MA930 - Module Resources
Syllabus
Probability
- Probability spaces, random variables, independence
- Probability distributions for statistical modelling
- Characteristic functions, the law of large numbers and the central limit theorem
Statistics
- Sufficient statistics and the factorization theorem
- Maximum likelihood estimators
- Interval estimation
- Hypothesis testing and p-values
- The Neman-Pearson Lemma
- Bootstrap
- Bayesian Statistics
- Regression
- Time Series models
Data Analysis
- Introduction to R
- Preprocessing
- Exploratory data analysis: summary statistics, histograms, scatterplots, correlations, common data transformations
Books
- Casella and Berger, Statistical Inference, 2002 Brooks/Cole
- simpleR Verzani
- Adam Johansen: Fundamentals of Statistics
Software
- http://www.rstudio.com/
- http://www.r-project.org/
Course details for 2015/16
Sessions
Monday 5/10: Introduction, probability Ch1.pdf Lab1.pdf
Thursday 8/10: Expectation Ch2.pdf Ch2 distributions.Rmd Lab2.pdf
Monday 12/10: Random samples Ch3.pdf Lab3.pdf
Thursday 15/10: Means and medians ch4.pdf lab4.pdf
Monday 19/10: Maximum likelihood ch5 lab5.pdf
#Data for Lab question 5.
data=c(2.0582697,5.3987926,3.7980060,0.5723188,-0.8537236,5.2077133,1.7208107,1.2269579,-0.8410253,-0.4433062,-0.1174654,0.6887862,
4.7057282,-1.0619563,2.1769875,4.3302787,6.1962575,0.6178603,1.9534011,5.5710332,0.1928814,4.5072816,-0.2718686,3.2802962,
0.6318410,5.7242686,1.5233587,0.1942172,1.4516769,0.4185925,5.9795991,6.2865825,1.3173983,6.9508923,2.3739107,4.6371979,
0.7390665,-1.2841400,7.3626970,5.3745078,2.2985148,2.6716183,4.9858429,1.8885585,5.2478598,1.2618415,-0.3364170,6.2956129,
0.3255105,1.9101088)
Thursday 22/10 Hypothesis testing ch6.pdf lab6.pdf
Thursday 29/10 ch8.pdf lab8.pdf
Past exams
Key dates
Assignment 1 due 20/10/2015.
Assignment 2 due 2/11/2015.
90 minute class test 2/11/2015 2pm.
Vivas 5/11/2015 (all day).