Mar 29, 2024  
2019-2020 Graduate Catalog 
    
2019-2020 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

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 roundoff and computer representation of numbers; (f) possibly numerical inversions of probability generating functions and Laplace transforms.

Prerequisites & Notes
PRQ: STAT 510, and either CSCI 230 or CSCI 240, or consent of the department.

Credits: 3