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Advanced Statistical Computing


Admission requirements



This course gives an introduction to advanced topics in statistical computation. Prior experience
of programming in the R language will be assumed. A selection of topics included is:

  • Simulation of random variables

  • Sampling distributions

  • Numerical Integration

  • Computationally intensive methods: Bootstrap, Expectation Maximisation

  • Numerical Algorithms

Course objectives

Develop programming skills and knowledge of methodology for Statistical Computing

Mode of Instruction

Lectures and (computer) assignments in the computer language of the statistical package R, to be downloaded from the R-project site It is free!

Time Table

See the Leiden University students' website for the Statistical Science programme -> Schedules

Assessment method

By weekly reports (40% of the final grade) and a final open book written exam (60% of the final grade). To pass the course, a grade of 5 on both components is required.

Date information about the exam and resit can be found in the Time Table pdf document under the tab “Masters Programme” at The room and building for the exam will be announced on the electronic billboard, to be found at the opposite of the entrance, the content can also be viewed here


Enroll in Blackboard for the course materials and course updates.

To be able to obtain a grade and the EC for the course, sign up for the (re-)exam in uSis ten calendar days before the actual (re-)exam will take place. Note, the student is expected to participate actively in all activities of the program and therefore uses and registers for the first exam opportunity.

Exchange and Study Abroad students, please see the Prospective students website for information on how to apply.

Reading list

  • Statistical computing with R, by Maria L. Rizzo, Chapman and Hall.
    Background knowledge of R:

  • The art of R programming, Norman Matloff, No Starch Press 2011, ISBN: 978-1-59327-384-2

Contact information

Steven de Rooij: steven [dot] de [dot] rooij [at] gmail [dot] com


  • This is a compulsory course of the Master Statistical Science for the Life and Behavioural sciences / Data Science.