YOUNGSTOWN STATE UNIVERSITY
Department of Mathematics and Statistics
STAT 840, Statistical Computing, Course Code: 2293, Winter 2000
    Homework & Project  | SPSS Guide | SAS Guide | CMS and SAS notes | Data | WebCT
  Note 1 | Note 2 | Download Passport
WORD version of Note 3 through 13 are all in WebCT now
Instructor:          Dr. Guang-Hwa Andy Chang
Office:                1032 Cushwa Hall
Phone Number: (330) 742-1818
E-mail:              chang@math.ysu.edu
Webpage:          http://www.cis.ysu.edu/~chang/
Office hours:     11:00 a.m. - 12:00 noon, M - F, or by appointment.
Projects: Text :
Required:
1)  James Gentle, Random Number Generation and Monte Carlo Methods, Springer 1998.
2)  SAS® Language and Procedures: Usage, SAS Institute Inc.
Reference:
Reuven Rubinstein, Simulation and The Monte Carlo Method, John Wiley & Son.
William Kennedy, Jr. and James Gentle, Statistical Computing, Marcel Dekker, Inc.

Course Credit: 4 q.h.

Course Prerequisite: STAT 601 or equivalent, and MATH 743, and CS 610 or equivalent, or consent of instructor.

Course Description: Computational methods used in statistics. Topics include generation and testing of random numbers, computer intensive methods and simulations.

Course Objectives: The advance of computational power and ease of use has put statistics in a new perspective. The use of technology provides useful solutions to many statistical problems where mathematical solutions simply do not exist. Large scale and computer intensive simulation is a major component in nearly every field of statistical research. The goals for students in the course include:

Course Outline:

I. Gentle's Book
    1 Simulating Random Numbers from a Uniform Distribution
    2 Transformations of Uniform Deviates
    3 Simulating Random Numbers from Specific Distributions
    4 Generation of Random Samples and Permutations
    5 Monte Carlo Methods
    8 Monte Carlo Studies in Statistics

II. SAS® Language and Procedures: Chapter 1 - 39

III. Instructor's Note

(Software:  SAS, and the instructor may also use S-Plus, Fortran, IMSL, Maple or SPSS)

Grading:

Three tests (each 10%) ------------------ 30%
Homework & Computer Projects -------  45%
Final Exam (comprehensive) ------------- 25%
Total ----------------------------------- 100%
Final Grade:

90% to 100%         Þ A
80% to below 90% Þ at least a B
70% to below 80% Þ at least a C
60% to below 70% Þ at least a D
below 60%          Þ at most a D

Tentative schedule of tests:
   Test I: Jan. 21
   Test II: Feb. 11
   Test III: Mar. 3

The site, http://cact.ysu.edu has the newest version of Passport in a self-extracting zip file. 

To download this file, click either on the Passport Image, or the "Download Passwin.exe" link on the lower half of the page. 

To install this file double-click on the downloaded file, and then that should cause the file to extract.  Finally, a DOS window will quickly open, and when it says "finished" at the top, close the window, and restart the computer.  Now the new version of Passport has been installed. 

This works if you have previously installed passport or not.  If there are any errors or concerns please call Media and Academic Computing at x3350 and ask for George Rester or Mike Graham.