• Lecture:
  Tuesday & Thursday, 8:15 - 9:30, Mayo 1250.

  Instructor: John E. Connett, john-c@biostat.umn.edu, Mayo A460, 626-3699. Off-campus: CCBR, Room 200, 2221 Univ. Ave, SE, Mpls., 626-9010.

  Office hours, Mayo A460: Tuesday, Thursday, 9:30-11:00, and by appointment.

  Teaching Assistants :

  Shengde Liang. Office hours, 12:15-1:15 PM Wednesdays and by appointment; Mayo A-452. Telephone, 626-8332. Email, shengdel@biostat.umn.edu

  Cristina Oancea. Office hours, 12:00-2:00 PM Thursdays, and by appointment, Mayo A-452. Telephone, 625-6473. E-mail, cristino@biostat.umn.edu

  Texts (recommended, not required):

  (1) Monahan John F (2001): Numerical Methods of Statistics,

  Cambridge University Press, Cambridge, UK

  (2) SAS/IML Software, First Edition,

  SAS Institute, Inc., Cary, NC, 1990

  (3) SAS Macro Manual(To be Specified),

  SAS Institute, Inc., Cary, NC,

  (4) Class notes for the course:

  notes.001 : Distributions

  notes.002 : Randomization schedules

  notes.003 : Pseudo-random numbers

  notes.004 : Sample size, power, simulations

  notes.005 : Binomial outcomes

  notes.006 : Some program examples

  notes.007 : More on simulations

  notes.008 : Computation of summary stats

  notes.009 : More on summary stats

  notes.010 : More on summary stats

  notes.011 : Mysteries of the SAS data step

  notes.012 : Simulation from additional distribs

  notes.013 : Linear transformations, matrices 1

  notes.014 : Linear transformations, matrices 2

  notes.015 : Linear transformations, matrices 3

  notes.016 : SAS proc iml

  notes.016a : SAS proc iml basics ...

  notes.017 : Proc iml: solving nonlinear eqns

  notes.018 : Proc iml: finding maxima, minima

  notes.019 : Proc iml: maximum likelihood estn

  notes.020 : Proc iml: max like estn, contin.

  notes.021 : Proc iml: simulating multivar normals

  notes.022 : SAS macros: macro variables

  notes.023 : SAS macros: basics plus ...

  notes.023a : SAS macros: Some generalities & examples

  notes.024 : SAS macros: SAS/GRAPH ...

  notes.025 : SAS macros: More SAS/GRAPH ...

  notes.026 : SAS PROC NLIN: Introduction.

  notes.027 : SAS PROC NLIN and amoeba ...

  notes.028 : Variance Estimation, I

  notes.029 : Variance Estimation, II : Delta Method

  notes.030 : Numerical Integration

  notes.031 : Numerical Integration, Contin.: Romberg Integration

  notes.032 : Bayes Computations and Numerical Integration

  These will be updated and expanded during the semester.

  Additional Readings (On reserve in Biostat Reading Room):

  Numerical Recipes (Fortran Version),

  Press, Flannery et al., Cambridge U Press, 1989

  Exams: 1 Mid-Term Exam, 1 Final Exam.

  • XXX. XX, 2005 : 30%
  • Final exam : 40%

  Final exam time, room: To be announced.

  Computing Projects or Problems: 10 to 12 projects/problems. Combined, worth 30% of your grade.

  Class syllabus:
  

Most recent update: September 7, 2005.

Image: Wild Turkey.