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

Techniques to solve nonlinear equations, generate the approximate solution to a system of differential equations.

Course Outline

  • 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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