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UC Home > Departments > College of Engineering > Mathematics and Statistics > Raazesh Sainudiin

STAT 221: Monte Carlo Methods

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

Read about this course first!
You may contact the course coordinator by emailing this address and the course tutor by emailing stat 221 tutor

Time and Place for Presence

1. Three Weekly Lectures by video:
   1. Download and view the videos of lectures from the STAT 221 Learn Site or view them from the YouTube PlayList: Monte Carlo Methods in Sage and
2. Two Weekly Laboratory/Tutorial:
   1. TBA each week at UC Restart Time Table

Course Syllabus and Expectations

1. Read general course information and note that you are expected to spend 6 to 8 hours per week on this course.
2. Evaluation:
   • 25%: Assessment 1 on 08/04/2011 (electronically due at 2359 hours 18/04/2011)
   • 30%: Assessment 2 has two parts with equal weights:
     1. Paper and Pencil Part: Assessment 2a (physically due at 1000 hours on 05/05/2011 in Forestry 252)
     2. Sage Worksheet Part: published on 05/05/2011 (electronically due at 2359 hours 19/05/2011)
   • 30%: Assessment 3 has two parts with equal weights:
     1. Paper and Pencil Part: Assessment 3a (physically due at 1000 hours on 10/06/2011 in Forestry 252)
     2. Sage Worksheet Part: published on 23/05/2011 (electronically due at 2359 hours 07/06/2011)
   • 15%: Weekly Tutorial Attendance and Course Participation
   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
     
   • 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
     
3. Week 03:
   • STAT221Week03: Conditional Probability, Random Variables, Expectations, Loops and Conditionals
     
4. Week 04:
   • STAT221Week04: Continuous Random Variables, Expectations, Data, Statistics, Arrays and Tuples
     
5. Week 05:
   • STAT221Week05: More on Statistics, List Comprehensions, and New Zealand Earthquake Data
     
6. Week 06:
   • STAT221Week06: Modular Arithmetic, Linear Congruential Generators, and Pseudo-Random Numbers
     
7. Week 07:
   • STAT221Week07: Pseudo-Random Numbers, Simulating from Some Discrete and Continuous Random Variables
     
8. Week 08:
   • STAT221Week08: Estimation and Likelihood, Maximum Likelihood Estimators, Symbolic Expressions in Sage
     
   • Tutorial08.pdf Saturday, 24-Sep-2011 09:15:08 NZST
9. Week 09:
   • STAT221Week09: Markov Chains
     
10. Week 10:
    • STAT221Week10: Limits, Convergence and Estimation
      
    • Tutorial10.pdf Saturday, 24-Sep-2011 09:15:09 NZST
11. Week 11:
    • STAT221Week11: Non-parametric Estimation and Testing
      
12. Week 12:
    • Lectures: Permutation Test and Monte Carlo Integration.
      Face-To-Face-Transmission - gotto be physically here for the last week!

Sage Work Sheets as SWS and PDF files

1. STAT221Week01.sws Saturday, 24-Sep-2011 09:15:12 NZST
   and STAT221Week01.pdf Saturday, 24-Sep-2011 09:15:08 NZST
2. STAT221Week02.sws Saturday, 24-Sep-2011 09:15:12 NZST
   and STAT221Week02.pdf Saturday, 24-Sep-2011 09:15:08 NZST
3. STAT221Week03.sws Saturday, 24-Sep-2011 09:15:13 NZST
   and STAT221Week03.pdf Saturday, 24-Sep-2011 09:15:08 NZST
4. STAT221Week04.sws Saturday, 24-Sep-2011 09:15:13 NZST
   and STAT221Week04.pdf Saturday, 24-Sep-2011 09:15:08 NZST
5. STAT221Week05.sws Saturday, 24-Sep-2011 09:15:13 NZST
   and STAT221Week05.pdf Saturday, 24-Sep-2011 09:15:08 NZST
6. STAT221Week06.sws Saturday, 24-Sep-2011 09:15:13 NZST
   and STAT221Week06.pdf Saturday, 24-Sep-2011 09:15:09 NZST
7. STAT221Week07.sws Saturday, 24-Sep-2011 09:15:13 NZST
   and STAT221Week07.pdf Saturday, 24-Sep-2011 09:15:09 NZST
8. STAT221Week08.sws Saturday, 24-Sep-2011 09:15:12 NZST
   and STAT221Week08.pdf Saturday, 24-Sep-2011 09:15:09 NZST
9. STAT221Week09.sws Saturday, 24-Sep-2011 09:15:12 NZST
   and STAT221Week09.pdf Saturday, 24-Sep-2011 09:15:09 NZST
10. STAT221Week10.sws Saturday, 24-Sep-2011 09:15:12 NZST
    and STAT221Week10.pdf Saturday, 24-Sep-2011 09:15:08 NZST
11. STAT221Week11.sws Saturday, 24-Sep-2011 09:15:12 NZST
    and STAT221Week11.pdf Saturday, 24-Sep-2011 09:15:08 NZST

Last modified on Saturday, 24-Sep-2011 09:15:13 NZST and served on Friday, 10-Feb-2012 03:51:12 NZDT.