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2009-2010 Undergraduate Calendar

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Statistics (STAT)

School of Mathematics and Statistics Faculty of Science

STAT 3555 [0.5 credit]

Stochastic Modeling and Simulation (Honours)

Topics chosen from: 1) Random number generators, testing. 2) Generating independent random variables with a given distribution, examples, rejection sampling. 3) Stochastic models: Poisson processes, queueing systems, multivariate distributions, Gaussian processes, Gibbs sampler, Markov Chain Monte Carlo. 4) Variance reduction techniques. 5) Analysis of output.
Prerequisites: (i) either (a) STAT 2655, or (b) a grade of B or higher in STAT 2605, or (c) permission of the School; (ii) knowledge of a computer language.
Lectures three hours a week, tutorial/laboratory one hour a week.

Summer session: some of the courses listed in this Calendar are offered during the summer. Hours and scheduling for summer session courses will differ significantly from those reported in the fall/winter Calendar. To determine the scheduling and hours for summer session classes, consult the class schedule at

Not all courses listed are offered in a given year. For an up-to-date statement of course offerings for the current session and to determine the term of offering, consult the class schedule at