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.
- 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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