Statistical Computing

Spring, 2011

Classes: 10-11:15am TTH

Instructor: Professor Jiayang Sun, Yost 326, 368-0630, jsun at
Office Hours: 4:15-5pm TTH (subject to change)

TA: Mr. Xiaosong Li, Yost 339, 368-2135, Xiaosong.li1 at case edu
Office Hours: 2-4pm MW

Other TAs' Hours:

Course Overview: Statistical computing is an essential part of modern statistical training, as it touches on almost every aspect of statistical theory and practice. This course covers some basic elements of statistical computing (numerical computation, seminumerical computation, symbolic and graphical computation) and some special topics. A tentative list of topics include:

Prerequisite: Stat 425 and some knowledge about R/Splus and one of the following three programming languages: Fortran, C/C++ and Pascal.

Text Books: No textbook is required since no single text covers all our topics. The course materials will be drawn from following excellent, recommended books:
  • Lange, K. (2010), Numerical Analysis for Statisticians, Springer, ISBN: 978-1-4419-5944-7, DOI 10.1007/978-1-4419-5945-4, 2nd edition.(Book Info)
  • Ripley, B. D. (2006), Stochastic Simulation, Reprint of 1987 original, Wiley. ISBN: 978-0-470-00960-4.

    Other References:

    The assessment will be based on homework assignments (50%), a presentation (10%) and a final examination (40%).
  • Class Webpage:

    Jiayang Sun