FIK3507 Statistical Problems in Simulation 6.0 credits

Simuleringens statistiska problem

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Course information

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

  1. generate random variables of arbitrary distributions,
  2. make parameter estimates based on simulation results and assess their statistical error,
  3. to test hypotheses with simulations,
  4. to design simulations to lower the variance of usual simulation estimators, and finally,
  5. 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 *

No information inserted

Recommended prerequisites

1.University level course in probability and statistics

2.Basic programming skills, preferably in Matlab

Equipment

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Literature

Sheldon M. Ross, Simulation, Fifth Edition, Academic Press, ISBN-10: 0124158250

Examination and completion

Grading scale *

P, F

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

No information inserted

Opportunity to raise an approved grade via renewed examination

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Examiner

Jens Zander

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

Offered by

EECS/Communication Systems

Main field of study *

No information inserted

Education cycle *

Third cycle

Add-on studies

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Contact

Jens Zander

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.

Postgraduate course

Postgraduate courses at EECS/Communication Systems