SE361. Statistical Simulation and Data Analysis
(3-1-0-0-4)
Simulation of random variables from discrete, continuous, multivariate distributions and stochastic processes, Monte-Carlo methods. Regression analysis, scatter plot, residual analysis. Computer Intensive Inference Methods - Jack-Knife, Bootstrap, cross validation, Monte Carlo methods and permutation tests. Graphical representation of multivariate data, Cluster analysis, Principal component analysis for dimension reduction.
- REFERENCES:
- Cook and Weisberg: Residual Influence in Regression
- Du Toit, Stefen and Stump: Graphical Exploratory Data Analysis
- Law and Kelton: Simulation, Modeling and Analysis
- Morgan: Elements of Simulation
- Ripley: Stochastic Simulation
- Weisberg: Applied Linear Regression Analysis
- Efron and Tibshirani: An Introduction to Bootstrap
- Concerned Department: Mathematics