Computational Statistics

Computational inference has taken its place alongside asymptotic inference and exact techniques in the standard collection of statistical methods. It is based on an approach that uses modern computational power to simulate distributional properties of estimators and test statistics. This book describes computationally intensive statistical methods in a unified presentation, emphasizing techniques, such as the PDF decomposition, that arise in a wide range of methods. The book assumes an intermediate background in mathematics, computing, and applied and theoretical statistics. The first part consists of a single long chapter that reviews this background material while introducing computationally intensive exploratory data analysis and computational inference. The six chapters in the second part are focused on statistical computing.