Type of Credit: Elective
Credit(s)
Number of Students
This course will utilize the statistical software R to explore the uncertainty of random variables through programming. Students will apply learned statistical methods by simulating random variables. The course will primarily be conducted through lectures and real-time programming exercises.
能力項目說明
This course aims to train students with profound knowledge using simulation to understand and learn a model. Develop students' intuition for dealing with statistical problems and their ability to implement practical ideas into programming languages.
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
Week 1-3 R language review and basic programming training
Week 4-5 Random numbers and Monte Carlo methods
Week 6-7 Generating discrete/continuous random variables
Week 8 Midterm
Week 9 The multivariate normal distribution
Week 10-11 Statistical analysis of simulated data
Week 12-13 Variance reduction techniques
Week 14-15 Statistical validation techniques
Week 16 Final exam
Homework 15%
Programming practice 35%
Midterm exam 25%
Final exam 25%
Simulation (5th edition) by Sheldon M. Ross