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Computer Intensive Methods in Statistics

  • Number of credits 7.5 Credits
  • Level Master’s level
  • Starting Spring Term 2019

About the course

The course covers the statistical theory of stochastic simulation (Monte Carlo methods) and other computer-intensive
statistical methods, i.e. methods used to solve problems that are difficult to solve by analytical methods. The course
covers the generation of random numbers from different distributions and integral estimation including error estimation.
Also included are variance reducing methods, such as using antithetic variables, control variables, conditioning and
stratified sampling. Emphasis is placed on methods for simulating Poisson processes to allow for simulation of queuing
and inventory systems. Finally methods for constructing confidence intervals and performing hypothesis testing using
non-parametric and parametric bootstrap, for both one-and two-dimensional data, are introduced. Throughout the course
there is a major focus on implementing methods using appropriate software, such as Matlab, R or C.

In a degree, this course may not be included together with another course with a similar content. If unsure, students should ask the Director of Studies in Mathematics and Mathematical Statistics. The course can also be included in the subject area of computational science and engineering. 

Application and eligibility

Computer Intensive Methods in Statistics, 7.5 hp

Det finns inga tidigare terminer för kursen Spring Term 2019 Det finns inga senare terminer för kursen


Lectures begin on week starting 25 March 2019


Lectures end during the week of 3 June 2019

Study location



English (upon request)

Type of studies

Daytime, 50%

Required Knowledge

The course requires one of the following options or equivalent knowledge: 1) 90 ECTS including courses in Mathematical Statistics miminum 12 ECTS and a basic programming course minimum 7,5 ECTS. 2) 90 ECTS including a course in Statistical programming minimum 7,5 ECTS and a basic course in Calculus minimum 7,5 ECTS. Proficiency in English equivalent to Swedish upper secondary course English 5/A. Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies



Guaranteed place Applicants in some programs at Umeå University have guaranteed admission to this course. The number of places for a single course may therefore be limited.

Application code



Application deadline was 15 October 2018. Please note: This second application round is intended only for EU/EEA/Swiss citizens. Submit a late application at

Application and Tuition fees

As a citizen of a country outside the European Union (EU), the European Economic Area (EEA) or Switzerland, you are required to pay application and tuition fees for studies at Umeå University.

Application fee


Tuition fee, first instalment


Total fee


Contact us

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Course is given by
Dept of Mathematics and Mathematical Statistics
Contact person for the course is:
Study counselor Lars-Daniel Öhman