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Computer Intensive Methods in Statistics

  • Number of credits 7.5 credits
  • Level Master’s level
  • Starting Spring Term 2022

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

Det finns inga tidigare terminer för kursen Spring Term 2022 Visa tillfällen för efterkommande termin

The information below is only for exchange students


24 March 2022


5 June 2022

Study location




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


Students applying for courses within a double degree exchange agreement, within the departments own agreements will be given first priority. Then will - in turn - candidates within the departments own agreements, faculty agreements, central exchange agreements and other departmental agreements be selected.

Application code



This application round is only intended for nominated exchange students. Information about deadlines can be found in the e-mail instruction that nominated students receive. The application period is closed.

Contact us

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