Simulation Methods

Short Course

Introduction to Monte Carlo methods

Matlab Code

Examples:

1. Uniform29112022 (generate uniform random numbers),

2. Normal30110222 (generate from N(0,1) by inverse CDF),

3. Bernoulli05122022 (generate from Bernoulli(1-alpha) by generalized inverse CDF),

4. Metropolis-Hastings0512022 (generate from N(0,1), proposal N(0,sigma^2)),

Exercise: MH and Binomial