Lecture log

Below you find an overview of what we have discussed in each lecture. This overview will be updated after each lecture.

Week	Date	Topics	Slides	Extra Material	Reading
2	08.01	Organisation of the course. Intro to R. Simulation from discrete RV	Slides	R code for Simulation of Queue, R code for simulation of pseudo random numbers, Intro to R , Some history about random number generators]]	GL: 1.1-1.2-1.3.1, GH: 1 (repetition)
2	10.01	Bivariate techniques (Box-Muller algorithm), ratio-of-uniforms method	Slides	R code to illustrate inversion sampling	GL: 1.3.2, GH: 6-6.2.2
2	11.01	Methods based on mixtures, multivariate Normal, Rejection sampling	Slides	R code to illustrate ratio of uniforms method and mixtures method,R code to illustrate rejection sampling	GL: 1. 4, 1.5.1, GH:6.2.2, 6.2.3