ATextBookof ComputerOrientedStatisticalMethods forB.E.

Semester V (Information Technology) of Gujarat Technological

UniversitywrittenaccordingtoLatestSyllabus.

Computer Oriented
Statistical Methods
Semester V - Information Technology
(Gujarat Technological University)

G. V. Kumbhojkar
M. Sc.

Computer Oriented Statistical Methods

G. V. Kumbhojkar
(Semester V, Information Technology, GTU)
Copyright by Author. All rights reserved. No part of this publication may be reproduced, copied, or
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above.
First Edition : September 2010

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Syllabus
Computer Oriented Statistical Methods
B.E. Semester - V (Information Technology)
(Gujarat Technological University)
1.

ComputerArithmetic
Floating point representation of numbers, Arithmetic operations with normalized
floating point numbers and their consequences, Error in number representation
Pitfallsincomputing,Errorpropagationinevaluation.

2.

IterativeMethods
Bisection, False position, Secant, NewtonRaphson methods. Successive
approximation method, Newton raphson method for two variables, Discussion of
convergence. Solving polynomial equations, Barirstows method, Graeffes root
squaringmethod.

3.

InterpolationandApproximation
Polynomial interpolation, Truncation error in interpolation, Difference tables and
calculus of differences, Cubic splines, Inverse interpolation, Linear regression and
nonlinearregressionusingleastsquareapproximation,Approximationoffunctionby
TaylorSeriesandChebyshevPolynomials.

4.

NumericalDifferentiationAndIntegration
Differentiation formulas based on polynomial fit, PitFalls in differentiation
trapezoidal,SimpsonsandGaussianquadratureformulas.

5.

Solution Of Simultaneous Linear Equation And Ordinary Differential

Equations
Refinement of solution in Gauss elimination method pivoting, Illconditional
equations, GaussSeidal and Gauss Jacobi interactive methods, Taylor series and
EulerMethods,Erroranalysis,RungeKuttaMethods,PredictorCorrectormethods,
Automaticerrormonitoringandchangeofstepsizestabilityofsolution.

6.

Statisticalmethods
Frequencydistributions,Dataanalysis,Expectationsandmoments,Corelationand
regression, Trend analysis, Seasonal effects, Cyclical fluctuation, Moving average,
MSE,Predictions.

Preface
I am pleased to place this Uptodate First Edition of Computer Oriented
Statistical Methods in the hands of B.E. (Semester V) students of Gujarat
Technological University. Thebookis writtenstrictly according tothe newsyllabusof
ComputerOrientedStatisticalMethodsofGujaratTechnologicalUniversity.
The book is an outcome of over thirtyfive years of teaching Mathematics and
Statistics to students of Engineering and Science, and of writing over thirty books on
MathematicsandStatisticsfordegreeanddiplomacourses.Aftercarefullygoingthrough
the syllabus of Gujarat Technological University and the books recommended by the
university,Ihavetriedtogiveabook,tothestudentsofGujaratTechnologicalUniversity
which satisfies their need in letter and spirit. After studying according to the present
book,thestudentswillhaveaclearunderstandingofthesubject,ofthetypeofexamples
they can expect at the final examination and will be hopefully able to solve them
successfully.
Mathematics,nodoubt,isatoolforyou.Buttomakeiteffective,itisimperativefor
youtoknowclearlyhowthetoolworks.This,inturn,requiresclearunderstandingofthe
conceptsandmethodsofhighermathematics.AteacherofMathematicshastostrikea
goldenmeanbetweenrigorousmathematicalproofsoftheorems,whichoftentendtobe
tedious,andmereapplicationsofthesetheoremstoproblemswhichtendtobedifficultto
grasp.Withthisdifficultyinmind,anattempthasbeenmadeinthisbooktoexplainthe
theorythroughillustrations,diagramsandexampleswheneveritwasfoundsufficientfor
understandingtheconceptsinvolved.Someconceptsandtheoremsarediscussedthrough
examplesandrigorousmathematicalproofsaregivenwhereitwasfoundunavoidable.In
short,everycarehasbeentakentoseethatunnecessarymaterialisnotpresentedand
necessarymaterialisnotleftout,andtoseethatthebookisstudentfriendly.
Tomakethemattereasyforunderstanding,maintopicshavebeendividedintosub
topics, and illustrative examples with complete solutions are given after theoretical
discussionofeachtopic.Wheneverpossible,alternativemethodsofsolvingproblemsare
given. I have given a large number of examples in the exercises for practice. These
examplesaremostlytakenfromseveralIndianuniversityquestionpapersandsomeare
newlyconstructedaccordingtotheneed.Thiswillhelpstudentstoknowthenatureof
problemstheyareexpectedtofaceandthemethodsofsolvingsuchproblems.Inaddition
tothis,Ihavegivenalargenumberofmiscellaneousexampleswithcompletesolutionsat
the end of each chapter, and anequally large number of examples in the exercise for
practicewithsufficienthints.Theseexamplesareproperlygradedandcarefullyclassified
sothatastudentcanhavesufficientdrillworkrequiringaparticulartechnique.Inshort,
thebookissodesignedthatitbecomescompleteinallrespectsandmeetsthedemandsof

