Mathematics and Numerical Methods-PSP

Probability: probability of random events, independence of events, random
variables, mean and variance, important distributions. Functions of several
variables: partial differentiation, extremal values. Integral calculus of
functions of two variables and its application. Line integral and its
applications.
Basic problems of the numerical mathematics, errors in computations.
Solving of equation f(x)=0: bisection method, regula-falsi, iterative method,
Newton´s iteration.
Numerical solution of systems of linear algebraic equations: iterative methods.
Interpolation and approximation of functions: Polynomial interpolation, least
squares approximation.
Numerical integration: Trapezoid rule, Simpson’s rule, Richardson
extrapolation.
Characteristics of population and sample, measures of central tendency,
measures of dispersion and skewness, sampling distributions, point estimate,
moment method, maximum likelihood Metod, confidence interval.