Babes-Bolyai University of Cluj-Napoca
Faculty of Mathematics and Computer Science
Study Cycle: Master

SUBJECT

Code
Subject
MC269 Computational Statistical Models
Section
Semester
Hours: C+S+L
Category
Type
Modeling and Simulation - in English
1
2+2+1
compulsory
Teaching Staff in Charge
Prof. BLAGA Petru, Ph.D.,  pblagacs.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