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The Bayesian and the Frequentist – I

I think I write a series of postings about Bayesian statistics and the view that I take on it as a frequentist. Do not expect too much depth here. I am not a specialist in statistics. I just want to study … Weiterlesen

12. Juni 2016 von mga010
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Numerical versus Symbolic Solutions

I did a short video about symbolic solutions versus numerical methods. The point is that a solution such as \(x=\left(\frac{\sqrt{5339}}{8\,3^{\frac{3}{2}}}+\frac{379}{216}\right)^{\frac{1}{3}}-\dfrac{2}{9\,\left(\frac{\sqrt{5339}}{8\,3^{\frac{3}{2}}}+\frac{379}{216}\right)^{\frac{1}{3}}}-\dfrac{1}{3}\) are not helpful, unless you are a number theorist. The solutions of equations of degree 5 are usually not available … Weiterlesen

03. November 2015 von mga010
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Floating Point Arithmetic – Youtube Video

I demonstrate floating point arithmetic and big floats in this video on Youtube. I will continue this in a series with videos about EMT.

02. November 2015 von mga010
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Minimize the Surface of a Cubuid

The problem I discuss in this blog post is from the nice page by Dan Meyer. The blog is interesting anyway because of the way Dan thinks about teaching. The concept „less helpful“ says it all. I was sometimes asked … Weiterlesen

28. September 2015 von mga010
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Visualizing the Newton Algorithm in the Plane

Continuing my last blog entry, let us try the Newton Algorithm with two variables. First we define the function f(x,y). We use an example where we know the zeros exactly. \(f(x,y) = (x+iy)^3-1.\) The zeros are the three roots of … Weiterlesen

21. September 2015 von mga010
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Experiences with Scilab – 3

Let us try differential equations. We want to solve the following problem. \(y“ = -g + k |y’|^a, \quad y(0)=h.\) This simulates a falling body with friction. We want to know, when the body hits the ground. After reformulating the … Weiterlesen

31. Dezember 2014 von mga010
Kategorien: English, Euler, Uncategorized | Schreibe einen Kommentar

Review of a Course at the Iversity

I recently followed a course about „Monte-Carlo methods in finance“ on Iversity done by Alberto Suaréz. I did that to learn about online courses in general and specifically at Iversity, to learn about the Black-Scholes model in finance and the fair … Weiterlesen

22. April 2014 von mga010
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Simulating Jumps in EMT

I promised to show how distributions with discrete jumps can be simulated. The easiest way is to use a fine granularity dt of time. If we assume that n events occur during a time length 1, then we get the … Weiterlesen

06. April 2014 von mga010
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EMT – Version 2014-03-03

This version features some changes in the plot routines. First of all, there is now an easy way to use GnuPlot. I posted an example in the previous announcement. Here is another one. >&plot3d(atan(-x^2+y^3/4),[x,-4,4],[y,-4,4],[grid,50,50],[gnuplot_pm3d,true]): Here is the same plot in … Weiterlesen

03. März 2014 von mga010
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Log Normal Distribution

Someone asked me how to generate and compare log-normal distributed data. Here is a short program. >data=exp(normal(1000)); … >d=0.2; {x,y}=histo(data,v=0:d:10); … >plot2d(x,y/1000/d,>bar,fillcolor=lightgray); … >plot2d(„qnormal(ln(x))/x“,epsilon,10,color=red,thickness=3,>add): The simulated data can easily be generated by taking the exponential of normal distributed data. The … Weiterlesen

24. Februar 2014 von mga010
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