MATH5835M — Statistical Computing



Statistical computing is the branch of computational mathematics which studies computational techniques for situations which either directly involve randomness, or where randomness is used as part of a mathematical method. This module gives an introduction to statistical computing, with a focus on Monte Carlo methods. The following topics will be covered:

Lecture Notes

In place of lecture notes, we will use the book An Introduction to Statistical Computing: A Simulation-Based Approach (see References, below), which was specially written for this module. We will cover sections 3.1-3.3, 1.1, 1.3, 1.4, 2.3, 4.1, 4.2 and 5.2 of this book. The book is available online via the university library:


The following links contain pdf copies of the handouts from the lectures.


For the module we will use the statistical computing package R. This program is free software, and I would recommend that you install R on your own laptop. There are different versions of R available:

Alternatively you can use RStudio or plain R on the university computers.


Useful resources for learning R include to following:

R Code from Lectures (live and recorded)


The main reference for the module is the following book:

More in-depth information, beyond what we will be able to cover in the lectures, is for example contained in the following texts.