FIK3507 Statistical Problems in Simulation 6.0 credits
The course aims at providing the students with the fundamentals of experimental design techniques in Stochastic simulation. The focus is on telecom applications. After completion of the course the students should be able generate random variables of arbitrary distributions, make parameter estimates based on simulation results and assess their statistical error, to test hypotheses with simulations, to design simulations to lower the variance of usual simulation estimators, and finally, to determine whether the stochastic model chosen is consistent with a set of actual data
Information for research students about course offerings
The course is normally given biannually
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Content and learning outcomes
Course contents
1.Introduction & Probability review.
2.Random variable generators
3.Output data analysis: parameter estimation, correlation
4.Variance reduction techniques
5.Validation techniques & Hypothesis testing
Intended learning outcomes
The course aims at providing the students with the fundamentals of experimental design techniques in Stochastic simulation. The focus is on telecom applications. After completion of the course the students should be able to
- generate random variables of arbitrary distributions,
- make parameter estimates based on simulation results and assess their statistical error,
- to test hypotheses with simulations,
- to design simulations to lower the variance of usual simulation estimators, and finally,
- to determine whether the stochastic model chosen is consistent with a set of actual data.
Course disposition
The course will consist of 5 seminars and one project presentation session. The course will use the "reverse classroom" paradigm, i.e. the seminars are totally devoted to student driven activity (e.g. homework presentations, advising driven by student questions). There will be no conventional lecturing during the seminars, instead the lectures will be presented in videos that the students are expected to have worked through, before the seminar.
The course in concluded with an individual simulation task that the student will present as a written report and in an oral presentation.
Literature and preparations
Specific prerequisites
Recommended prerequisites
1.University level course in probability and statistics
2.Basic programming skills, preferably in Matlab
Equipment
Literature
Sheldon M. Ross, Simulation, Fifth Edition, Academic Press, ISBN-10: 0124158250
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
Examination
- EXA1 - Examination, 6.0 credits, grading scale: P, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
Other requirements for final grade
70% of the homwework problems adequately solved
Passed project report and oral presentation
Opportunity to complete the requirements via supplementary examination
Opportunity to raise an approved grade via renewed examination
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.
Further information
Course web
Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.
Course web FIK3507