our Fingers Dirty with Bits of Real Data. Exercise Stat218Lab4
5. Week 05:
   • Lectures: Population Mean and Variance of Bernoulli and Uniform(0,1) RVs, Winnings on Average, de Moivre RV, Probability, Data and Statistics, Product Experiments, IID Bernoulli and IID de Moivre Experiments, Sample Mean. Scribed05.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: List Comprehensions, Tuples, the New Zealand Lotto and its Statistics. Exercise Stat218Lab5
6. Week 06:
   • Lectures: Sample Variance, Sample Standard Deviation, Order Statistics, EMF and EDF, Modular Arithmetic, Linear Congruential Generators and Pseudo-random Numbers.
     Scribed06.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: Modular addition and multiplication, linear Congruential Generators and Pseudo-Random Number Generators. Exercise Stat218Lab6
7. Week 07:
   • Lectures: Generating Random Variables with the Inversion Sampler; Discrete and Continuous RVs, Bernoulli, Equi de Moivre, Uniform, Exponential, Cauchy, Inversion Sampler GUI;
     Scribed07.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: Common Random Variables and Inversion Sampling. Exercise Stat218Lab7
8. Week 08:
   • Lectures: Parameter Estimation and the Likelihood Principle;
     Scribed08.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: Tutorial on MLE
9. Week 09:
   • Lectures:Bernoulli and de Moivre random vectors, Permutations, Combinations, Factorials, Binomial random variable and random vectors, Multinomial RVs, Quincunx and Septcunx. Read Quincunx and Septcunx Paper and play with the QuinSeptcunx Visual Cognitive Tool GUIs.
     Scribed09.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
   • Lab: Solving equations, differentiation and integration. Exercise Stat218Lab9
10. Week 10:
    • Lectures: Convergence of Random Variables, Convergence in Probability and Distribution
      Scribed10.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
    • Lab: Tutorial for Exam part I
11. Week 11:
    • Lectures: WLLN and CLT, Nonparametric Estimation and Testing: EDF, Gilvenko-Cantelli Lemma and DKW Inequality, Primer on Hypothesis Testing
      Scribed11.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
    • Lab: More on NZ Earth quakes and sharing/collaborating in SAGE. Exercise Stat218Lab11 (Closed) and collaborate/share through Stat218Lab11 (Open)
12. Week 12:
    • Lectures: Permutation Test and Monte Carlo Integration.
      First read Permutations, Combinations, Factorials if you have not already.
      Scribed12.pdf (Wednesday, 19-Aug-2015 14:52:12 MST)
    • Lab: Tutorial for Exam part II

1. STAT218Lab1.sws Wednesday, 19-Aug-2015 14:52:17 MST
2. STAT218Lab2.sws Wednesday, 19-Aug-2015 14:52:17 MST
3. STAT218Lab3.sws Wednesday, 19-Aug-2015 14:52:17 MST
4. STAT218Assessment1.sws Wednesday, 19-Aug-2015 14:52:17 MST
5. STAT218Assessment1_Solutions.sws Wednesday, 19-Aug-2015 14:52:17 MST
6. STAT218Lab4.sws Wednesday, 19-Aug-2015 14:52:17 MST
7. STAT218Lab5.sws Wednesday, 19-Aug-2015 14:52:17 MST
8. STAT218Lab6.sws Wednesday, 19-Aug-2015 14:52:17 MST
9. STAT218Assessment2.sws Wednesday, 19-Aug-2015 14:52:17 MST
10. STAT218Assessment2_Solutions.sws Wednesday, 19-Aug-2015 14:52:17 MST
11. STAT218Lab7.sws Wednesday, 19-Aug-2015 14:52:17 MST
12. STAT218Lab9.sws Wednesday, 19-Aug-2015 14:52:17 MST
13. STAT218Assessment3.sws Wednesday, 19-Aug-2015 14:52:17 MST
14. STAT218Assessment3_Solutions.sws Wednesday, 19-Aug-2015 14:52:17 MST
15. STAT218Lab11Closed.sws Wednesday, 19-Aug-2015 14:52:17 MST

History of UCDMS Support for Course Materials.
Feedback on Course Materials from William Stein, the founder of SAGE.

Last modified on Thursday, 01-Sep-2016 18:44:46 MST and served on Friday, 11-Oct-2024 07:08:07 MST.