James Cook University Subject Handbook - 2003

CS3005:03

Statistics and Numerical Methods

Townsville HECS Band 2

39 hours lectures, 39 hours tutorials. Semester 2.

Probability – Concepts of probability; sample spaces; theorem of total probability; Bayes’ theorem; random variables; probability distributions; normal, binomial and poisson; extreme value distributions.

Data Analysis – Statistical concepts; sampling and estimation; sampling distributions and confidence intervals; linear models; probability goodness of fit tests. Statistical quality control.

Properties of time-series; autocorrelation; power spectrum; sampling and aliasing; auto-regressive and moving average models. Signal detection in the presence of noise.

Numerical Methods - Systems of linear algebraic equations; Gauss-Seidel iteration; acceleration of convergence (S.O.R.); condition: condition number; use of computational methods. Systems of non-linear algebraic equations; Newton-Rapson algorithm. Least-squares fitting. Numerical integration; ordinary differential equations; initial value problems.

Learning Objectives:

  1. the ability to deal with simple problems of applied probability, including use of the common distributional models;
  2. the basic ideas of sampling and estimation;
  3. the ability to carry out a variety of simple statistical analyses of data, including time series data;
  4. ability to use statistical data and formulate solutions;
  5. gain a basic understanding in application of numerical analysis methods in engineering.

Assessment by examination (50%-70%); on-course assessment (30%-50%).