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Simulation and computation 710


 
Module code STC 710
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

Efficient programming, Monte Carlo simulation, sampling of discrete and continuous probability models, General transformation methods, Accept-reject methods, Monte Carlo integration, importance sampling, numerical optimisation, Metropolis-Hastings algorithm, GIBBS sampling.
Module credits 15.00
NQF Level 08
Prerequisites Admission to either BScHons Mathematical Statistics or BComHons Mathematical Statistics or BScHons Statistics and Data Science or BComHons Statistics and Data Science
Contact time 1 lecture per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 1 or Semester 2
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