Statistical Modeling and Computation

J.C.C. Chan and D.P. Kroese Statistical Modeling and Computation,
Second Edition, Springer Texts in Statistics, Springer, 2025.

Order information: Springer

Programs (Julia, MATLAB, R): Probability Models Random Variables and Probability Distributions Joint Distributions Common Statistical Models Statistical Inference Likelihood Monte Carlo Sampling Bayesian Inference Shrinkage and Regularization Generalized Linear Models Nonparameteric Methods Dependent Data Models State Space Models Appendix

Nota bene: All programs in the second edition are written in the Julia programming language. MATLAB was used in the first edition. For most programs we also give the equivalent MATLAB and R code. The R programs were kindly provided to us by Mr Hyun Choi. Please report any errors to Joshua Chan or Dirk Kroese kroese@maths.uq.edu.au. Here is a list of errata for the first edition. Free download of Part I of the first edition. Free download of the Julia primer of the second edition.

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