Abstract
Summary Some concepts in probability and statistics can be illustrated with random experiments which use dice, cards, and urns containing colored beads. However the nature of such experiments limits their applicability and often dictates that sample sizes must be small. The computer allows us to efficiently simulate many different types of random experiments. In order for a student to write a computer program which will simulate a physical experiment, he is required to understand the experiment and available simulation techniques. It is also possible for a student to simulate theoretical results and in so doing he gains a better understanding and appreciation of the theory. Laboratory exercises have been written for a year‐long course in mathematical probability and statistics. Some of the exercises illustrate the simulation of physical experiments, while others help the student understand theoretical concepts. The students are encouraged to experiment. For example, if certain hypotheses in a theorem are ...
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