STAT 340 Assignment 1 Winter 2016
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on January 20th, 2016 at 2:30pm either in the drop box on the 4th floor of
MC, box #14 OR, if requested in the question, online.
Hello Actuarial Science Students,
Here is your Spring newsletter. This term there are some reminders, some updates, and an
announcement from the SAS Chair. As always if you have any questions about any of these please
STAT 340 - Assignment 2 - Spring 2014
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on June 6 at 10:00 in the morning either in the drop box on the
4th floor of MC, box #14 OR, if requested in the question, on
Question 10
Let X be the inverse transform generator
for the binomial(3,1/2) distribution. Then:
A. X=F(x)
0
1
1
B. X F (U )
2
3
0
1
1
C. X F (U )
2
3
U
1
8
1
4
U
8
8
4
7
U
8
8
7
U
8
1
U
8
1
3
U
8
8
3
6
U
8
8
6
U
8
73
D. None of the above.
Question
Generating non-uniform random
variates
The inverse transform method
54
A General inverse F-1 of F
Suppose F(x) is any c.d.f.
U
U
55
F-1(U)
F-1(U)
Some properties of F-1
1
Define F ( y ) mincfw_x; F ( x ) y.
If F is continuous and increasing this is an inv
STAT 340 - Assignment 1 - Spring 2014
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on May 23 at 10:00 in the morning either in the drop box on the
4th floor of MC, box #14 OR, if requested in the question, on
Generating Dependent Normal
Suppose we want X1, X2 to be
N( i, i2 ) , i=1,2 but with
correlation(X1, X2) = where -1<1.
Generate Z1, Z2 independent N(0,1)
X1 =1 + 1 Z1
X 2 2 2 ( Z1 1 2 Z 2 )
Verify that X 2 has the correct mean,
variance, and correlation w
STAT 340 Spring 2014 Test 4
*Rip this page o. You only hand in this page!
Family (last) Name.
/22
First (given) Name .TOTAL=
Part A: Throughout this test U stands for a single uniform[0; 1] r.v. and Ui for independent uniform[0; 1]
r.v.s. In questions 2-5
Stat 340/CS437; Winter Midterm Exam
February 12, 2007 TIME: 55 minutes.
Instructors: D. McLeish/S. Steiner
Name.USERID.STUDENT I.D. .Mark./24
You are permitted to use a calculator and the attached formula sheet, but no other aids. All solutions must be
in
1. We want to find out whether gender is associated with liking ice cream. A class
wassampled and their results are shown in the table below. With the following null
and alternate hypotheses and at = 0.05, do the data support the alternative
hypothesis th
Standard Error of Estimator
The standard error is the square root of
the variance of the estimator
1 n
1
Var ( f (U i ) Var ( f (U i )
n i 1
n
Var ( f (U i )
Standard Error
n
se=sqrt(var(est)/length(est);
This gives standard error of estimator.
An approx
Efficiency Gain
The same number of calls to the function
callopt using antithetic gives ratio of
variances 4.3/2.23 relative to crude.
Nearly twice as efficient (i.e. half the
number of function evaluations
necessary)
In this example, if we insist on a ce
Winter 2013
Stat 340
STAT 340 - Winter 2013 Test 2
In this exam please assume the following:
1. All Condence Intervals and Hypothesis Tests are at a 95% and 5% level respectively.
2. You are marked according to the clarity and completness of your solution
DISCRETE UNIFORM
RANDOM NUMBER
GENERATION (Ross, Ch 3,
McLeish, Ch 3.1-3.2)
e.g. Stat 340 Class Random Number
Generator:
Write down five digits randomly
selected from cfw_0,1,2,9.
e.g.
12345
Some elementary tests:
N=number of digits equal
to 7 is binomia
STAT 340 Test 2
Spring 2014
Basic Rules:
1. Only a math approved, non-programmable, non-graphical calculator is allowed.
2. Please put your cell phone in your bag. A cell phone that is within reach is considered to be an illegal
tool.
3. Please leave all
Stat 340 Spring 2010
Test 1 Stat 340
Last (Family) Name: First (Given) Name:
Note: The back is easier than this page.
1. In Wiarton (a small town north of here), there is a 2 taxi service (no kidding) to shuttle people from place to
place. The interarri
STAT 340 Assignment 1 Winter 2016
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on January 20th, 2016 at 2:30pm either in the drop box on the 4th floor of
MC, box #14 OR, if requested in the question, online.
STAT 340 Assignment 2 Winter 2016
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on Wednesday February 3rd at 2:30pm either in the drop box on the 4th
floor of MC, box #14 OR, if requested in the question, onli
STAT 340 Assignment 1 Spring 2015
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on May 29 at 12:00 noon either in the drop box on the 4th floor of MC,
box #15 OR, if requested in the question, online.
Group Wo
STAT 340 Assignment 6 Spring 2015
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on July 17 at 12:00 noon either in the drop box on the 4th floor of MC,
box #15 OR, if requested in the question, online.
Group W
STAT 340 Assignment 5 Spring 2015
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on July 10 at 12:00 noon either in the drop box on the 4th floor of MC,
box #15 OR, if requested in the question, online.
Group W
STAT 340 Assignment 4 Spring 2015
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on June 26 at 12:00 noon either in the drop box on the 4th floor of MC,
box #15 OR, if requested in the question, online.
Group W
STAT 340 Assignment 4 Spring 2015
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on June 26 at 12:00 noon either in the drop box on the 4th floor of MC,
box #15 OR, if requested in the question, online.
Group W
STAT 340 Assignment 3 Spring 2015
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on June 19 at 12:00 noon either in the drop box on the 4th floor of MC,
box #15 OR, if requested in the question, online.
Group W
STAT 340 Assignment 2 Spring 2015
Last (Family) Name:
First (Given) Name:
Numeric UW ID:
Quest User ID:
Due Date: This is due on June 5 at 12:00 noon either in the drop box on the 4th floor of MC,
box #15 OR, if requested in the question, online.
Group Wo
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Course outline STAT 340:
Computer Simulation of Complex Systems
Lectures
Team
Instructor: Marius Hofert (marius.hofert@uwaterloo.ca; M3 4207)
Head TA: Adam Rahman (a45rahma@uwaterloo.ca)
Questions can be asked during the lecture breaks, after the lectures
Marius Hofert
University of Waterloo
2015-02-03
STAT 340: Computer Simulation of Complex Systems
Assignment 2 (due on 2015-02-17)
Exercise 8 (Sampling methods)
(4+4+4=12 points)
a) Let b R. Give a sampling algorithm for F (x) = 1 exp(2x(x b)[b,) (x) based
A very, very short introduction to R
What is R?
R is a free software environment for statistical computing and graphics.
R was created by Robert Gentleman and Ross Ihaka in 1993.
Since mid-1997, R is developed by the R Development Core Team (about
20 peop