Modelling and identification
(laboratory 30h)
Final grade:
The final grade is based on the work at the laboratory. The list of problems to solve will be announced at each meeting. For every solved task you get a plus. To pass you need to solve at least half of problems, given during semester.
The final grade is:
Lab 1. Generation of random numbers - inverse method
Lab 2. Generation of random numbers - rejection method
Lab 3. Parametric estimation and limit theorems
Lab 4. Nonparametric estimation by kernel methods
Lab 5.
Lab 6.
Lab 7.
The final grade is:
- 5.5 - 100% points from lists,
- 5.0 - 90%,
- 4.5 - 80%,
- 4.0 - 70%,
- 3.5 - 60%,
- 3.0 - 50%,
- 2.0 - less than 50% of all points.
Topics:
Lab 1. Generation of random numbers - inverse method
Lab 2. Generation of random numbers - rejection method
Lab 3. Parametric estimation and limit theorems
Lab 4. Nonparametric estimation by kernel methods
Lab 5.
Lab 6.
Lab 7.