**MSc in OR and MSc in Management Sciences**

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

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**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.

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.

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Links

Lab WorkSheets

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

**Data for Coursework Assignment:**

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**Stop Press**

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