Mathematics and Statistics

Mathematics and Statistics

STAT 218 2009 S2: Computational Methods in Statistics

© 2004 2005 2006 2007 2008 2009 Raazesh Sainudiin. © 2008 2009 Dominic Lee.

Read about this course first!
You may contact the course coordinator by emailing this address and the course tutor by emailing stat 221 tutor

Time and Place for Presence

  1. Two Weekly Lectures:
    1. Mondays 1410-1500 hours in Erskine 445 and
    2. Wednesdays 1410-1500 hours in Erskine 445
  2. One Weekly Laboratory:
    1. Fridays 0900-0950 and/or 1000-1050 hours in Erskine 442

Course Syllabus and Expectations

  1. Read general course information and note that you are expected to spend 4 to 6 hours per week on this course.
  2. Evaluation: Lab Assessments should be electronically submitted to Electronic Assignment Submission.
  3. See the weekly outline below for course material.
  4. If You Are Interested: Numb3rs Learning Community, IYAI1.pdf.

Tentative Outline

  1. Week 01:
  2. Week 02:
    • Lectures: Probability Model
      Scribed02.pdf (Saturday, 24-Sep-2011 09:15:53 NZST)
    • Lab: Sets, Maps or Functions, SAGE collections and Discrete Probability. Exercise Stat218Lab2
  3. Week 03:
    • Lectures: Sigma field, Probability Space or Triple, Independence, Conditional Probability
      Scribed03.pdf (Saturday, 24-Sep-2011 09:15:53 NZST)
    • Lab: More SAGE collections, for loops, conditional statements and Discrete Probability. Exercise Stat218Lab3
  4. Week 04:
    • Lectures: Random Variable, Distribution Function, Indicator Function, Probability Mass Function, Discrete Random Variable, Bernoulli Random Variable, Continuous Random Variable, Probability Density Function, Uniform Random Variable, Expectation and Properties of Expectations.
      Scribed04.pdf (Saturday, 24-Sep-2011 09:15:53 NZST)
    • Lab: Arrays and Getting our Fingers Dirty with Bits of Real Data. Exercise Stat218Lab4
  5. Week 05:
    • Lectures: Population Mean and Variance of Bernoulli and Uniform(0,1) RVs, Winnings on Average, de Moivre RV, Probability, Data and Statistics, Product Experiments, IID Bernoulli and IID de Moivre Experiments, Sample Mean. Scribed05.pdf (Saturday, 24-Sep-2011 09:15:54 NZST)
    • Lab: List Comprehensions, Tuples, the New Zealand Lotto and its Statistics. Exercise Stat218Lab5
  6. Week 06:
    • Lectures: Sample Variance, Sample Standard Deviation, Order Statistics, EMF and EDF, Modular Arithmetic, Linear Congruential Generators and Pseudo-random Numbers.
      Scribed06.pdf (Saturday, 24-Sep-2011 09:15:54 NZST)
    • Lab: Modular addition and multiplication, linear Congruential Generators and Pseudo-Random Number Generators. Exercise Stat218Lab6
  7. Week 07:
    • Lectures: Generating Random Variables with the Inversion Sampler; Discrete and Continuous RVs, Bernoulli, Equi de Moivre, Uniform, Exponential, Cauchy, Inversion Sampler GUI;
      Scribed07.pdf (Saturday, 24-Sep-2011 09:15:54 NZST)
    • Lab: Common Random Variables and Inversion Sampling. Exercise Stat218Lab7
  8. Week 08:
    • Lectures: Parameter Estimation and the Likelihood Principle;
      Scribed08.pdf (Saturday, 24-Sep-2011 09:15:54 NZST)
    • Lab: Tutorial on MLE
  9. Week 09:
  10. Week 10:
    • Lectures: Convergence of Random Variables, Convergence in Probability and Distribution
      Scribed10.pdf (Saturday, 24-Sep-2011 09:15:53 NZST)
    • Lab: Tutorial for Exam part I
  11. Week 11:
    • Lectures: WLLN and CLT, Nonparametric Estimation and Testing: EDF, Gilvenko-Cantelli Lemma and DKW Inequality, Primer on Hypothesis Testing
      Scribed11.pdf (Saturday, 24-Sep-2011 09:15:53 NZST)
    • Lab: More on NZ Earth quakes and sharing/collaborating in SAGE. Exercise Stat218Lab11 (Closed) and collaborate/share through Stat218Lab11 (Open)
  12. Week 12:
Sage Work Sheets
  1. STAT218Lab1.sws Saturday, 24-Sep-2011 09:16:02 NZST
  2. STAT218Lab2.sws Saturday, 24-Sep-2011 09:16:02 NZST
  3. STAT218Lab3.sws Saturday, 24-Sep-2011 09:16:02 NZST
  4. STAT218Assessment1.sws Saturday, 24-Sep-2011 09:16:02 NZST
  5. STAT218Assessment1_Solutions.sws Saturday, 24-Sep-2011 09:16:02 NZST
  6. STAT218Lab4.sws Saturday, 24-Sep-2011 09:16:02 NZST
  7. STAT218Lab5.sws Saturday, 24-Sep-2011 09:16:02 NZST
  8. STAT218Lab6.sws Saturday, 24-Sep-2011 09:16:02 NZST
  9. STAT218Assessment2.sws Saturday, 24-Sep-2011 09:16:02 NZST
  10. STAT218Assessment2_Solutions.sws Saturday, 24-Sep-2011 09:16:02 NZST
  11. STAT218Lab7.sws Saturday, 24-Sep-2011 09:16:02 NZST
  12. STAT218Lab9.sws Saturday, 24-Sep-2011 09:16:02 NZST
  13. STAT218Assessment3.sws Saturday, 24-Sep-2011 09:16:02 NZST
  14. STAT218Assessment3_Solutions.sws Saturday, 24-Sep-2011 09:16:02 NZST
  15. STAT218Lab11Closed.sws Saturday, 24-Sep-2011 09:16:02 NZST

History of UCDMS Support for Course Materials.
Feedback on Course Materials from William Stein, the founder of SAGE.

Last modified on Saturday, 24-Sep-2011 09:16:10 NZST and served on Friday, 10-Feb-2012 03:51:35 NZDT.