ABSTRACT

Statistics and computing share many close relationships. Computing now permeates every aspect of statistics, from pure description to the development of statistical theory. At the same time, the computational methods used in statistical work span much of computer science. Elements of Statistical Computing covers the broad usage of computing in statistics. It provides a comprehensive account of the most important computational statistics. Included are discussions of numerical analysis, numerical integration, and smoothing.

The author give special attention to floating point standards and numerical analysis; iterative methods for both linear and nonlinear equation, such as Gauss-Seidel method and successive over-relaxation; and computational methods for missing data, such as the EM algorithm. Also covered are new areas of interest, such as the Kalman filter, projection-pursuit methods, density estimation, and other computer-intensive techniques.

chapter 1|32 pages

Introduction to Statistical Computing

chapter 2|28 pages

Basic Numerical Methods

chapter 3|94 pages

Numerical Linear Algebra

chapter 4|104 pages

Nonlinear Statistical Methods

chapter 5|78 pages

Numerical Integration and Approximation

chapter 6|25 pages

Smoothing and Density Estimation