Monte Carlo methods
7.5 credits
The course contains:
•General generation of one-dimensional random numbers, discrete and continuous: the inverse method, the acceptance-rejection technique, the compositon approach
•Generating specific one-dimensional random numbers: normal random numbers by the polar method, Poisson random variables, binomial random variables
•Generation of Poisson processes: homogenous and nonhomogenous, one-dimensional and two-dimensional
•Generation of multidimensional normal random numbers
•Generation of variables from copula models
•Variancereductiontechniques:useantitheticvariablesandcontrolvari- ates, conditioning, stratigic sampling, non-normalized and normalized importance sampling, latin hypercube sampling
•Statistical analysis of simulated data: the sample mean and sample variance, interval estimates of a population mean, bootstrapping technique for estimating mean square errors
•Statistical validation techniques: goodness of fit tests
Växjö – the student city with a vibrant campus
Just south of Växjö city centre lies Campus Växjö. Many students choose to live on campus.
Here you have friends, restaurants, lecture halls, gyms, a supermarket, the university library, outdoor recreation areas, and student pubs – all within a five-minute walk. You can also live in other parts of Växjö and easily reach the university by bike or bus.
With nearly 100 000 inhabitants, Växjö is one of Sweden’s fastest-growing cities. It has a strong Småland entrepreneurial spirit and a diverse business sector – perfect when you’re looking for a placement, an internship, or a job.
Växjö is also a scenic city, where you’re always close to forests and lakes, and it offers plenty of events and experiences, ranging from music and food to sports.
Build your own degree
Did you know that you can combine single-subject courses to build your own degree? In this way, you can design your own degree based on your interests and the career you are aiming for. This does not apply to all courses so make sure to check with a study counsellor at the faculty. Learn more about how you can build your own degree and become unique on the labour market.