Laboratory for Mathematical Statistical Experiments

STAT 221: Monte Carlo Methods

© 2004 2005 2006 2007 2008 2009 2010 2011 2012 Raazesh Sainudiin. © 2008 2009 2010 2011 2012 Dominic Lee.

Read about this course first!

Time and Place for Presence

1. Three Weekly Face-to-Face Lectures in Erskine 4xx:
   1. Optional: download and view the videos of 2011 lectures from the YouTube PlayList: Monte Carlo Methods in Sage and
2. Two Weekly Laboratory/Tutorial:
   1. On your own time in Erskine 4xx.

Course Syllabus and Expectations

1. Note that you are expected to spend 6 to 8 hours per week on this course.
2. Evaluation:
   • 16%: Assessment 1 on YYYYMMDD (electronically due at 2359 hours YYYYMMDD)
   • 16%: Assessment 2 has two parts with equal weights:
     1. Paper and Pencil Part: Assessment 2a (due at 1000 hours on YYYYMMDD)
     2. Sage Worksheet Part: published on YYYYMMDD (electronically due at 2359 hours YYYYMMDD)
   • 16%: Assessment 3 has two parts with equal weights:
     1. Paper and Pencil Part: Assessment 3a (due at 1000 hours on YYYYMMDD)
     2. Sage Worksheet Part: published on YYYYMMDD (electronically due at 2359 hours YYYYMMDD)
   • 12%: Weekly Tutorial Attendance and Course Participation
   • 40%: Final Exam (3 hours long, open book, open notes and open web)
   Lab Assessments should be electronically submitted to Electronic Assignment Submission. You need to submit your assignment as an sws file. Read How to download worksheet as sws file for electronic submission.
3. See the weekly outline below for course material.

Course Outline

1. Week 01:
   • STAT221Week01: Introduction, Numbers, Strings, Booleans and Sets (published at sage.ac.nz or sagenb.org or sagenb.com )
     
   • Introduction to SAGE: (i) Create an account on our Sage notebook server (YouTubeLink_0.0), (ii) sign in,
     (iii) Do the exercises in worksheet Stat221Week01 (YouTubeLink_1.1, YouTubeLink_1.2, YouTubeLink_1.3, YouTubeLink_1.4, YouTubeLink_1.5, YouTubeLink_1.6) , and (iv) optionally, try getting Sage Notebook Accounts in the US from sagenb.org and in Korea from KIAST Sage Server on your own.
2. Week 02:
   • STAT221Week02: Map, Function, Collection and Probability (published at sage.ac.nz or sagenb.org or sagenb.com)
     
3. Week 03:
   • STAT221Week03: Conditional Probability, Random Variables, Expectations, Loops and Conditionals (published at sage.ac.nz or sagenb.org or sagenb.com)
     
4. Week 04:
   • STAT221Week04: Continuous Random Variables, Expectations, Data, Statistics, Arrays and Tuples (published at sage.ac.nz or sagenb.org or sagenb.com)
     
5. Week 05:
   • STAT221Week05: More on Statistics, List Comprehensions, and New Zealand Earthquake Data (published at sage.ac.nz or sagenb.org or sagenb.com)
     
6. Week 06:
   • STAT221Week06: Modular Arithmetic, Linear Congruential Generators, and Pseudo-Random Numbers (published at sage.ac.nz or sagenb.org or sagenb.com)
     
7. Week 07:
   • STAT221Week07: Pseudo-Random Numbers, Simulating from Some Discrete and Continuous Random Variables (published at sage.ac.nz or sagenb.org or sagenb.com)
     
8. Week 08:
   • STAT221Week08: Estimation and Likelihood, Maximum Likelihood Estimators, Symbolic Expressions in Sage (published at sage.ac.nz or sagenb.org or sagenb.com)
     
   • Tutorial08.pdf Wednesday, 19-Aug-2015 14:51:47 MST
9. Week 09:
   • STAT221Week09: Markov Chains (published at sage.ac.nz or sagenb.org or sagenb.com)
     
10. Week 10:
    • STAT221Week10: Limits, Convergence and Estimation (published at sage.ac.nz or sagenb.org or sagenb.com)
      
    • Tutorial10.pdf Wednesday, 19-Aug-2015 14:51:47 MST
11. Week 11:
    • STAT221Week11: Non-parametric Estimation and Testing (published at sage.ac.nz or sagenb.org or sagenb.com)
      
12. Week 12:
    • Lectures: Permutation Test and Monte Carlo Integration.
      Face-To-Face-Transmission - gotto be physically here for the last week!

1. STAT221Week01.sws Wednesday, 19-Aug-2015 14:51:50 MST
   and STAT221Week01.pdf Wednesday, 19-Aug-2015 14:51:47 MST
2. STAT221Week02.sws Wednesday, 19-Aug-2015 14:51:50 MST
   and STAT221Week02.pdf Wednesday, 19-Aug-2015 14:51:47 MST
3. STAT221Week03.sws Wednesday, 19-Aug-2015 14:51:50 MST
   and STAT221Week03.pdf Wednesday, 19-Aug-2015 14:51:47 MST
4. STAT221Week04.sws Wednesday, 19-Aug-2015 14:51:50 MST
   and STAT221Week04.pdf Wednesday, 19-Aug-2015 14:51:47 MST
5. STAT221Week05.sws Wednesday, 19-Aug-2015 14:51:50 MST
   and STAT221Week05.pdf Wednesday, 19-Aug-2015 14:51:47 MST
6. STAT221Week06.sws Wednesday, 19-Aug-2015 14:51:50 MST
   and STAT221Week06.pdf Wednesday, 19-Aug-2015 14:51:47 MST
7. STAT221Week07.sws Wednesday, 19-Aug-2015 14:51:50 MST
   and STAT221Week07.pdf Wednesday, 19-Aug-2015 14:51:47 MST
8. STAT221Week08.sws Wednesday, 19-Aug-2015 14:51:49 MST
   and STAT221Week08.pdf Wednesday, 19-Aug-2015 14:51:47 MST
9. STAT221Week09.sws Wednesday, 19-Aug-2015 14:51:50 MST
   and STAT221Week09.pdf Wednesday, 19-Aug-2015 14:51:47 MST
10. STAT221Week10.sws Wednesday, 19-Aug-2015 14:51:50 MST
    and STAT221Week10.pdf Wednesday, 19-Aug-2015 14:51:47 MST
11. STAT221Week11.sws Wednesday, 19-Aug-2015 14:51:50 MST
    and STAT221Week11.pdf Wednesday, 19-Aug-2015 14:51:47 MST

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Last modified on Thursday, 01-Sep-2016 18:44:21 MST and served on Sunday, 16-Mar-2025 12:38:24 MST.