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Northern Illinois University Course Info

Dekalb, Illinois

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STAT 515

Statistical Computing

Theory and assessment of commonly used numerical methods in statistical research such as (a) numerical optimization: Newton-Raphson, quasi-Newton, and other methods; (b) numerical integration: adaptive methods, Gauss quadrature, Monte Carlo; (c) Monte Carlo simulation: algorithms and methods for non-standard probability distributions; (d) numerical linear algebra: solving linear and non-linear systems of equations, SVD, Cholesky and other decompositions; (e) numerical roundo and computer representation of numbers; (f) possibly numerical inversions of probability generating functions and Laplace transforms

Units: 3.0

Prerequisites:
CSCI 240 - Computer Programming in C++
or
CSCI 230 - Computer Programming in FORTRAN
and
STAT 510 - Mathematical Statistics I