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Simulation and computation 710


 
Module code STC 710
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

Efficient programming, Monte Carlo simulation, sampling of discrete and continuous probability models, General transformation methods, Accept-reject methods, Monte Carlo integration, importance sampling, numerical optimisation, Metropolis-Hastings algorithm, GIBBS sampling.
Module credits 15.00
Prerequisites STK 353
Contact time 1 lecture per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 1
The information published here is subject to change and may be amended after the publication of this information. The General Regulations (G Regulations) apply to all faculties of the University of Pretoria. It is expected of students to familiarise themselves well with these regulations as well as with the information contained in the General Rules section. Ignorance concerning these regulations and rules will not be accepted as an excuse for any transgression.

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