### 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)

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