Simulation and Statistical Computing. (3-0) 3 Credit Hours

Catalog description

Prerequisite: STA 5513 or consent of instructor. Elements of computer number representation, deterministic methods for function optimization, the Newton-Raphson method and variants, numerical quadrature, Gaussian quadrature, Laplace approximation, simulation of probability distributions, the inverse transform, common transformation methods, accept-reject methods, examples in Statistics, simulation from multivariate distributions, Monte Carlo integration, importance sampling, methods for variance reduction, Bootstrap, and Jackknife applications. This course has Differential Tuition.