Stochastic Simulation: Monte Carlo Method

Related lectures (31)

Page 3 of 4

Covers the Monte Carlo method for statistical inferences using simulation tools and sample mean estimators.

Covers confidence intervals for Gaussian means, Student distribution, and Wald confidence intervals for maximum likelihood estimators.

Covers error estimation in Latin Hypercube Sampling, emphasizing the importance of accurate variance estimation.

Explores point estimation methods like MOM and MLE, discussing bias, variance, and examples.

Discusses statistical measures of central tendency and dispersion, focusing on mean, median, and their implications in data analysis.

Discusses Monte Carlo VaR accuracy, confidence intervals, backtesting, and multivariate distributions.

Explores parameter estimation, standard errors, and confidence intervals using the central limit theorem and practical examples.

Explains confidence intervals, margin of error, pivots, and significant figures in statistical estimation.

Explores linear regression estimation, linearity assumptions, and statistical tests in the context of model comparison.

Explains margins of error, coverage, and pivots in constructing confidence intervals for scalar parameters.