A Text Book of “Computer Oriented Statistical Methods” for B.E.

Semester ­ V (Information Technology) of “Gujarat Technological

University” written according to Latest Syllabus.

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)

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 Syllabus
Computer Oriented Statistical Methods
B.E. Semester - V (Information Technology)

(Gujarat Technological University)

1. Computer Arithmetic
Floating point representation of numbers, Arithmetic operations with normalized
floating point numbers and their consequences, Error in number representation ­
Pitfalls in computing, Error propagation in evaluation.

2. Iterative Methods
Bisection, False position, Secant, Newton­Raphson methods. Successive
approximation method, Newton raphson method for two variables, Discussion of
convergence. Solving polynomial equations, Barirstow’s method, Graeffe’s root
squaring method.

3. Interpolation and Approximation

Polynomial interpolation, Truncation error in interpolation, Difference tables and
calculus of differences, Cubic splines, Inverse interpolation, Linear regression and
nonlinear regression using least square approximation, Approximation of function by
Taylor Series and Chebyshev Polynomials.

4. Numerical Differentiation And Integration

Differentiation formulas based on polynomial fit, Pit­Falls in differentiation
trapezoidal, Simpson’s and Gaussian quadrature formulas.

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
Euler Methods, Error analysis, Runge­Kutta Methods, Predictor­Corrector methods,
Automatic error monitoring and change of step size stability of solution.

6. Statistical methods
Frequency distributions, Data analysis, Expectations and moments, Co­relation and
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. The book is written strictly according to the new syllabus of
Computer Oriented Statistical Methods of Gujarat Technological University.

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
Mathematics and Statistics for degree and diploma courses. After carefully going through
the syllabus of Gujarat Technological University and the books recommended by the
university, I have tried to give a book, to the students of Gujarat Technological University
which satisfies their need in letter and spirit. After studying according to the present
book, the students will have a clear understanding of the subject, of the type of examples
they can expect at the final examination and will be hopefully able to solve them
successfully.
Mathematics, no doubt, is a tool for you. But to make it effective, it is imperative for
you to know clearly how the tool works. This, in turn, requires clear understanding of the
concepts and methods of higher mathematics. A teacher of Mathematics has to strike a
golden mean between rigorous mathematical proofs of theorems, which often tend to be
tedious, and mere applications of these theorems to problems which tend to be difficult to
grasp. With this difficulty in mind, an attempt has been made in this book to explain the
theory through illustrations, diagrams and examples whenever it was found sufficient for
understanding the concepts involved. Some concepts and theorems are discussed through
examples and rigorous mathematical proofs are given where it was found unavoidable. In
short, every care has been taken to see that unnecessary material is not presented and
necessary material is not left out, and to see that the book is student­friendly.
To make the matter easy for understanding, main topics have been divided into sub­
topics, and illustrative examples with complete solutions are given after theoretical
discussion of each topic. Whenever possible, alternative methods of solving problems are
given. I have given a large number of examples in the exercises for practice. These
examples are mostly taken from several Indian university question papers and some are
newly constructed according to the need. This will help students to know the nature of
problems they are expected to face and the methods of solving such problems. In addition
to this, I have given a large number of miscellaneous examples with complete solutions at
the end of each chapter, and an equally large number of examples in the exercise for
practice with sufficient hints. These examples are properly graded and carefully classified
so that a student can have sufficient drill­work requiring a particular technique. In short,
the book is so designed that it becomes complete in all respects and meets the demands of
the students of both average and above­average calibre. It also fulfils the expectations of
the university syllabus in letter and spirit.
I take this opportunity to express my sincere thanks to Shri Sachin Shah the
publisher who gave me an opportunity to write this book. My thanks are also due to Shri
Anil M. Vhatkar of Mahalaxmi D.T.P. Center for neat, careful and swift type­setting.
I hope that the students and teachers of Gujarat Technological University will
appreciate my efforts and will receive this book enthusiastically. Any suggestions for
enhancing the utility of the book and for removing errors that might have gone unnoticed
will be gratefully acknowledged.

5th September, 2010 Gajanan Vishnu Kumbhojkar

‘Sukrut’

Residency Colony, Sagarmal,

Kolhapur ­ 416 008
Phone : (0231) 2692041 ; Mobile : 09326052278

 CONTENTS

1. Computer Arithmetic 1­1 to 1­26

1.1 : Introduction .................................................................................................... 1­1

1.2 : Representation Of Integers.............................................................................1­1
1.3 : Representation Of Fractions...........................................................................1­2
1.4 : Decimal To Binary...........................................................................................1­4
1.5 : Binary Addition...............................................................................................1­5
1.6 : Binary Subtraction.......................................................................................... 1­7
1.7 : Binary Multiplication......................................................................................1­8
1.8 : Binary Division................................................................................................1­9
1.9 : Floating Point Representation Of Numbers.................................................1­11
1.10 : Arithmetic Operations In Normalised Floating Point Mode.......................1­12
1.11 : Errors............................................................................................................. 1­15
1.12 : Errors Machine Epsilon.................................................................................1­16
1.13 : Consequences Of Normalised Floating Point...............................................1­22
1.14 : Precautions To Be Taken In An Algorithm..................................................1­24

