Computational Techniques in Statistics: Course Outline (STAT-405)

• Introduction to a programming/language.
• Random numbers generation.
• Multiplicative congruential method. 
• Solution of linear equations and matrix computations. 
• Non-Linear equations.
• Univariate and multivariate roots. 
• Interpolations.
• Numerical differentiation and integration. 
• Newton cotes formulae.
• Minimization and maximization methods. 
• Especially the steepest gradient method.
• Developing soft code for random number generation. 
• Soft code for matrix computation.
• Computations for Min/Max.
• Loop structure for integration.

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