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., pblaga@cs.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).	
Bibliography	 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:
&#8226; Final written exam :           50%
&#8226; Activity during the semester : 25% 
&#8226; Evaluation of homeworks :      25%