HW # 1
1. write a paragraph or abstract of "Single Point, Single Dose
article as per example. Also find an article on transformations
or correlation functions and write a similar abstract
.
HW # 2
passed out problem on convergence in distribution and transformations
HW # 3 due Thurs Sept 12
for the cow's milk example, take Xo =10, r=0.3, S=1
using forward difference method over [0,10] time
simulate dX/dt = -r X and compare to exact solution
a) using dt = 0.2
b) repeat using dt = 1.0
c) repeat using dt =2.0
d) using dt = 0.2 and letting r be a UNIFORM
random variable over [0.2, 0.4]
simulate 100 sample paths of the first crossing
time to reach S=1.
Compare your simulation result to the theoretical
crossing time distribution using a chi-squared goodness
of fit test
HW # 5
due
1) Using Box Mueller transformation,
simulate 1001 normal(mean=2, variance=25) variates
make a scatter plot of X(n) vs X(n-1), does it look independent?
compute the serial correlation coef.
compute the marginal of X(n) and of X(n-1), overlay the
theoretical distribution on top of it.
2) repeat question 1) with u1 and u2 interchanged in the second
equation. comment on the shape of the scaterplot.
are the marginals still normal looking?