Week 16; Variance reduction techniques: importance sampling for integration, control variates and antithetic variables.
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Course Material
- Week 1; Simulation and Its types
- Week 2; Computer Simulation
- Week 3; Clinical healthcare simulators
- Week 4; Some examples of mathematical modeling and simulation
- Week 5;Monte Carlo methods
- Week 6; Random number generation methods
- Week 7; Generation of random variables
- Week 8; Generation of discrete random variables
- Week 9; Generation of continuous random variables
- Week 10; Generation of discrete random variable using inverse transform and acceptance rejection method
- Week 11; Generation of continuous random variable using inverse transform and acceptance rejection method and related exercises
- Week 12; Comparison of algorithms to generate random variables
- Week 13; Simulating Descriptive measures of univariate, bivariate and multivariate with R one and two variable in testing of hypothesis about means with R
- Week 14; Simulating one and two variable in testing of hypothesis about correlation coefficients with R
- Week 15; Gibbs sampling and other resampling techniques
- Week 16; Variance reduction techniques: importance sampling for integration, control variates and antithetic variables.
- Chapters 16
- Department Statistics
- Teacher
Ms. Sadia Qamar
