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
Spring Term 2018
Lectures begin on week starting 19 March 2018
Lectures end during the week of 28 May 2018
English (upon request)
Type of studies
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
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 deadline was
16 October 2017.
Please note: This second application round is intended only for EU/EEA/Swiss citizens.