This is a repository for work done in PSTAT194CS at UC Santa Barbara.

The Computational Methods in Statistics covers topics such as: random number generation; Monte Carlo sampling, integration, and variance reduction techniques; AR sampling; and more.

random_variables

• Midterm project code and report implementing and discussing methods for generating Normal and Exponential random variables from Uniform ones. In partciular, the Marsaglia and Ziggurat methods are covered, followed by Kolmogorov-Smirnov testing to conclude that the methods work.

monte_carlo_estimation

• Final project code and report based on insect measurement data. We use bootstrapping and the Metropolis-Hastings MCMC algorithm to estimate linear model parameters and get a sampling distribution for statistical inference.