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Statistics for Applications

Undergraduate · Historical course

Spring 2015

Topics

  • Distributions Derived from Normal Distribution
  • Statistical Models: Classic One-sample Distribution Models
  • Parameter Estimation: Method of Moments
  • Parameter Estimation: Maximum Likelihood
  • Maximum Likelihood: Large Sample Theory
  • Bootstrap Confidence Intervals
  • Sufficiency
  • Parameter Estimation: Bayesian Approach
  • Hypothesis Testing
  • Hypothesis Testing II
  • Assessing Goodness of Fit
  • Summarizing Data
  • Summarizing Data: Examples and Dynamic Graphics
  • Regression Analysis
  • Regression Analysis II
  • Comparing Independent Samples and ANOVA
  • Analysis of Categorical Data

Readings

  • All readings are assigned in the required text Rice, John A. Mathematical Statistics and Data Analysis . Duxbury Press, 2006. ISBN: 9780534399429. [Preview with Google Books ] ↗
    Listed reading
  • SES #: L1 · CHAPTER # AND TITLES: Chapter 6: Distributions Derived from the Normal Distribution · SECTIONS & PAGES: Sections 6.1–6.3.
    Reading assignment
  • SES #: L2 · CHAPTER # AND TITLES: Chapter 8: Estimation of Parameters and Fitting of Probability Distributions · SECTIONS & PAGES: Sections 8.1–8.3.
    Reading assignment
  • SES #: L3 · CHAPTER # AND TITLES: Section 8.4.
    Reading assignment
  • SES #: L4 · CHAPTER # AND TITLES: Section 8.5.1.
    Reading assignment
  • SES #: L5 · CHAPTER # AND TITLES: Section 8.5.2.
    Reading assignment
  • SES #: L6 · CHAPTER # AND TITLES: Section 8.5.3.
    Reading assignment
  • SES #: L7 · CHAPTER # AND TITLES: Section 8.8.
    Reading assignment
  • SES #: R1 · CHAPTER # AND TITLES: No Readings: Exam 1 Review
    Reading assignment
  • SES #: E1 · CHAPTER # AND TITLES: No Readings: Exam 1
    Reading assignment
  • SES #: L8 · CHAPTER # AND TITLES: Chapter 8: Estimation of Parameters and Fitting of Probability Distribution · SECTIONS & PAGES: Section 8.6.
    Reading assignment
  • SES #: L9 · CHAPTER # AND TITLES: Chapter 9: Testing Hypotheses and Assessing Goodness of Fit · SECTIONS & PAGES: Sections 9.1–9.2.
    Reading assignment
  • SES #: L10 · CHAPTER # AND TITLES: Sections 9.3–9.4.
    Reading assignment
  • SES #: L11 · CHAPTER # AND TITLES: Sections 9.5–9.9.
    Reading assignment
  • SES #: R2 · CHAPTER # AND TITLES: No Readings: Exam 2 Review
    Reading assignment
  • SES #: E2 · CHAPTER # AND TITLES: No Readings: Exam 2
    Reading assignment
  • SES #: L12 · CHAPTER # AND TITLES: Chapter 10: Summarizing Data · SECTIONS & PAGES: Sections 10.1–10.4.
    Reading assignment
  • SES #: L13 · CHAPTER # AND TITLES: Sections 10.5–10.7.
    Reading assignment
  • SES #: L14 · CHAPTER # AND TITLES: Chapter 14: Linear Least Squares · SECTIONS & PAGES: Sections 14.1–14.3.
    Reading assignment
  • SES #: L15 · CHAPTER # AND TITLES: Sections 14.4–14–7.
    Reading assignment
  • SES #: R3 · CHAPTER # AND TITLES: No Readings: Exam 3 Review
    Reading assignment
  • SES #: E3 · CHAPTER # AND TITLES: No Readings: Exam 3
    Reading assignment
  • SES #: L16 · CHAPTER # AND TITLES: Chapter 12: The Analysis of Variance · SECTIONS & PAGES: Sections 12.1–12.2.
    Reading assignment
  • SES #: L17 · CHAPTER # AND TITLES: Chapter 13: The Analysis of Categorical Data · SECTIONS & PAGES: Sections 13.1–13.4.
    Reading assignment
  • Rice, John A. Mathematical Statistics and Data Analysis . Duxbury Press, 2006. ISBN: 9780534399429. [Preview with Google Books ] ↗
    Listed reading
Fall 2006

This course offers a broad treatment of statistics, concentrating on specific statistical techniques used in science and industry. Topics include: hypothesis testing and estimation, confidence intervals, chi-square tests, nonparametric statistics, analysis of variance, regression, and correlation. OCW offers an earlier version of this course, from Fall 2003. This newer version focuses less on estimation theory and more on multiple linear regression models. In addition, a number of Matlab examples are included here.

Readings

  • DeGroot, Morris H., and Mark J. Schervish. Probability and Statistics . 3rd ed. Boston, MA: Addison-Wesley, 2002.
    Listed reading
  • All readings refer to DeGroot, Morris H., and Mark J. Schervish. Probability and Statistics. 3rd ed. Boston, MA: Addison-Wesley, 2002. ISBN: 0201524880.
    Listed reading
  • SES #: L2 · TOPICS: Maximum Likelihood Estimators · READINGS: Section 6.5
    Reading assignment
  • SES #: L3 · TOPICS: Properties of Maximum Likelihood Estimators · READINGS: Sections 6.6 and 7.8
    Reading assignment
  • SES #: L4 · TOPICS: Multivariate Normal Distribution and CLT · READINGS: Section 5.12 (for the 2-dimensional case)
    Reading assignment
  • SES #: L5 · TOPICS: Confidence Intervals for Parameters of Normal Distribution · READINGS: Sections 7.3 and 7.5
    Reading assignment
  • SES #: L6 · TOPICS: Gamma, Chi-squared, Student T and Fisher F Distributions · READINGS: Sections 5.9, 7.2, 7.4, and 8.7
    Reading assignment
  • SES #: L7-L8 · TOPICS: Testing Hypotheses about Parameters of Normal Distribution, t-Tests and F-Tests · READINGS: Sections 8.5, 8.6, and 8.7
    Reading assignment
  • SES #: L10 · TOPICS: Most Powerful Test for Two Simple Hypotheses · READINGS: Section 8.2
    Reading assignment
  • SES #: L11 · TOPICS: Chi-squared Goodness-of-fit Test · READINGS: Section 9.1
    Reading assignment
  • SES #: L12 · TOPICS: Chi-squared Goodness-of-fit Test for Composite Hypotheses · READINGS: Section 9.2
    Reading assignment
  • SES #: L13 · TOPICS: Tests of Independence and Homogeneity · READINGS: Sections 9.3, 9.4, and 9.5
    Reading assignment
  • SES #: L14 · TOPICS: Kolmogorov-Smirnov Test · READINGS: Section 9.6
    Reading assignment
  • SES #: L15-L16 · TOPICS: Simple Linear Regression · READINGS: Sections 10.1, 10.2, and 10.3
    Reading assignment
  • SES #: L17-L18 · TOPICS: Multiple Linear Regression · READINGS: Section 10.5
    Reading assignment
Sources