The explosion in power of computers over the past twenty years or so is changing the face of statistical science. Once upon a time, intuitively attractive statistical procedures had to be consigned to the waste bin if they led to unfathomable mathematical complications, or required masses of intricate calculations for their practical implementation. Now such difficulties can often be circumvented by using computer simulation and number crunching. This has led to the development and widespread use of many new statistical tools including the bootstrap, Markov Chain Monte Carlo methods and non-parametric kernel smoothing methods. Computer intensive statistical methods are not only in general... -- Course Website
Instructor: Assistant Professor John Lau
Prerequisites: STAT3361 3S1: Random Processes and Their Applications or STAT3366 3S6: Applied Statistical Methods or STAT3364 3S4: Applied Probability in Commerce and Finance or STAT3400 3S0: Mathematical Statistics, Large Sample Theory
