6866 F11 - STA 6866 Monte Carlo Statistical Methods Fall 2011 Prerequisite STA 6166 and 6167 or permission of instructor Credits 3 Course

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Unformatted text preview: STA 6866: Monte Carlo Statistical Methods Fall 2011 Prerequisite: STA 6166 and 6167 or permission of instructor. Credits: 3 Course Coordinator Professor George Casella casella@ufl.edu Instructors: Dr. Luis Leon-Novelo luis@stat.ufl.edu Dr. Andrew Womack ajwomack@stat.ufl.edu Lecture and office hours Lectures: MWF Period 6: 12:50-1:40, Weil Hall 234 Office Hours: To be announced Textbook Introduction to Monte Carlo Methods with R , Robert and Casella. Course Web Page The web page for the course is http://stat.ufl.edu/ ∼ ajwomack/sta6866fall2011.html All important information will be posted there, including assignments and solutions. Homework There will be six homework assignments. Due dates are given on the schedule below. Everyone is expected to do every problem that is assigned. You are encouraged to hand in your assignments in LaTeX which is freely downloadable: Windows: MikTeX, http://www.miktex.org/ Mac: TeXshop, http://www.uoregon.edu/ ∼ koch/texshop/obtaining.html Other: LaTeX Project http://www.latex-project.org/ Each HW PROBLEM will be graded on a scale of 0-4 . Homework is due at the beginning of class on the specified days. If your homework is late it will be graded on a scale of 0-3. Computing There will be many examples and assignments requiring computing. You should have R installed on your laptop (available as a free download from http://www.r-project.org/). There is an R package which accompanies the book, mcsm , available on all CRAN mirrors. Exams • Exam 1: Wednesday, Sep 21 • Exam 2: Wednesday, Oct 26 • Exam 3: Wednesday, Dec 7 All exams are closed book exams. The exams will consist of 3-4 problems, one of which you have seen before (if you do the homework). Any requested formula will be provided....
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This note was uploaded on 01/15/2012 for the course STA 6166 taught by Professor Staff during the Fall '08 term at University of Florida.

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6866 F11 - STA 6866 Monte Carlo Statistical Methods Fall 2011 Prerequisite STA 6166 and 6167 or permission of instructor Credits 3 Course

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