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 living campus
Just south of Växjö’s city centre you will find Linnaeus University’s campus. In Växjö, many students choose to live on campus.
Here you will have five minutes’ walking distance to friends, restaurants, lecture rooms, gym, grocery store, the University Library, nature trails, and student pubs. If you live in another part of Växjö, you can quickly get to the university by bus or bicycle.
With its 90 000 inhabitants, Växjö is one of the fastest growing cities in Sweden. Here you will find the famous Småland entrepreneurship spirit and a lot of companies, for instance within the IT industry – perfect for when you are looking for an internship position or a job. Växjö is also a picturesque city where you are always close to forests and water.
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.