Statistics 6106, Fall 2009 Handouts

1.  Download a Free Version of FORTRAN:  www.stat.sc.edu/~habing/courses/740/mingw.html

2.  Some sample FORTRAN 77 programs.

3. Another site with a free FORTRAN 77 compiler:  www.cse.yorku.ca/~roumani/fortran/ftn.htm

4. A program to calculate descriptive statistics for an input sample of data.  Also, generate a random sample from a unit uniform distribution and calculate descriptive statistics for the sample.

5. The solution to Exercise 12 in Chapter 3.

6. Simulation of a random sample from a discrete uniform distribution.

7. The solution to Exercise 3 in Chapter 4.

8. Generating a random permutation of the first n natural numbers; simple random sampling.

9. Generating a random sample from a Bernoulli distribution.

10. Homework #2 Assignment

11. RAN2 – The “Perfect” Random Number Generator

12. Ch. 4, Exercise 4g – The Composition Method to Generate a Single Random Variate

13. Ch4, Exercise 4gN – Generating a Random Sample of Size N, Using the Previous Program as an External Function

14. The Algorithm Developed in Class for the Above Program

15. A Program Using a Subroutine to Generate the Clock Time, Given the Elapsed Seconds Since Midnight

16. A Program to Generate a Random Sample from the Distribution in Chapter 5, Example 5a

17. A Program to Generate a Random Sample from the Distribution in Chapter 5, Example 5b

18. A Program to Generate a Random Sample from the Distribution in Chapter 5, Example 5c

19. Homework #3 Assignment

20. A Program to Generate a Random Sample from the Standard Normal Distribution, Chapter 5, Example 5f

21. A Program to Generate Two Independent Random Samples from A Standard Normal Distribution, Using the Box-Muller Transformation

22. A Program to Generate a Random Variate from a Homogeneous Poisson Process

23. Homework #4 Assignment

24. The Bisection Method for Finding the Root of a Non-Linear Equation

25. The Newton-Raphson Method for Finding the Root of a Non-Linear Equation

26. Data set resources: http://lib.stat.cmu.edu/DASL/

http://www.keypress.com/x2814.xml

27. Nelder-Mead Animation

28. Maximum Likelihood Estimation Using PROC NLP – Nelder-Mead followed by Newton-Raphson

29. A Simulation Model for Ruin of a Liability Insurance Company

30. Fitting a Loss Distribution: Household Theft Sample Data\

31. A Simulation Model for Ruin of a Liability Insurance Company, Household Theft Insurance, Pareto Loss Distribution

32. Insurance Risk Model. Choosing a Sample Size Based on a Stopping Criterion Involving the Standard Error

33. Homework #5 Solutions