Department of Statistics

Recent Instructors Monahan, John	ST 750	Statistical Computing
	Course Description The intent of the course is to provide the statistician with the computational tools for statistical research and applications using digital computing machinery. Topics including random number generation and Monte Carlo methods, regression computations and application to statistical methods of optimization, sorting and Fast Fourier transform. Course Syllabus Algorithms and Computers Computer Arithmetic Matrices and Linear Equations More Methods for Solving Linear Equations Regression Computations Eigenproblems Functions: Interpolation, Smoothing and Approximation Introduction to Optimization and Nonlinear Equations Maximum Likelihood and Nonlinear Regression Numerical Integration and Monte Carlo Methods Generating Random Variables from Other Distributions Statistical Methods for Integration and Monte Carlo Markov Chain Monte Carlo Methods Sorting and Fast Algorithms Course Prerequisites ST552 Course Corequisites None Recent Textbooks Numerical Methods of Statistics by John Monahan (2001)