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. 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.
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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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