# 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

## 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

Monday 26/10 ch7.pdf lab7.pdf

Thursday 29/10 ch8.pdf lab8.pdf

## Past exams

2014/15 class test

## 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).

http://www.rstudio.com/

http://www.r-project.org/