Skip to content
printicon

Computer Intensive Methods in Statistics

  • Number of credits 7.5 Credits
  • Level Master’s level
  • Starting Spring Term 2018

Admitted to the course

Here you will find everything you need to know before the course starts.

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 2018 Visa tillfällen för efterkommande termin

Starts

Lectures begin on week starting 19 March 2018

Ends

Lectures end during the week of 28 May 2018

Study location

Umeå

Language

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


 

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

Application deadline was 16 October 2017. Please note: This second application round is intended only for EU/EEA/Swiss citizens. Submit a late application at Universityadmissions.se.

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

SEK900

Tuition fee, first instalment

SEK16,875

Total fee

SEK16,875

Contact us

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

Please be aware that the university is a state body and that what you write here can be included in a public document. Therefore, be careful if you are writing about sensitive or personal matters in this contact form. If you have a such an enquiry, please call us instead. All data will be treated in accordance with The Personal Data Act.

Course is given by
Dept of Mathematics and Mathematical Statistics