ST505: Statistical Simulation (5 ECTS)
STADS: 25000501Level
Bachelor course
Teaching period
The course is offered in the autumn semester.
2nd quarter.
Teacher responsible
Email: Yuri.goegebeur@stat.sdu.dkTimetable
| Group | Type | Day | Time | Classroom | Weeks | Comment |
|---|---|---|---|---|---|---|
| Common | I | Monday | 16-18 | U20 | 45-51 | |
| Common | I | Thursday | 08-10 | U20 | 45-51 | |
| S1 | TE | Wednesday | 14-16 | U20 | 47-51 | |
| S1 | TL | Thursday | 10-12 | U10b | 46-51 | |
| S2 | TE | Thursday | 14-16 | U20 | 47-51 | |
| S2 | TL | Friday | 12-14 | U10b | 46-51 |
Show personal time table for this course.
Comment:
Obligatorisk for Mat. Øk-studerende E2006.
Prerequisites:
None
Academic preconditions:
The contents of one of the courses SCIENCE STATISTICS or STATISTICS FOR BIOLOGISTS must be known.
Course introduction
To introduce statistical simulation as a tool to investigate stochastic phenomena and statistical methods, and to perform statistical inference. The participants will learn to use the statistical package R to carry out simulation studies.
Qualifications
The participants will learn how to generate random data from different distributions on the computer, to carry out, analyze and interpret simulation results, to use simulation methods to calculate p values and confidence intervals, to simulate complex systems and investigate their properties, to evaluate properties of statistical methods by use of simulation, to approximate integrals by means of simulation methods.
Expected learning outcome
Subject overview
Random number generators, inversion method, rejection sampling, permutation and randomization tests, simulation and extrapolation, power and bias investigations, simulation of experiments and complex systems, Monte Carlo integration, bootstrap methods.
Literature
- Meddeles ved kursets start.
Syllabus
See syllabus.
Website
This course uses e-learn (blackboard).
Prerequisites for participating in the exam
None
Assessment and marking:
Oral exam. Internal evaluation. Passed/not passed. Project report. 2 reports will be evaluated at the oral exam.
Expected working hours
The teaching method is based on three phase model.
Forelæsninger (28 timer), eksaminatorier (10 timer), laboratorieøvelser (12 timer).
Educational activities
Language
This course is taught in English.
Remarks
The course is taught via Blackboard. This course is taught in English if the instructor or any of the students are international; otherwise the course is taught in Danish.
Course enrollment
See deadline of enrolment.
Tuition fees for single courses
See fees for single courses.