thestudentsofbothaverageandaboveaveragecalibre.Italsofulfilstheexpectationsof
theuniversitysyllabusinletterandspirit.
I take this opportunity to express my sincere thanks to Shri Sachin Shah the
publisherwhogavemeanopportunitytowritethisbook.MythanksarealsoduetoShri
AnilM.VhatkarofMahalaxmiD.T.P.Centerforneat,carefulandswifttypesetting.
I hope that the students and teachers of Gujarat Technological University will
appreciate my efforts and will receive this book enthusiastically. Any suggestions for
enhancingtheutilityofthebookandforremovingerrorsthatmighthavegoneunnoticed
willbegratefullyacknowledged.

5thSeptember,2010

GajananVishnuKumbhojkar

Sukrut
ResidencyColony,Sagarmal,
Kolhapur416008
Phone:(0231)2692041;Mobile:09326052278

CONTENTS
1.

ComputerArithmetic

11to126

1.1

: Introduction.................................................................................................... 11

1.2

: RepresentationOfIntegers.............................................................................11

1.3

: RepresentationOfFractions...........................................................................12

1.4

: DecimalToBinary...........................................................................................14

1.5

: BinaryAddition...............................................................................................15

1.6

: BinarySubtraction.......................................................................................... 17

1.7

: BinaryMultiplication......................................................................................18

1.8

: BinaryDivision................................................................................................19

1.9

: FloatingPointRepresentationOfNumbers.................................................111

1.10 : ArithmeticOperationsInNormalisedFloatingPointMode.......................112
1.11 : Errors............................................................................................................. 115
1.12 : ErrorsMachineEpsilon.................................................................................116
1.13 : ConsequencesOfNormalisedFloatingPoint...............................................122
1.14 : PrecautionsToBeTakenInAnAlgorithm..................................................124

2.

SolutionsOfAlgebraicAndTranscendental
Equations

21to226

2.1

: Introduction..................................................................................................... 21

2.2

: AlgebraicAndTranscendentalEquations......................................................21

2.3

: TheoremsOnTheRootsOfPn(x)=0.............................................................21

2.4

: MethodsOfSolvingTheEquations................................................................22

2.5

: SelfiterationMethod.......................................................................................22

2.6

: BisectionMethod.............................................................................................26

2.7

: RegulaFalsiMethod(FalsePositionMethod).............................................212

2.8

: NewtonRaphsonMethod..............................................................................214

2.9

: SecantMethod............................................................................................... 220

2.10 : SuccessiveApproximationMethod(IterationMethod)................................221
2.11 : ConvergenceOfTheSequenceOfTheRoots................................................222
2

2.12 : AccelerationOfConvergenceByAtkens Method.....................................224

3.

