Blog Archives

Estimate Probability and Quantile

January 25, 2011
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Simple root finding and one dimensional integrals algorithms were implemented in previous posts. These algorithms can be used to estimate the cumulative probabilities and quantiles. Here, take normal distribution as an example. Read More: 281 Words Totally

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Estimate Probability and Quantile

January 25, 2011
By

Simple root finding and one dimensional integrals algorithms were implemented in previous posts. These algorithms can be used to estimate the cumulative probabilities and quantiles. Here, take normal distribution as an example. Read More: 281 Words Totally

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Single variable optimization

January 1, 2011
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Optimization means to seek minima or maxima of a funtion within a given defined domain. If a function reach its maxima or minima, the derivative at that point is approaching to 0. If we apply Newton-Raphson method for root finding to f’, we can get the optimizing f. Read More: 223 Words Totally

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Single variable optimization

January 1, 2011
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Optimization means to seek minima or maxima of a funtion within a given defined domain. If a function reach its maxima or minima, the derivative at that point is approaching to 0. If we apply Newton-Raphson method for root finding to f’, we can get the optimizing f. Read More: 223 Words Totally

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one-dimensional integrals

December 25, 2010
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one-dimensional integrals

The foundamental idea of numerical integration is to estimate the area of the region in the xy-plane bounded by the graph of function f(x). The integral was esimated by divide x to small intervals, then add all the small approximations to give a total approximation. Read More: 468 Words Totally

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one-dimensional integrals

December 25, 2010
By
one-dimensional integrals

The foundamental idea of numerical integration is to estimate the area of the region in the xy-plane bounded by the graph of function f(x). The integral was esimated by divide x to small intervals, then add all the small approximations to give a total approximation. Read More: 468 Words Totally

Read more »

Project Euler — Problem 187

December 23, 2010
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http://projecteuler.net/index.php?section=problems&id=187 A composite is a number containing at least two prime factors. For example, 15 = 3 × 5; 9 = 3 × 3; 12 = 2 × 2 × 3. There are ten composites below thirty containing precisely two, not necessarily distinct, prime factors: 4, 6, 9, 10, 14, 15, 21, 22, 25, 26. Read...

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Project Euler — Problem 187

December 23, 2010
By

http://projecteuler.net/index.php?section=problems&id=187 A composite is a number containing at least two prime factors. For example, 15 = 3 × 5; 9 = 3 × 3; 12 = 2 × 2 × 3. There are ten composites below thirty containing precisely two, not necessarily distinct, prime factors: 4, 6, 9, 10, 14, 15, 21, 22, 25, 26. Read...

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Root finding

December 4, 2010
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Numerical root finding methods use iteration, producing a sequence of numbers that hopefully converge towards a limits which is a root. In this post, only focus four basic algorithm on root finding, and covers bisection method, fixed point method, Newton-Raphson method, and secant method. Read More: 1886 Words Totally

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Root finding

December 4, 2010
By

Numerical root finding methods use iteration, producing a sequence of numbers that hopefully converge towards a limits which is a root. In this post, only focus four basic algorithm on root finding, and covers bisection method, fixed point method, Newton-Raphson method, and secant method. Read More: 1896 Words Totally

Read more »