37262 Mathematical Statistics6cp; 2hpw (lecture, online recording), 2hpw (lab class)
Requisite(s): (37161 Probability and Random Variables AND (33230 Mathematics 2 OR 33290 Statistics and Mathematics for Science OR 37132 Introduction to Mathematical Analysis and Modelling))
These requisites may not apply to students in certain courses. See access conditions.
Anti-requisite(s): 35363 Stochastic Models
There are many circumstances where it is impractical or impossible to analytically derive a solution to a problem. In these cases, simulation provides a way to gain insight without derivations. This subject considers the generation of random variables and their use to simulate random processes including Poisson processes, random walks and queuing systems, perform numerical integration, and solve difference equations. The methods of simulation considered include acceptance–rejection, importance sampling, Monte Carlo, and the Metropolis-Hastings algorithm.
Detailed subject description.