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CPS615 Foils -- set D: Statistics and Random Numbers (In preparation for Monte Carlo)

Given by Geoffrey C. Fox at CPS615 Basic Simulation Track for Computational Science on Fall Semester 95. Foils prepared 21 October 1995

This CPS615 Module has an overview of Random Numbers and statistics at the level needed for clear discussion of Monte Carlo Integration
It starts with basic properties of Random Numbers and extensions to multiple random variables and concept of independencs
Derivation of non-uniform probability distribution is illustrated with Gaussian distribution
We discuss computer generation of random variables for both sequential and parallel machines


Table of Contents for CPS615 Foils -- set D: Statistics and Random Numbers (In preparation for Monte Carlo)

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1 Lecture Stream 4
CPS 615 -- Computational Science in
Simulation Track
Statistics and Random Numbers
October 15, 1995
2 Abstract for Statistics and Random Numbers CPS615 Module
3 Basic Properties of Random Numbers
4 Means and Standard Deviations
5 Multiple Random Variables -- Correlation and Independence
6 Generation of Random Numbers
7 Derivation of NonUniform Probability Distributions
8 Mean and Standard Deviation of a function of a Random Variable
9 The Gaussian Distribution
10 Generation of Gaussian Distributions
11 How do computers get random numbers?
12 Simple Random Number Generator
13 More on Generation of Random Numbers Numerically
14 An Illustration of Dangers of Correlations!
15 Parallel Random Numbers
16 The Law of Large Numbers or the Central Limit Theorem.
17 Shapes of Probability Distributions in Central Limit Theorem
18 Central Limit Theorem for Functions
19 Error in Central Limit Averaging
20 Simpson and Trapezoidal Rule Integrations
21 Newton-Cotes and Iterated Rules
22 Gaussian and Monte Carlo Integration

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