Stein's method has emerged as a critical framework in the study of distributional approximations, providing quantitative bounds between probability distributions through the formulation and solution ...

Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 34, No. 1 (Mar., 1972), pp. 9-16 (8 pages) An exponential bound is obtained for probabilities of large deviations in a strictly ...

Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...

The Monte Carlo simulation estimates the probability of different outcomes in a process that cannot easily be predicted because of the potential for random variables.

This course covers the ideas underlying statistical modelling, its implementation through computational methods, and links to practical applications. Topics include probability and random variables, ...