Stat 6304: Computational Statistics

Fall 2009

Instructor: Dr. H. K. Tony Ng
Office: 106 Heroy Science Hall
Phone: (214) 768-2465
e-mail: ngh@mail.smu.edu
webpage: http://faculty.smu.edu/ngh

Office Hours:
Tuesday 11:30 a.m. - 1:00 p.m.
Wednesday 1:00 p.m. - 2:30 p.m.
(or by appointment)

Course Outline (Revised on 1st Oct. 2009)

Some Useful Links

Presentation Schedule

Class Notes

Introduction to UNIX

Statistical Analysis in Microsoft Excel

Introduction to S, S-PLUS and R (Examples used in class)

Graphics in S-PLUS and R

Programming in S-PLUS and R

Monte Carlo Method and Random Numbers

Numerical and Monte Carlo Integration

Generating Discrete Random Variables

Generating Continuous Random Variables

Discrete Event Simulation Approach

Computation of Mean and Covariances

Variance Reduction Techniques

Resampling Methods

Homework Assignments

Assignment 1 (Due: 29th September, 2009, 5:00 p.m.)

Assignment 2 (Due: 15th October, 2009, 5:00 p.m.)

Assignment 3 (Due: 5th November, 2009, 5:00 p.m.)

Assignment 4 (Due: 3rd December, 2009, 5:00 p.m.)

Projects