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    1-Statistical Computing

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    1-Statistical Computing

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    3 views3 pages

    1-Statistical Computing

    Uploaded by

    va.vitekaramit

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    COURSE DETAILS

    Name of the Programme : Master of Science (Data Science)


    Semester : I
    Course Name : Statistical Computing
    Course Code : T6688
    No. of Credit : 4

    Learning Objectives:

    The Course aims at providing students with a good knowledge of


    computational methods in the field of statistics. Particular relevance is given
    to numerical methods as the course means to provide students with the ability
    to solve numerical problems using appropriate software tools.

    Pre-requisites:

    Algebra and Calculus

    Course Outline:

    Module No. Topic


    1 Random number generation, Requisites of a good random
    number generator, methods of random number generation
    such as linear congruential, mixed congruential and
    multiplicative congruential. Tests of randomness, digit
    frequency test and serial correlation, selection of a random
    number generator. Methods of generating random variables
    (model sampling)
    2 Optimization methods, direct search, grid search,
    interpolatory search, gradient search. Newton-Raphson
    method, Muller’s method, Aitken’s extrapolation.
    3 Numerical integration: quadrature formula, double
    integration, singularity, Gaussian integration.
    Monte Carlo Methods: Monte Carlo integration and Simple
    case studies, applications of Monte Carlo methods to
    compute expected values of functions of random variables.
    4 Computation of probabilities and percentage points in
    selected probability distribution, verification of WLLN and
    CLT using random number generator, simulating sampling
    distribution of a test statistic.
    5 Finding zeros of function: interpolation, Newton-Raphson
    method, Secant method etc
    6 Problem solving with statistical software

    Books Recommended:

    1. Rizzo Maria L (2008). Statistical computing with R. London : Chapman


    & Hall/CRC, c2008.
    2. Kennedy W. J. & Gentle J. E. (1980). Statistical Computing (Marcel
    Dekker)
    3. Thisted R. A.(1988). Elements of Statistical Computing, (Chapman and
    Hall)
    4. Krishnamurthy V. & Sen (1993). Numerical Algorithm Computation in
    Science and Engineering. (Affiliated East West Press), Second edition
    5. Law, A.M. and Kelton, W.D. (2000). Simulation, Modeling and Analysis
    Third Edition. (Tata McGraw Hill)
    6. Rajaraman V. (1993). Computer Oriented Numerical Methods, (Prentice-
    Hall). Fourth edition
    7. Ripley B. D.(1987) Stochastic Simulation. (John Wiley)
    8. Ross, S. (2000). Introduction to Probability Models. (Academic Press)
    9. Schilling, R.J. and Harris, S.L.(2002). Applied Numerical Methods for
    Engineers Using MATLAB and C, (Thomson and Brooks/Cole, Singapore)

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