Simuleringens statistiska problem

FIK 3507 Statistical Problems in Simulation, 6hp

Preliminary course information, spring 2021

The course is suitable for first year PhD students in Communication Systems, Networking and Computer Science.   The course is planned for period 1, 2021    February - March

Course Objectives:

The course aims at providing the students with the fundamentals of experimental design techniques in stochastic simulation.  After completion of the course the students should be able to

• generate random variables of arbitrary distributions,
• make parameter estimates based on simulation results and assess their statistical error,
• test hypotheses with simulations,
• design simulations to lower the variance of usual simulation estimators,
• assess whether the stochastic model chosen is consistent with a set of actual data.

Course disposition:

The course will consist of 5 video lectures,  5  homework discussion seminars  (Zoom) and one project presentation session.  The students are expected to solve designated homework problems and send in written solutions to the problems prior to each of the weekly seminars. Further,  the students should be prepared to make oral presentations of their solutions in the seminar sessions.  The course in concluded with an individual simulation task that the student will present as a written report and in an oral presentation

Course Requirements:

• 70% of homework problems solved
• Project report and oral presentation

Course literature:

Sheldon M Ross, “Simulation” (5^th ed), Academic  Press, ISBN  9780124158252

Recommended prerequisites

• University level course in probability and statistics
• Basic programming skills, preferably in Matlab

Expression of interest:

While the course instance is being registered and will appear in Canvas – if you are interested in participating in the course and want to receive updates ,  send me an email jenz@kth.se

Jens Zander