Optimization techniques are used to find the values of a set of
parameters which maximize or minimize some objective function of
interest. Such methods have become of great importance in statistics for
estimation, model fitting, etc. This text attempts to give a brief
introduction to optimization methods and their use in several important
areas of statistics. It does not pretend to provide either a complete
treatment of optimization techniques or a comprehensive review of their
application in statistics; such a review would, of course, require a
volume several orders of magnitude larger than this since almost every
issue of every statistics journal contains one or other paper which
involves the application of an optimization method. It is hoped that the
text will be useful to students on applied statistics courses and to
researchers needing to use optimization techniques in a statistical
context. Lastly, my thanks are due to Bertha Lakey for typing the
manuscript.
