Difference between revisions of "stat341 / CM 361"

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'''Computational Statistics and Data Analysis''' is a course offered at the University of Waterloo, currently being taught by Ali Ghodsi.
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'''Computational Statistics and Data Analysis''' is a course offered at the University of Waterloo<br />
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Spring 2009<br />
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Instructor: Ali Ghodsi  
  
==Description==
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<math>Insert formula here</math>
Until recently, the use of probabilistic and statistical models has been limited by the complexity of exact inference.  However, recent advances from statistics computing science have made many inference tasks practical.  This course will provide the fundamentals and algorithms for computational statistics.  Examples will be given of applications of these models in different areas.
 
  
==Lecture Content==
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==Sampling (Generating Random numbers)==
===Random Sampling and Inverse Transform Method===
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===Inverse Transform Method===
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Step 1: Draw <math> U~ \sim~ Unif [0,1] </math>. <br />
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Step 2: Compute <math> X = F^{-1}(U) </math>.<br />
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'''Example:'''<br />
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Suppose  we want to draw a sample from <math> f(x) =  \lambda e^{-\lambda x} <\math>

Revision as of 07:28, 13 May 2009

Computational Statistics and Data Analysis is a course offered at the University of Waterloo
Spring 2009
Instructor: Ali Ghodsi

[math]Insert formula here[/math]

Sampling (Generating Random numbers)

Inverse Transform Method

Step 1: Draw [math] U~ \sim~ Unif [0,1] [/math].
Step 2: Compute [math] X = F^{-1}(U) [/math].
Example:
Suppose we want to draw a sample from <math> f(x) = \lambda e^{-\lambda x} <\math>