Computational techniques commonly used in Statistics. Matrix decompositions. Least squares and Least Absolute Deviations. Solution of nonlinear equations. Optimization techniques including the EM algorithm and constrained optimization. Numerical integration. Generation of random numbers and stochastic simulation. Implementation in statistical software.
Fall (even years) Credits 3
Prerequisite
STT 442 and MTH 309 or (mathematical statistics and linear algebra)
