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| IST5031 | Random Numbers and Simulation | 3+0+0 | ECTS:7.5 | | Year / Semester | Fall Semester | | Level of Course | Second Cycle | | Status | Elective | | Department | DEPARTMENT of STATISTICS and COMPUTER SCIENCES | | Prerequisites and co-requisites | None | | Mode of Delivery | | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | -- | | Co-Lecturer | Faculty members | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | Concept of system, model and simulation and applications in statistics |
| Programme Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | PO - 1 : | Informs graphs of distance-time, velocity-time, exponential distributions, pointwise Poisson process, waitig lines model, regression models. | 1,8,9 | 1, | | PO - 2 : | Informs about simulation of some probability experiments, process of Central Limit Teorem, Monte Carlo İntegration. | 1,8,9 | 1, | | PO - 3 : | Recognizes generators and its properties like uniformly distributed random number generating, random numbers generating, random series, random number generators | 1,8,9 | 1, | | PO - 4 : | Aplies simulation techniques in tests like tests of contingency to uniform distribution, Run Test, Gap Test, Permutation Test, Poker Test, Coupon Test | 1,8,9 | 1, | | CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), PO : Learning Outcome | | |
| Programming and statistical inference for mathematical and statistical modeling |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | Basic definitions and concepts | | | Week 2 | Generating random numbers from uniform distribution | | | Week 3 | Linear Congruence Generators | | | Week 4 | Uniform Distribution Fit Test of Produced Numbers, Serial Relationship Tests, Run Test | | | Week 5 | Random Number Generation from Distributions | | | Week 6 | Random Number Generation from Continuous Distributions | | | Week 7 | Random Number Generation from Discrete Distributions | | | Week 8 | problem solving | | | Week 9 | Exam | | | Week 10 | Generating Numbers from Multivariate Distributions | | | Week 11 | Generating Numbers from a Multivariate Normal Distribution | | | Week 12 | Sampling. Jackknife and Bootsrap Sampling | | | Week 13 | Simulation in statistics. Comparison of estimators and test statistics with simulation | | | Week 14 | System-Model-Simulation. Reliability Analysis, System Reliability | | | Week 15 | Problem solving | | | Week 16 | Exam | | | |
| 1 | Öztürk, F. ve Özbek, L., Matematiksel Modelleme ve Simülasyon, 1998; Gazi Kitapevi, Ankara | | | |
| 1 | Chen, D., Chen J. D., Monte-Carlo Simulation-Based Statistical Modeling, 2017, Springer | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 2/10/2021 | 2 | 30 | | Quiz | 13 | 4/11/2021 | 2 | 20 | | End-of-term exam | 16 | 10/1/2022 | 2 | 50 | | |
| Student Work Load and its Distribution | | Type of work | Duration (hours pw) | No of weeks / Number of activity | Hours in total per term | | Yüz yüze eğitim | 3 | 14 | 42 | | Sınıf dışı çalışma | 5 | 14 | 70 | | Arasınav için hazırlık | 25 | 1 | 25 | | Arasınav | 1 | 2 | 2 | | Ödev | 6 | 10 | 60 | | Dönem sonu sınavı için hazırlık | 10 | 1 | 10 | | Dönem sonu sınavı | 2 | 1 | 2 | | Total work load | | | 211 |
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