Computational Statistics Handbook with MATLAB

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ISBN 9781584882299
Cat# C2298
 

Features

  • Focuses on implementation and explains theory in lay terms
  • Provides detailed algorithms and MATLAB code for the methods presented
  • Includes a Computational Statistics Toolbox for MATLAB
  • Recommends sources for learning the theory behind the methods
  • Includes exercises at the end of each chapter
  • Contains a brief introduction to MATLAB for those unfamiliar with it
  • Summary

    Approaching computational statistics through its theoretical aspects can be daunting. Often intimidated or distracted by the theory, researchers and students can lose sight of the actual goals and applications of the subject. What they need are its key concepts, an understanding of its methods, experience with its implementation, and practice with computational software.

    Focusing on the computational aspects of statistics rather than the theoretical, Computational Statistics Handbook with MATLAB uses a down-to-earth approach that makes statistics accessible to a wide range of users. The authors integrate the use of MATLAB throughout the book, allowing readers to see the actual implementation of algorithms, but also include step-by-step procedures to allow implementation with any suitable software. The book concentrates on the simulation/Monte Carlo point of view, and contains algorithms for exploratory data analysis, modeling, Monte Carlo simulation, pattern recognition, bootstrap, classification, cross-validation methods, probability density estimation, random number generation, and other computational statistics methods.

    Emphasis on the practical aspects of statistics, details of the latest techniques, and real implementation experience make the Computational Statistics Handbook with MATLAB more than just the first book to use MATLAB to solve computational problems in statistics. It also forms an outstanding, introduction to statistics for anyone in the many disciplines that involve data analysis.

    Table of Contents

    PREFACE
    INTRODUTION
    What is Computational Statistics?
    An Overview of the Book
    MATLAB Code
    Further Reading
    PROBABILITY CONCEPTS
    Introduction
    Probability
    Conditional Probability and Independence
    Expectation
    Common Distributions
    MATLAB Code
    Further Reading
    Exercises
    SAMPLING CONCEPTS
    Introduction
    Sampling Terminology and Concepts
    Sampling Distributions
    Parameter Estimation
    Empirical Distribution Function
    MATLAB Code
    Further Reading
    Exercises
    GENERATING RANDOM VARIABLES
    Introduction
    General Techniques for Generating Random Variables
    Generating Continuous Random Variable
    Generating Discrete Random Variables
    EXPLORATORY DATA ANALYSIS
    Introduction
    Exploring Univariate Data
    Exploring Bivariate and Trivariate Data
    Exploring Multi-Dimensional Data
    MONTE CARLO METHODS FOR INFERENTIAL STATISTICS
    Introduction
    Classical Inferential Statistics
    Monte Carlo Methods for Inferential Statistics
    Bootstrap Methods
    Assessing Estimates of Functions
    DATA PARTITIONING
    Introduction
    Cross-Validation
    Jackknife
    Better Bootstrap Confidence Intervals
    Jackknife-After-Bootstrap
    PROBABILITY DENSITY ESTIMATION
    Introduction
    Histograms
    Kernel Density Estimation
    Finite Mixtures
    Generating Random Variables
    STATISTICAL PATTERN RECOGNITION
    Introduction
    Bayes Classification
    Evaluating the Classifier
    Classification Trees
    Clustering
    NONPARAMETRIC REGRESSION
    Introduction
    Smoothing
    Kernel Methods
    Regression Trees
    MARKOV CHAIN MONTE CARLO METHODS
    Introduction
    Background
    Metropolis-Hastings Algorithms
    The Gibbs Sampler
    Convergence Monitoring
    SPATIAL STATISTICS
    Introduction
    Visualizing Spatial Point Processes
    Exploring First Order and Second Order Properties
    Modeling Spatial Point Processes
    Simulating Spatial Point Processes
    APPENDICES
    Introduction to MATLAB
    Index of Notation
    Projection Pursuit Indexes
    MATLAB Code for Trees
    List of MATLAB Statistics Toolbox Functions
    List of Computational Statistics Toolbox Functions

    Editorial Reviews

    "[T]his book is perfectly appropriate as a textbook for an introductory course on computational statistics. It covers many useful topics, which in combination with the well-documented code, make the underlying concepts easy to grasp by the students. … Overall, this is a very nice book to be used in an undergraduate or Masters level computational statistics course. It would also prove useful to researchers in other fields that want to learn and implement quickly some advanced statistical techniques."
    - Journal of Statistical Software, July 2004, Vol. 11


    "I am pleased to see the publication of a comprehensive book related to computational statistics and MATLAB. … [T]his book is ambitious and well written. As a long-time user of MATLAB, I find this book useful as a reference, and thus recommend it highly to statisticians who use MATLAB. The book also would be very useful to engineers and scientists who are well trained in statistics."
    - Journal of the American Statistical Association, June 2004, Vol. 99, No. 466

    Downloads Updates


    Resource OS Platform Updated Description Instructions
    CompStats.zip All Windows Version October 03, 2001 Computational Statistics Handbook with Matlab
    Wininstall.pdf All Windows Version October 03, 2001 Installation instructions for Computational Statistics Handbook with Matlab

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