SolutionsofLinearAndAlgebraicEquations

31to350

3.1

: Introduction.................................................................................................... 31

3.2

: GaussEliminationMethod.............................................................................31

3.3

: GaussJordanMethod.....................................................................................37

3.4

: IterativeMethods.......................................................................................... 312

3.5

: JocobisMethod.............................................................................................. 312

3.6

: GaussSeidelMethod.....................................................................................315

3.7

: IllconditionedLinearSystems.....................................................................324

3.8

: RefinementOfIllconditionedMatrices........................................................324

3.9

: ConvergenceOfIterativeMethods...............................................................325

3.10 : NewtonRapshonMethodForTwoVariables...............................................326
3.11 : SolvingPolynomialEquations......................................................................331
3.12 : SomePropertiesOfEquations......................................................................332
3.13 : RelationBetweenTheRootsAndCoefficients.............................................335
3.14 : Bairstows(orLins)Method.........................................................................338
3.15 : GraeffesRootSquareMethod.......................................................................342
3.16 : HornersMethod............................................................................................ 346

4.

FiniteDifferences

41to426

4.1

: Introduction..................................................................................................... 41

4.2

: ForwardDifferenceOperator........................................................................41

4.3

: TheForwardShiftOperatorE........................................................................44

4.4

: RelationsBetweenOperatorsEAnd.............................................................44

4.5

: BackwardDifferences......................................................................................45

4.6

: TheBackwardShiftOperatorE ..................................................................45

4.7

: ToFindTheMissingTermOrTermsInASeriesOfEquidistantTerms. .414

4.8

: TheFactorialNotation..................................................................................417

4.9

: CentralDifferences........................................................................................421

4.10 : CentralDifferenceOperators.......................................................................421

5.

InterpolationAndPolynomialApproximation
5.1

51to558

: Introduction..................................................................................................... 51

5.2

: InterpolationAndExtrapolation.....................................................................51

5.3

: LinearInterpolation........................................................................................52

5.4

: NewtonsForwardDifferenceFormula...........................................................52

5.5

: NewtonsBackwardDifferenceFormula........................................................53

5.6

: InterpolationofEvenlySpacedData..............................................................53

5.7

: ExtrapolationForEvenlySpacedData..........................................................58

5.8

: Interpolation

Or

Etrapolation

of

Unevenly

SpacedData(LagrangesFormula)...............................................................518

5.9

: ToFindThePolynomialPassingThroughGivenPoints.............................521

5.10 : InverseInterpolation.....................................................................................525
5.11 : ErrorInPolynomialInterpolation...............................................................527
5.12 : InterpolationByCubicSplines.....................................................................527
5.13 : DividedDifferenceFormula..........................................................................533
5.14 : ApproximationOfFunctions.........................................................................538
5.15 : LeastSquareApproximation........................................................................538
5.16 : TaylorsSeriesMethod..................................................................................541
5.17 : ChebychevPolynomials.................................................................................550
5.18 : RationalApproximation................................................................................556

6.

7.

NumericalDifferentiation

61to620

6.1

: Introduction..................................................................................................... 61

6.2

: NumericalDifferentiation...............................................................................61

NumericalIntegration

71to730

7.1

: Introduction..................................................................................................... 71

7.2

: NewtonCotesQuadratureFormula..............................................................71

7.3

: TheTrapezoidalRule......................................................................................72

7.4

: GeometricalDerivation...................................................................................73

7.5

: SimpsonsOneThirdRule...............................................................................74

7.6

: GeometricalDerivation...................................................................................74

7.7

: ToFindVolume,Distance,Worketc..............................................................76

7.8

: ErrorInQuadratureFormulae.......................................................................76

7.9

: SimpsonsThreeEighthRule........................................................................711

7.10 : GeometricalDerivation.................................................................................712

7.11 : GaussQuadratureFormula..........................................................................720
7.12 : NumericalDoubleIntegration......................................................................725

8. NumericalSolutionsofOrdinaryDifferentialEquations
to850

81

8.1

: Introduction..................................................................................................... 81

8.2

: PicardsMethod...............................................................................................81

8.3

: EulersMethod............................................................................................... 810

