Babes-Bolyai University of Cluj-Napoca
Faculty of Mathematics and Computer Science
Study Cycle: Master
SUBJECT
| MC269 | Computational Statistical Models |
| Teaching Staff in Charge |
Prof. BLAGA Petru, Ph.D., pblaga cs.ubbcluj.ro |
| Aims |
|
Knowledge and simulation of some statistical models oriented on software products |
| Content |
|
1. Statistical models and software for statistical models: basics of probability and
statistics, random generators, Matlab procedures for probability and statistics. 2. Procedures for statistical data representations: statistical tables, statistical distributions, graphical presentations of statistical data. 3. Descriptive statistics by Matlab. Simulation by Matlab. 4. Models for statistical estimation: parameter estimators by maximum likelihood method, and confidence intervals. 5. Models for statistical hypotheses: hypotheses testing for expectations, hypotheses testing for variances, goodness-of-fit tests, tests for two and more populations. 6. Multiple linear regression: linear general model, Gauss-Markov model, classical linear model. 7. Generalized linear regression. 8. Analysis of variance: one way analysis, two-way analysis (without interaction, with interaction). |
| References |
|
1. Agratini, O., Blaga, P., Coman, Gh., Lectures on Wavelets, Numerical Methods, and
Statistics, Casa Cărţii de Stiinţă, Cluj-Napoca, 2005. 2. Blaga, P., Statistică... prin Matlab, Presa Universitară Clujeană, Cluj-Napoca, 2002. 3. Lebart, L., Morineau, M. G., Fenelon, J.-P., Traitment des donnees statistiques, Dunod, Paris, 1982. 4. Lehmann, E. L., Testing statistical hypotheses, Springer, New York, 1997. 5. Montgomery, D. C., Peck, E. A., Vining, G. G., Introduction to linear analysis, John Wiley & Sons (3rd ed.), New York, 2001. 6. Saporta, G., Probabilites, analyse des donnees et statistique, Edition Technip, Paris, 1990. 7. Tassi, Ph., Methodes statistiques, Economica (2n ed.), Paris, 1989. 8. Schverish, M. J., Theory of statistics, Springer, New York, 1995. 9. Stapleton, J. H., Linear statistical models, John Wiley & Sons, New York, 1995. 10. Weerahndi, S., Exact statistical methods for data analysis, Springer, New York, 1994. |
| Assessment |
|
Final grade consists from:
• Final written exam : 50% • Activity during the semester : 25% • Evaluation of homeworks : 25% |
| Links: | Syllabus for all subjects Romanian version for this subject Rtf format for this subject |