620-131 Scientific Programming and Simulation

Note

Students may only gain credit for one of 620-131, 620-140, 620-160 (1997 or earlier Handbooks 617-141, 617-160, 617-170, 619-100, 619-101).

Credit Points

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Subject Description

This subject introduces the syntax of a programming language, the terminology of probability and the principles of probability modelling. Students completing the subject develop the ability to read, write and adapt computer programs, reformulate problems in a form suitable for computer solution, and use established numerical methods. They learn to carry out probability calculations using standard distributions, make an appropriate choice of model for standard situations, and to write programs to simulate simple probability models. The subject demonstrates the structure of a programming language, its potential and limitations, the application of probability modelling in describing the real world and the concept of randomness.

Introduction to programming: algorithms, simple data types, assignment, conditionals, iteration, functions and procedures, complex data types, array processing. Numerical methods: number representation, errors, numerical integration, solution of linear and nonlinear equations. Probability: basic probability theory, conditional probability and independence, law of total probability and Bayes' theorem. Elementary distribution theory: cumulative distribution function and quantiles; probability mass function and probability density function. Discrete and continuous distributions - using binomial and normal distributions as examples. Uniform number generators. Simulation of observations on a given distribution. Simulation of probability models. Application of the computer to simulation. An introduction to the principles of estimation and hypothesis testing based on simple probability models.

Assessment

Up to 24 pages of written assignments or project work as required, and three hours end-of-semester written examination, which may be given as two one and one-half hour papers.