ABOUT THE COURSE

Course Purpose

Numerical methods are techniques to approximate mathematical procedures ( an example of a mathematical procedure is an integral). Approximations are needed because we either cannot solve the procedure analytically (an example is the standard normal cumulative distribution function)

\[\frac{1}{\sqrt{2\pi}}\int_{-\infty}^x e^{-\frac{u^{2}}{2}}du,\]