Fall, 2002
Topics to be covered include
Prerequsites for this course include a course in applied statistics and a course in statistical inference.
The text for the course is Elements of Computational Statistics.
There are some(!) errata and other notes. Let me know of any other errors (including minor typos) that you find.
You should look over the notation descriptions and definitions in Appendix C beginning on page 363.
Student work in the course (and the relative weighting of this work in the overall grade) will consist of
You must have an account on a system that has a web server. The CSI system is scs.gmu.edu. There are several other possibilities, including the university systems mason.gmu.edu and osf1.gmu.edu, and systems in IT&E. If you do not have an account yet, you can get one on scs.gmu.edu by filling out a request form that you can get from the SCS office in 103 Science & Technology I.
The scs.gmu.edu system requires a secure login (ssh) and secure ftp. You can get information about the system and options for accessing it at www.scs.gmu.edu/computing/
Here's a source of utility freeware, including programs for ssh.
Here's info on getting an account on the main GMU computers.
Each student will
prepare a Web page
for presentation of
the project and for some of the smaller assignments.
Here's more info on making a webpage, especially on GMU computers.
There are several programs that help you write html. I do not use any of these but you may find them useful. You can also produce html output directly from Microsoft Word. I do not use that for html either. (In fact, I use Word as infrequently as possible.)
The main software used in the course will be S-Plus or R.
A student version of S-Plus can be obtained at
http://elms03.e-academy.com/splus/
Information about R, including links for downloading, can be obtained at
http://www.r-project.org/
Assignment: Read Section 2.1 (pages 39-53) and Appendix A and B
(pages 337-362).
Make a web page for your project.
Choose two articles in statistics literature that report Monte Carlo studies
and write brief descriptions of them on your web page.
Two examples from the March 2002 issue of the Journal of the American Statistical Association are the one by Hawkins and Olive on problems of resampling for robust regression estimators and the one by Qin, Leung, and Shao on estimation with nonignorable nonresponse. There are several more articles in that issue that use Monte Carlo simulation to study statistical methods.
Assignment: Read Chapter 1; work problems 1.2, 1.3, 1.7, and 1.9 to
turn in.
This can be turned in late -- the assignment was a little harder
than I thought, and also some people have had problems getting their
programming skills up to par.
Put a brief description of your project on your web page. You will
add to this description as the semester progresses.
Assignment: Read Chapter 2; work problems 2.2, 2.4, and 2.7 to
turn in.
This can be turned in next week with the other Chapter 2 problems.
Assignment: Work problems 2.8, 2.9, and 2.10 to
turn in. Read Chapter 3.
The most important WWW repository of statistical stuff (datasets, programs, general information, connection to other sites, etc.) is StatLib Index at Carnegie Mellon.