8.4

: EulersModifiedMethodOrRungeKuttaMethodofSecondOrder...........816

8.5

: TaylorsSeriesMethod..................................................................................827

8.6

: RungeKuttaMethodOrRungeKuttaMethodofFourthOrder................833

8.7

: ErrorAnalysis................................................................................................ 839

8.8

: PredictorCorrectorMethod..........................................................................839

8.9

: MilnesPredictorCorrectorMethod.............................................................840

8.10 : AdamBashforth(OrAdams)PredictorCorrectorFormula.......................843
8.11 : Stability.......................................................................................................... 846

9.

FrequencyDistribution

91to910

9.1

: MeaningOfStatistics.....................................................................................91

9.2

: UseOfStatisticsToIndustry..........................................................................91

9.3

: Problem............................................................................................................ 91

9.4

: CollectionofData............................................................................................. 92

9.5

: Classification.................................................................................................... 92

9.6

: FrequencyDistribution...................................................................................94

9.7

: PrinciplesofFrequencyDistribution..............................................................94

9.8

: CumulativeFrequencyDistribution...............................................................97

9.9

: RelativeFrequencyDistribution.....................................................................98

10. DataAnalysis

101to1038

10.1 : Introduction................................................................................................... 101

10.2 : ArithmeticMean............................................................................................ 101
10.3 : Median............................................................................................................ 107
10.4 : Mode............................................................................................................. 1015
10.5 : MeasuresOfDispersion..............................................................................1016

10.6 : Range............................................................................................................ 1017

10.7 : QuartileDeviationOrSemiInterquartileRange......................................1018
10.8 : MeanDeviation............................................................................................ 1021
10.9 : StandardDeviation......................................................................................1025
10.10 : AbsoluteAndRelativeMeasuresOfDispersion1029
10.11 : ComputationOfStandardDeviation..........................................................1029

11. Correlation

111to1120

11.1 : Introduction................................................................................................... 111

11.2 : UseOfTheStudyOfCorrelation..................................................................111
11.3 : CorrelationAndCausalRelation..................................................................111
11.4 : TypesOfCorrelation......................................................................................11.5
: ScatterDiagram............................................................................................. 112
11.6 : KarlPearsonsCoefficientOfCorrelation....................................................11.7
: SpearmansRankCorrelation.......................................................................117
11.8 : Moments....................................................................................................... 1113
11.9 : Skewness...................................................................................................... 1115
11.10 : Kurtosis........................................................................................................ 1116
11.11 : PearsonsAndCoefficients.................................................................1116
11.12 : MeasuresOfSkewness................................................................................1116
11.13 : MeasuresOfKurtosis..................................................................................1117

12. Regression

121to1218

12.1 : Introduction................................................................................................... 121

12.2 : LinesOfregression........................................................................................121
12.3 : TheMethodOfScatterDiagram...................................................................122
12.4 : TheMethodOfLeastSquare........................................................................122
12.5 : RegressionCoefficients..................................................................................124
12.6 : PropertiesOfCoefficientsOfRegression......................................................126

13. CurveFitting

131to1310

13.1 : Introduction.................................................................................................. 131

13.2 : FittingAStraightLine..................................................................................131
13.3 : FittingAParabola......................................................................................... 133

13.4 : FittingExponentialCurve............................................................................139

14. AnalysisofTimeSeries

141to1442

14.1 : WhatisTimeSeries?....................................................................................141
14.2 : UtilityOfAnalysisOfTimeSeries...............................................................141
14.3 : ComponentsOfTimeSeries..........................................................................142
14.4 : MethodsOfMeasuringTrend......................................................................145
14.5 : MethodsOfMeasuringSeasonalVariations..............................................1421
14.6 : DeseasonalisationOfData.........................................................................1433
14.7 : CyclicalVariations.......................................................................................1435
14.8 : IrregularVariations.....................................................................................1436
14.9 : BusinessForecasting...................................................................................1436
StatisticalTables....................................................................................................... 1to3
Total................................................................................................................. 439