Computational Statistics (MAE836)
Undergraduate Courses Outlines - Department of Mathematics
General
| School |
School of Science |
|---|---|
| Academic Unit |
Department of Mathematics |
| Level of Studies |
Undergraduate |
| Course Code |
ΜΑΕ836 |
| Semester |
8 |
| Course Title |
Computational Statistics |
| Independent Teaching Activities |
Lectures-Laboratory (Weekly Teaching Hours: 3, Credits: 6) |
| Course Type |
Special Background |
| Prerequisite Courses | - |
| Language of Instruction and Examinations |
Greek |
| Is the Course Offered to Erasmus Students |
Yes (in English, reading Course) |
| Course Website (URL) | - |
Learning Outcomes
| Learning outcomes |
Students completing this course should be able to:
|
|---|---|
| General Competences |
|
Syllabus
Using R the following topics will be discussed: Generation of random numbers from discrete and continuous distributions. Monte Carlo integration. Using simulation techniques to visualize classical results of statistical inference via simulated data (asymptotic normality of mean, power of a test etc). Density Estimation and Applications (Kernel density estimation). Methods of Resampling ς (Jackknife και Bootstrap). Numerical maximization techniques (Newton-Raphson, Fisher scoring, expectation-maximization [EM]).
Teaching and Learning Methods - Evaluation
| Delivery |
Classroom (face-to-face) | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Use of Information and Communications Technology | - | ||||||||||
| Teaching Methods |
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| Student Performance Evaluation |
Final written exam in Greek (in case of Erasmus students in English) which concentrates on the solution of problems which are motivated by the main themes of the course. |
Attached Bibliography
See Eudoxus. Additionally:
- Davison, A. C., Hinkley, D. V., Bootstrap methods and their application. Cambridge University Press 1997.
- Rizzo, M. L., Statistical computing with R. Chapman & Hall/CRC 2007.
- Robert, C. P., Casella, G., Introducing Monte Carlo methods with R. Springer Verlag 2009