Marquette University
Daniel B. Rowe, Ph.D.
MSSC 6020: Statistical Simulation
Textbook: Ross, Sheldon (2012). Simulation, Fifth edition. Academic Press. (ISBN: 0124159710)
Other topics not in the assigned textbook will also be covered.

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Course Syllabus Spring 2024
Syllabus, Timeline
Often more than one class period will be used to cover particular topics.
We will also do some homework on the chalkboard, we will go through and run Matlab code, and review for exams in class.

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Course Lectures
0. Syllabus
1. Numerical Integration/Chapter 3: Random Numbers
2. Chapter 4: Generating Discrete Random Variables
3. Chapter 5: Generating Continuous Random Variables
4. Chapter 6: The Multivariate Normal Distribution and Copulas
5. Symmetric Matrix PDFs
6. Line Fitting and Regression
7. Multivariate Multiple Linear Regression
8. Logistic Regression Analysis
9. Linear and Logistic Regression as Artificial Neural Networks
10. Chapter 8: Statistical Analysis of Simulated Data (Bootstrap) & Confidence Intervals for the Variance (min CI)
11. The Correlation Coefficient
12. Bayesian Statistics
13. Chapter 9: Variance Reduction Techniques, Importance
     Chapter 12: Markov Chain Monte Carlo Methods

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