课程代码:121103B Course Code:121103B
课程名称:统计计算 Course Name:Statistical Computing
学时:48=16+32 Periods:48=16+32
学分:3 Credits:3
考核方式:考查 Assessment:Evaluation
先修课程:概率论 Preparatory Courses:Probability
数理统计 Mathematical Statistics计算机基础 Computer Basics
统计计算是统计学专业学生的专业选修课,通过本课程的学习使学生了解统计计算的基本理论和方法,教会学生使用统计软件解决一些统计问题,加深学生对统计知识的理解,为学生学习统计学专业的其他课程和解决与统计计算问题有关的实际问题打下基础。
本课程的主要内容包括随机数的产生,包括离散随机数和连续随机数的产生、常用分布函数与分位数的计算、随机模拟方法、EM算法、MCMC方法、Bootstrap方法等内容。
Statistical computing is a professional elective course for students of statistics. Course objective is to help students understand the basic theory and method of statistical computing, and learn students how to deal with some statistical problems with statistical software, and deepen understanding of statistical knowledge, and lay the groundwork for students to learning other statistical courses and solve practical problems related to statistical computing.
The main content of this course includes: generating random numbers, including generating discrete random numbers and continuous random numbers, calculation of common distribution function and quantile, random simulation approach, EM algorithm, Markov Chain Monte Carlo Methods, Bootstrap methods etc.