The following is a classic example of an example where numerical analysis helps another mathematical field, specifically Statistics. Typically users in an introductory class are given tables of distributions or use software to calculate probabilities. Where do those tables come from? How does the software perform the calculations? The following specifically asks some questions related to the normal distribution.
If a random variable, \(X\) is normally distributed with mean \(\mu\) and standard deviation \(\sigma\text{,}\) the probability density function can be written as
In general, this course and this subject in many ways is about solving problems. Often in math classes, only reasonable problems are given in classes as examples, homework and exam problems and by reasonable, one means a problem that can be solved in a few minutes to maybe an hour using relatively standard techniques. In the real world, however, the problems aren’t always so nice, and in short this course will teach you how to attack these harder problems.
As in Example 2.1.1, finding the square root of any number seems trivial today with calculators and computers, but before 1950 it was difficult. In general this falls into rootfinding which is the subject of Chapter 3. Extensions of rootfinding can be found in optimization problems which are sometimes full courses in and of themselves.
Example 2.1.2 falls into two different categories: probability and statistics as well as numerical integration. This problem uses the definite integral of a function that doesn’t have an antiderivative (as a elementary function). We will examine this in Chapter 5.
Example 2.1.3 falls into the realm of either regression or interpolation. Often a set of data is given and you want to find a function that either passes through all of the data (interpolation) or is closest to some known function (regression). Interpolation will be presented in Chapter 4 and approximation theory like regression will be studied in Chapter 6.