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
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Stop Press
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