Department of Statistics

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Department of Statistics
Graduate Program
R251100
Statistical Computing and Simulation
(統計計算與模擬)
Fall 2010
The mission of the Department of Statistics is to cultivate quality professionals with enthusiasm
and global perspectives.
Graduate Program Learning Goals (goals covered by this course are indicated):

1
Graduate students should be able to communicate effectively verbally and in writing.

2
Graduate students should solve strategic problems with a creative and innovative approach.
3
Graduate students should demonstrate leadership skills demanded of a person in authority.
4
Graduate students should possess a global economic and management perspective.
5
Graduate students should possess the necessary skills and values demanded of a true professional.

Instructor/開課教師:
Ray-Bing Chen /陳瑞彬
Prerequisite/先修科目:
Statistical Methods/統計方法
Course Objectives/教學目標:
Application of computing and simulation in statistical theory and methods/計算與模擬在
統計理論與方法之應用
Content Summary/授課課程大綱明細:
Concept and tool of computing/計算之概念與工具
Principle and techniques of programming/程式撰寫之原則與技術
Concept and tool of simulation/模擬之概念與工具
Understanding and demonstrating of application of statistical theory/應用統計理論之理
解與展示
Use and extension of application of statistical methods/應用於統計方法之使用與延伸
Computing or simulation of other interested or useful statistical problems/其他有興趣或
有意思的統計問題的計算或模擬處理
Textbook/教材課本:
Lecture notes written by the instructor/教師自行編寫之講義
Recommended references/參考書目:
Monte Carlo Strategies in Scientific Computing, by Jun S. Liu, Springer (2008)
Numerical Analysis for Statisticians, 2nd edition, by Kenneth Lange, Springer; (2010)
Course Requirement/課程要求:
Grading Policy/評量方式:
Homework: 60%
Final Project: 40%
Grading Policy for AACSB Multiple Assessment:
COMMU
CPSI
LEAD
 Oral Commu./ Presentation
 Written Communication
 Creativity and Innovation
 Problem Solving
 Analytical &
Computational Skills
 Leadership & Ethic
 Social responsibility
GLOB
 Global Awareness
VSP
 Values, Skills & Profess.
 Information Technology
 Management Skills
HW
60%
Final
Project
40%
20%
20%
30%
30%
20%
20%
20%
10%
20%
10%
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