Project 1 of Statistics.md

## 一、准备阶段

Assignment 1 of Advanced Computational Method

## Homework 1

Monte Carlo method is a method to compute the expectation of a random variable.

The basic steps follow like this:

1. draw random samples ${x_1, x_2, \cdots, x_n}$ according to $p(x)$.

2. derive the monte carlo estimator of $E(f)$ from

$$\hat{f}{\text{mc}}=\frac{1}{n}\sum{i=1}^n f(x_i)$$

Numerical Examples in Java

Some algorithms from the textbook Numerical Analysis by Richard L. Burden and J.Douglas Fairs (9th ed)..

DividedDifference.java

NaturalCubicSpline.java