Statistics and Computing

Numerical Analysis for Statisticians

Authors: Lange, Kenneth

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About this Textbook

This book, like many books, was born in frustration. When in the fall of 1994 I set out to teach a second course in computational statistics to d- toral students at the University of Michigan, none of the existing texts seemed exactly right. On the one hand, the many decent, even inspiring, books on elementary computational statistics stress the nuts and bolts of using packaged programs and emphasize model interpretation more than numerical analysis. On the other hand, the many theoretical texts in - merical analysis almost entirely neglect the issues of most importance to statisticians. TheclosestbooktomyidealwastheclassicaltextofKennedy and Gentle [2]. More than a decade and a half after its publication, this book still has many valuable lessons to teach statisticians. However, upon re?ecting on the rapid evolution of computational statistics, I decided that the time was ripe for an update. The book you see before you represents a biased selection of those topics in theoretical numerical analysis most relevant to statistics. By intent this book is not a compendium of tried and trusted algorithms, is not a c- sumer’s guide to existing statistical software, and is not an exposition of computer graphics or exploratory data analysis. My focus on principles of numerical analysis is intended to equip students to craft their own software and to understand the advantages and disadvantages of di?erent numerical methods. Issues of numerical stability, accurate approximation, compu- tional complexity, and mathematical modeling share the limelight and take precedence over philosophical questions of statistical inference.

Reviews

From a review:

MATHEMATICAL REVIEWS

"This book provides reasonably good coverage of numerical methods that are important in statistical applications. ...but overall the text serves as a good introduction to computational statistics."

 


Table of contents (24 chapters)

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-0-387-22724-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Numerical Analysis for Statisticians
Authors
Series Title
Statistics and Computing
Copyright
1999
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-0-387-22724-5
DOI
10.1007/b98850
Series ISSN
1431-8784
Edition Number
1
Number of Pages
XV, 356
Topics