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Computer Intensive Methods in Statistics

  • Number of credits 7.5 credits
  • Level Master’s level
  • Starting Spring Term 2023

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 credits

Visa tillfällen för föregående termin Spring Term 2023 Det finns inga senare terminer för kursen

Starts

22 March 2023

Ends

4 June 2023

Study location

Umeå

Language

English

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 and Swedish equivalent to the level required for basic eligibility for higher studies Entry requirements

Selection

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

UMU-58300

Application

The online application opens 15 September 2022 at 13:00 CET. Application deadline is 17 October 2022. How to apply

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

SEK 900

Tuition fee, first instalment

SEK 17,850

Total fee

SEK 17,850

Contact us

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Contactperson for the course is:
Study counselor Lars-Daniel Öhman