Statistical Modeling and Computation

This homepage accompanies the book:

D.P. Kroese and J.C.C. Chan. Statistical Modeling and Computation,
Springer, 2014.

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The table of contents and Part I of the book can be downloaded for free here.

Matlab (and R) Programs:
Chapter Title
1 Probability Models
2 Random Variables and Probability Distributions
3 Joint Distributions
4 Common Statistical Models
5 Statistical Inference
6 Likelihood
7 Monte Carlo Sampling
8 Bayesian Inference
9 Generalized Linear Models
10 Dependent Data Models
11 State Space Models
11 Appendix

  • It is recommended to clear the workspace before running the programs (issue a "clear all").
  • All programs in the book are written in MATLAB. As a courtesy to R users we provide the corresponding R programs, kindly written for us by Mr Hyun Choi. We cannot guarantee cross-platform compatibility for the R code.
  • Please report any errors to
    Here is a list of errata for the book.

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