This page contains the lecture slides of an elementary introduction (by Mihir Arjunwadkar) to randomness, random number generation, Monte Carlo integration, and Makov chain Monte Carlo methods.
This course was conducted at CMS-SPPU in 2005-6 by Anil P Gore, retired professor of statistics, Department of Statistics, SPPU. It offers unique perspective on and insights about trying to address
real-life problems using statistics. The course was offered as an
invitation to indulge in this flavour of statistics, and exemplifies,
beyond uncertainty, the meaning of John Tukey's oft-quoted remark, "The best thing about being a statistician is that you get to play in everyone's backyard."
This course page has the slides of his lectures then, and links to his
subsequent video lectures elsewhere on topics not related to these