2. Solutions Of Algebraic And Transcendental

Equations 2­1 to 2­26

2.1 : Introduction..................................................................................................... 2­1

2.2 : Algebraic And Transcendental Equations......................................................2­1
2.3 : Theorems On The Roots Of Pn(x ) = 0.............................................................2­1
2.4 : Methods Of Solving The Equations................................................................2­2
2.5 : Self­iteration Method.......................................................................................2­2
2.6 : Bisection Method.............................................................................................2­6
2.7 : Regula Falsi Method (False Position Method).............................................2­12
2.8 : Newton­Raphson Method..............................................................................2­14
2.9 : Secant Method............................................................................................... 2­20
2.10 : Successive Approximation Method (Iteration Method)................................2­21
2.11 : Convergence Of The Sequence Of The Roots................................................2­22
2
2.12 : Acceleration Of Convergence By Atken’s  Method.....................................2­24
3. Solutions of Linear And Algebraic Equations 3­1 to 3­50

3.1 : Introduction .................................................................................................... 3­1

3.2 : Gauss Elimination Method.............................................................................3­1
3.3 : Gauss­Jordan Method.....................................................................................3­7
3.4 : Iterative Methods.......................................................................................... 3­12
3.5 : Jocobi’s Method.............................................................................................. 3­12
3.6 : Gauss­Seidel Method.....................................................................................3­15
3.7 : Ill­conditioned Linear Systems.....................................................................3­24
3.8 : Refinement Of Ill­conditioned Matrices........................................................3­24
3.9 : Convergence Of Iterative Methods...............................................................3­25
3.10 : Newton­Rapshon Method For Two Variables...............................................3­26
3.11 : Solving Polynomial Equations......................................................................3­31
3.12 : Some Properties Of Equations......................................................................3­32
3.13 : Relation Between The Roots And Coefficients.............................................3­35
3.14 : Bairstow’s (or Lin’s) Method.........................................................................3­38
3.15 : Graeffe’s Root Square Method.......................................................................3­42
3.16 : Horner’s Method............................................................................................ 3­46

4. Finite Differences 4­1 to 4­26

4.1 : Introduction..................................................................................................... 4­1

4.2 : Forward Difference Operator ........................................................................4­1
4.3 : The Forward Shift Operator E........................................................................4­4
4.4 : Relations Between Operators E And .............................................................4­4
4.5 : Backward Differences......................................................................................4­5
–1
4.6 : The Backward Shift Operator E ..................................................................4­5
4.7 : To Find The Missing Term Or Terms In A Series Of Equidistant Terms. .4­14
4.8 : The Factorial Notation..................................................................................4­17
4.9 : Central Differences........................................................................................4­21
4.10 : Central Difference Operators.......................................................................4­21

5. Interpolation And Polynomial Approximation 5­1 to 5­58

5.1 : Introduction..................................................................................................... 5­1

 5.2 : Interpolation And Extrapolation.....................................................................5­1
5.3 : Linear Interpolation........................................................................................5­2
5.4 : Newton’s Forward Difference Formula...........................................................5­2
5.5 : Newton’s Backward Difference Formula........................................................5­3
5.6 : Interpolation of Evenly Spaced Data..............................................................5­3
5.7 : Extrapolation For Evenly Spaced Data..........................................................5­8
5.8 : Interpolation Or Etrapolation of Unevenly
Spaced Data (Lagrange’s Formula)...............................................................5­18
5.9 : To Find The Polynomial Passing Through Given Points.............................5­21
5.10 : Inverse Interpolation.....................................................................................5­25
5.11 : Error In Polynomial Interpolation...............................................................5­27
5.12 : Interpolation By Cubic Splines.....................................................................5­27
5.13 : Divided Difference Formula..........................................................................5­33
5.14 : Approximation Of Functions.........................................................................5­38
5.15 : Least Square Approximation........................................................................5­38
5.16 : Taylor’s Series Method..................................................................................5­41
5.17 : Chebychev Polynomials.................................................................................5­50
5.18 : Rational Approximation................................................................................5­56

6. Numerical Differentiation 6­1 to 6­20

6.1 : Introduction..................................................................................................... 6­1

6.2 : Numerical Differentiation...............................................................................6­1

7. Numerical Integration 7­1 to 7­30

7.1 : Introduction..................................................................................................... 7­1

