Sampling and Monte Carlo Simulation

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Session Overview

Photograph of a floppy disk.

This lecture starts with some examples of how to use pylab's plotting mechanisms. It then returns to the topic of using probability and statistics to derive information from samples.

Session Activities

Lecture Videos

About this Video

Topics covered: Plotting, randomness, probability, Pascal's algorithm, Monte Carlo simulation, inferential statistics, gambler's fallacy, law of large numbers.

Resources

Check Yourself

Can probabilities be added?

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What is a Monte Carlo simulation?

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What is the guiding principle of inferential statistics?

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What is the law of large numbers (a.k.a. Bernoulli's Law)?

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What is the gambler's fallacy?

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Problem Sets

Problem Set 6: Simulating Robots (Due)

In this problem set you will practice designing a simulation and implementing a program that uses classes.

Problem Set 7 (Assigned)

Problem set 7 is assigned in this session. The instructions and solutions can be found on the session page when it is due, Lecture 16 Using Randomness to Solve Non-random Problems.

Further Study

These optional resources are provided for students that wish to explore this topic more fully.

Readings

 

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