Transcript ST2004 Applied Probability Cool stuff with Random Numbers

ST2004 Applied Probability
Cool stuff with Random Numbers
SF MSISS also ST2005
JS - BA CS, CSLL; BAI
Erasmus?
ST2004 Exam: 2 hour
two group projects
Exam 85%; Project 15%
ST2005 Exam:
3 hr half: half draws on ST2004
(including project)
ST2004 Understanding Probability
Main Text
– Tijms, “Understanding Probability”, Cambridge 2007
• Part One
Probability in Action
– Chap 1 has 12 Probability Questions
– Chaps 2 and 3 include detailed case studies
• Part Two
Chap 7, 8, 9, 10, 11, 13
• Projects
Two mandatory (total 15%), one optional (30%)
• Exam Standard formulae ,tables of random numbers
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Will focus on understanding
Pseudo-Excel formulation using supplied random
Applying formulae
Will not focus on algebraic manipulation
ST2004 Excel
• Will use EXCEL in lab, class
– Alternative computing platforms fine
• Pseudo-code fine in exam
– Syntax and functions
• Templates & Help
• Excel and Maths
– Cells A1, B3
variables X, Y
– contain values, instances, realisations
• Excel formula: put in B3 formula =2*A1^2+3
• Math formula: Y = 2X2+ 3
ST2004 - House Rules
• Lectures 9:00 Mon, Tues
– Mon - ‘Interesting stuff’
– Tues - how to do it
– Handouts; fuller notes in ‘get’ folder; also last year
• Lab17:00 Tues, first 6 weeks
• Random roll call
– will select N from class randomly
• Timekeeping
– Late sign-up sheet
– “Please think twice about interrupting class”
ST2004
Other texts - alternative mathematics
Swift, L: Mathematics and Statistics for Business,
Management and
Finance, MacMillan 1997 (Part C)
Dekker, Kraaikamp, Lopuhaa, Meester: A Modern
Introduction to Probability and Statistics, Springer,2005
Stirzaker, D: Probability and Random Variables:
a beginner’s guide, Cambridge 2005
Compulsory Projects
Groups of 3 or 4
Self allocation fine; else random allocation
1. Dice
5%
1. Due 15th November - after reading week
2. Marks approx 2 weeks
2. League Tables
10%
1. Due 17th Jan – after term break
2. Marks approx 4 weeks
• Part 1
Compulsory Projects
– Conduct specified experiments on a ‘system’
• using computer generated random numbers
– Summarise results
• hence evaluate ‘system’
• show that you understand use of random numbers
• Part 2
– Investigate ‘something’ in some depth
• Using random numbers
Marking of projects:
75% for ‘getting it right’; 25% for skill/flair
Optional Extra Project NEW
• Substantial individual project
– Topic self nominated
• In consultation
• Not directly connected to ‘Part 2’
– Sign-up Week 4; Submit draft Week 10; Submit 31 Jan 2012
– Optional Project Mark 30%
• Final Mark
= max(100% reg mark; (70% reg mark + Opt Proj) )
reg mark = (Exam 85%; Compulsory Projects 15%)