In this course, we will focus on an abundance of examples and problems, relating the concepts with statistical practice and enhancing the application of simulation techniques to statistical problems of various difficulties.
授課大綱：
1. Introduction
2. Random Numbers
3. Generating Discrete Random Variables
4. Generating Continuous Random Variables
5. The Multivariate Normal Distribution and Copulas
6. Bootstrap method and Jackknife approach
7. Monte Carlo Integration and Importance Sampling
8. Markov Chain Monte Carlo Methods
9. EM Algorithm
10. Solve Equation and Optimization methods