By Derek Richards

ISBN-10: 0521770106

ISBN-13: 9780521770101

ISBN-10: 0521779812

ISBN-13: 9780521779814

The final 5 years have obvious a big progress within the use of symbolic computing and mathematical software program applications reminiscent of Maple. the 1st 3 chapters of this e-book offer a common advent to computer-assisted algebra with Maple. the remainder of the publication then develops those innovations and demonstrates using this know-how for deriving approximate suggestions to differential equations (linear and nonlinear) and integrals. In each one case, the mathematical techniques are comprehensively brought, with an emphasis on realizing how options behave and why a variety of approximations can be utilized. the place applicable, the textual content integrates using Maple to increase the application of conventional approximation concepts. complicated Mathematical tools with Maple is the correct spouse textual content for complicated undergraduate and graduate scholars of arithmetic and the actual sciences. It accommodates over one thousand routines with diversified degrees of trouble, for which recommendations are supplied on the net

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**Extra resources for Advanced mathematical methods with Maple**

**Example text**

6 Two regressor variables The method of least squares is easily extended to estimate the unknown parameters of more complicated examples of the linear model. Consider the following problem. 3 The data given below are part of the data collected in an investigation into ways of measuring the weight of plum trees without damaging them. One possibility was to pull up a group of mature trees, weigh each one, and see how far a relationship could be established with the trunk circumferences. 33) where w= Lwjn, x = Lxjn, n is the number of observations, and the Y's are assumed to be independent.

Our model then becomes: Y 1 = ()A + e1 + ez Y3 = ()A + ()B + e3 Y 2 = ()B where the e's represent the random fluctuations. To complete the specification of the model we need only the Goint) distribution of the e's. 2 it appears that there is good reason to suppose that the variances of the random fluctuations are equal. A natural and simple assumption is therefore that they are uncorrelated and have equal variance (a 2 say) and zero mean, implying that the extent of the inaccuracy does not vary with the weight involved, and that there is no tendency towards over- or underestimating the weight.

In fact we would expect there to be some minimum level, which is gradually attained as time increases, and from which the only departures are those caused by the underlying fluctuations. One way of reflecting this feature would be to use REGRESSION AND THE LINEAR MODEL 27 instead of the original model E(Y) = rx + pe yti where one would expect y to be negative. This model is not linear in the (explanatory) variable. However, if the rate y is known, it is linear in the unknown parameters rx and p.

### Advanced mathematical methods with Maple by Derek Richards

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