STAT 433 - Statistical Computing

(3.00)

Topics include pseudo-random numbers and tests for pseudo-randomness, sampling methods, direct methods, rejection sampling, variance reduction importance sampling, stochastic simulation methods, randomization tests, and the jackknife and the bootstrap. Additional topics such as Gibbs sampling, Markov chains, Monte-Carlo and EM algorithm may be covered.

Course ID: 57063
Consent: No Special Consent Required
Components: Lecture
Requirement Group: You must have completed STAT 355 or STAT 453 with a grade of C or better.