MSc in OR and MSc in Management Sciences

MSc in OR & Finance and MSc in Management Sciences & Finance



MATH6112 Computer Analysis of Data and Models


The Course Profile gives a description of the unit, including aims and objects, summary of topics covered and assessment methods.


The lectures are based on Working Notes covering the following:


I Introduction


1. Introduction

2. Statistical Metamodels


II Classical Methods


3. Random Variables

4. Fitting Parametric Distributions to Random Samples; Input Modelling

5. Maximum Likelihood Estimation

6. Accuracy of MLEs


III Computer Intensive Methods


7. Empirical Distribution Functions

8. Basic Bootstrap Method

9. Evaluating the Distribution of MLEs by Bootstrapping

10. Comparing Samples Using the Basic Bootstrap

11. The Parametric Bootstrap

12 Goodness of Fit Testing

12.1 Classical Goodness of Fit

12.2 Bootstrapping a GOF statistic

13 Comparison of Different Models; Model Selection

14 Final Comments



You can access the working notes by clicking on the links given below. The Working Notes are meant to be worked through.


They contain Examples and Exercises. These illustrate the topic or method being discussed. They are an essential part of the text and must be carefully studied.


Many of the Examples and Exercises come with their own link. (i) Some of the links contain additional notes and more detailed formulas, (ii) The other links are to actual spreadsheets containing data and the worked details using the data.


Some of the initial spreadsheets contain elementary exercises connected with generating random variables and simple sampling experiments. You should aim to do these exercises yourself independently of the worked solutions and then compare your solution with that supplied. The point of these exercises is to give you familiarity with basic formulas and functions that you will need for the more complicated later examples.


The other spreadsheets contain more substantial problems. These are solved using VBA macros for carrying out more substantial calculations and more extensive analyses. You are not expected to write your own macros to duplicate these macros. However you should spend sufficient time using and studying the macros to understand how they function. Thus you should aim to be able to understand the workings of the VBA macros sufficiently well to be able to modify them for solving simple variations of the problem to which they have presently been applied. I have tried to make the macros transparent and relatively easy to modify.


In the spreadsheets, the following convention for cells is used:

Cells with a Yellow background - Headings, Incidental Information

Cells with a Green background - Input Information used in calculations on that Sheet

Intermediate Results and Calculations are not usually coloured.





Course Profile

Working Notes: Part I

Working Notes: Part II

Working Notes: Part III


Lectures/Labs Diary


Lab WorkSheets

Worksheet 1

Worksheet 2

Worksheet 3

Worksheet 4


References are provided in the Course Profile and at the end of Part III


Coursework Assignment 2009

Data for Coursework Assignment:




Coursework Assignment 2010


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