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TMS150/MSG400 Stochastic Data Processong and Simulation, 7.5 credits (Statistisk databehandling, 7.5 poäng)

First Quarter, Fall 2008 (Läsperiod 1, Höstterminen 2008)



Course Programme pdf-file, ps-file.

Literature: Chapter 1 and Laboration 1 pdf-file, ps-file. Data file for the laboration ibm.txt.

Literature: Chapter 2 and Laboration 2 pdf-file, ps-file. Data file for the laboration stockdata.tsv.

Literature: Chapter 3 and Laboration 3 pdf-file, ps-file. Data files for the laboration boot1.dat, boot2.dat.

Literature: Chapter 4 and Laboration 4 pdf-file, ps-file.

Literature: Chapter 5 and Laboration 5 pdf-file, ps-file.

Literature: Chapter 6 and Laboration 6 pdf-file, ps-file.

Literature: Chapter 7 pdf-file, ps-file. This non-mandatory lecture gives additional important facts about simulation of random variables. Note that there is no laboration on this lecture, and that it is up to each student to decide individually if he or she want to learn the subject matter covered by the lecture. The teachers of the course have the opinion that on the one hand, the material is very important for a statistician to know about, while on the other hand it would make the course to large to incorporate it as a mandatory part of the course. Note that there is no physical lecture on Chapter 7, and that it is a self-study part of the course.

Advice on Latex and Programming is here.

A Course Evaluation to be handed in after the Course is here tex-file, ps-file, pdf-file.

Additional information about the course can be found at Chalmers Student Portal. The corresponding www-page for University of Gothenburg is here.

Patrik Albin and Sofia Tapani are responsible for the course. Welcome to contact Patrik and Sofia for more information about the course.

Contact information Patrik Albin

www: http://www.chalmers.se/math/SV/organisation/matematisk-statistik/personal/larare-och-forskare/albin-patrik
Personal homepage: http://www.math.chalmers.se/~palbin
Email: palbin@math.chalmers.se
Telephone: 031 / 772 3512
Fax: 031 / 772 3508
Room: L3072
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden

Contact information Sofia Tapani
www: http://www.chalmers.se/math/SV/organisation/matematisk-statistik/personal/doktorander/tapani-sofia
Email: tapasofi@chalmers.se
Telephone: 031 / 772 5336
Fax: 031 / 772 3508
Room: L3101
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden


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