7.2 : Newton­Cote’s Quadrature Formula..............................................................7­1
7.3 : The Trapezoidal Rule......................................................................................7­2
7.4 : Geometrical Derivation...................................................................................7­3
7.5 : Simpson’s One Third Rule...............................................................................7­4
7.6 : Geometrical Derivation...................................................................................7­4
7.7 : To Find Volume, Distance, Work etc..............................................................7­6
7.8 : Error In Quadrature Formulae.......................................................................7­6
7.9 : Simpson’s Three Eighth Rule........................................................................7­11
7.10 : Geometrical Derivation.................................................................................7­12
 7.11 : Gauss Quadrature Formula..........................................................................7­20
7.12 : Numerical Double Integration......................................................................7­25

8. Numerical Solutions of Ordinary Differential Equations 8­1

to 8­50

8.1 : Introduction..................................................................................................... 8­1

8.2 : Picard’s Method...............................................................................................8­1
8.3 : Euler’s Method............................................................................................... 8­10
8.4 : Euler’s Modified Method Or Runge­Kutta Method of Second Order...........8­16
8.5 : Taylor’s Series Method..................................................................................8­27
8.6 : Runge­Kutta Method Or Runge­Kutta Method of Fourth Order................8­33
8.7 : Error Analysis................................................................................................ 8­39
8.8 : Predictor­Corrector Method..........................................................................8­39
8.9 : Milne’s Predictor­Corrector Method.............................................................8­40
8.10 : Adam­Bashforth (Or Adam’s) Predictor­Corrector Formula.......................8­43
8.11 : Stability.......................................................................................................... 8­46

9. Frequency Distribution 9­1 to 9­10

9.1 : Meaning Of ‘Statistics’.....................................................................................9­1

9.2 : Use Of Statistics To Industry..........................................................................9­1
9.3 : Problem............................................................................................................ 9­1
9.4 : Collection of Data............................................................................................. 9­2
9.5 : Classification.................................................................................................... 9­2
9.6 : Frequency Distribution...................................................................................9­4
9.7 : Principles of Frequency Distribution..............................................................9­4
9.8 : Cumulative Frequency Distribution...............................................................9­7
9.9 : Relative Frequency Distribution.....................................................................9­8

10. Data Analysis 10­1 to 10­38

10.1 : Introduction................................................................................................... 10­1

10.2 : Arithmetic Mean............................................................................................ 10­1
10.3 : Median............................................................................................................ 10­7
10.4 : Mode............................................................................................................. 10­15
10.5 : Measures Of Dispersion..............................................................................10­16
 10.6 : Range............................................................................................................ 10­17
10.7 : Quartile Deviation Or Semi­Interquartile Range......................................10­18
10.8 : Mean Deviation............................................................................................ 10­21
10.9 : Standard Deviation......................................................................................10­25
10.10 : Absolute And Relative Measures Of Dispersion 10­29
10.11 : Computation Of Standard Deviation..........................................................10­29

11. Correlation 11­1 to 11­20

11.1 : Introduction................................................................................................... 11­1

11.2 : Use Of The Study Of Correlation..................................................................11­1
11.3 : Correlation And Causal Relation..................................................................11­1
11.4 : Types Of Correlation......................................................................................11.5
: Scatter Diagram............................................................................................. 11­2
11.6 : Karl Pearson’s Coefficient Of Correlation....................................................11.7
: Spearman’s Rank Correlation.......................................................................11­7
11.8 : Moments....................................................................................................... 11­13
11.9 : Skewness...................................................................................................... 11­15
11.10 : Kurtosis........................................................................................................ 11­16
11.11 : Pearson’s  And  Coefficients.................................................................11­16
11.12 : Measures Of Skewness................................................................................11­16
11.13 : Measures Of Kurtosis..................................................................................11­17

12. Regression 12­1 to 12­18

12.1 : Introduction................................................................................................... 12­1

12.2 : Lines Of regression........................................................................................12­1
12.3 : The Method Of Scatter Diagram...................................................................12­2
12.4 : The Method Of Least Square........................................................................12­2
12.5 : Regression Coefficients..................................................................................12­4
12.6 : Properties Of Coefficients Of Regression......................................................12­6

13. Curve Fitting 13­1 to 13­10

13.1 : Introduction .................................................................................................. 13­1

13.2 : Fitting A Straight Line..................................................................................13­1
13.3 : Fitting A Parabola......................................................................................... 13­3
13.4 : Fitting Exponential Curve............................................................................13­9
14. Analysis of Time Series 14­1 to 14­42

14.1 : What is Time Series ?....................................................................................14­1

14.2 : Utility Of Analysis Of Time Series...............................................................14­1
14.3 : Components Of Time Series..........................................................................14­2
14.4 : Methods Of Measuring Trend ......................................................................14­5
14.5 : Methods Of Measuring Seasonal Variations..............................................14­21
14.6 : De­seasonalisation Of Data.........................................................................14­33
14.7 : Cyclical Variations.......................................................................................14­35
14.8 : Irregular Variations.....................................................................................14­36
14.9 : Business Forecasting...................................................................................14­36
Statistical Tables....................................................................................................... 1 to 3
Total................................................................................................................. 439

