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Middle East Technical University
Department of Statistics
Fall 2011-2012
STAT 361: Computational Statistics
Instructor : Assist. Prof. Özlem İLK, 134, Department of Statistics
: [email protected],
Phone: 210 53 26
: Res. Assist. Tuğba ERDEM, 141, Department of Statistics, [email protected]
Course WEB Page :
Lecture : Monday : 13:40-14:30 M04
Tuesday : 10:40-12:30 M05
Thursday: 8:40-10:30 Stat. Comp. Lab. or M07
Text Book : No particular text book.
Recommended Readings:
Martinez, W.L. and Martinez, A. R., (2002) Computational Statistics Handbook with
MATLAB, Chapman & Hall/CRC, Boca Raton.
Gentle, J. E., (2009) Computational Statistics, Springer.
Ross, S. M., (2002), Simulation, 3rd edition, Academic Press.
Givens, G.H., and Hoeting, J.A., (2005) Computational Statistics, Wiley, New York.
İlk, Ö., (2011) R Yazılımına Giriş, ODTÜ.
Öztürk, F., Özbek, L. (2004), Matematiksel Modelleme ve Simülasyon, Gazi Kitapevi,
Tentative Course Outline:
Random number generation. Generating from continuous & discrete distributions.
Exploratory Data Analysis.
Monte Carlo methods for inferential statistics.
Resampling. Data partitioning. Cross-validation. Bootstraping. Jackknifing.
Nonparametric probability density estimation.
Expectation and Maximization (EM) Algorithm (very shortly).
Markov Chain Monte Carlo Methods (if time permits)
Computing : MATLAB will be used in recitations. For most topics, R codes will also be covered in
lectures. However, homeworks should be submitted in MATLAB.
1 Midterm Exam
Final Exam
32 pts
25 pts
43 pts
100 pts
Do’s and Don’ts:
You are expected to attend all classes and exams.
No matter what the situation is, I have ZERO tolerance for plagiarizing (cheating). If one
chooses to copy others’ work, s\he chooses grade over learning and is unfair to her\his
classmates. There will be legal consequences.
Late homeworks will not be accepted.
Please do not have last minute requests. Especially, don’t try to contact us right before
Check your emails, netclass & course web page frequently. We may contact you via these
sources on subjects concerning class.
Please respect our schedule. For discussions and questions, come during our office hours, or
make an appointment in advance.
No calls to my cell or home phone.