ORF 245: Statistics

Lectures Based on

- Week 1: Statistics and Data
- Week 2: Displaying and Summarizing a Single Variable
- Week 3: Displaying and Summarizing the Relationship between Two Variables
- Week 4: Statistical Modeling
- Week 5: Probability
- Week 6: Probability Models
- Week 7: Sampling Distributions
- Week 8: Hypothesis Testing
- Week 9: Statistical Inference for Two Samples
- Week 10: Interence for More Than Two Groups
- Week 11: Inference for Regression
- Week 12: Multiple Linear Regression

- Table of Contents
- Chapter 1: Statistics and Data
- Chapter 2: Displaying and Summarizing a Single Variable
- Chapter 3: Displaying and Summarizing the Relationship between Two Variables
- Chapter 4: Statistical Modeling
- Chapter 5: Probability
- Chapter 6: Probability Models
- Chapter 7: Sampling Distributions
- Chapter 8: Hypothesis Testing
- Chapter 9: Statistical Inference for Two Samples
- Chapter 10: Interence for More Than Two Groups
- Chapter 11: Inference for Regression
- Chapter 12: Multiple Linear Regression

- Mon, Sept 15, 2014: pp 1-40

- Basics of probability including the definition of a sample space and probabilities of events defined on the sample space.
- Indepedent events.
- Random variables cumulative distribution function, and density function.
- The most common/important discrete and continuous random variables.
- Independent random variables.
- Joint distribution, marginal and conditional distributions.
- Bayesian Inference.
- Expectation, mean, and variance.
- Collections of independent identically distributed random variables.
- Sample mean and sample variance.
- Central Limit Theorem.
- Confidence intervals for the mean.
- Method of Moments (MoM) and Maximum Likelihood Estimators (MLE).
- Confidence intervals based on t-distribution.
- Hypothesis Testing.
- Linear Regression.

Throughout the course, we will use the computer language Matlab to perform computations on real-world data to illustrate the methods and ideas covered in the course. The data sets will span from historical stock market prices to temperature data needed to study climate change.

- Homeworks due every Friday, 5:00pm. 10% off for each day (or part of a day) thereafter.
- At the end of the semester, the lowest homework grade will be dropped
- Two midterms (Friday October 16 and Friday December 4).
- Final grade based on:
- Homework:

45% - Midterm 1:

15% - Midterm 2:

15% - Final:

20% - Participation:

5% - Precepts: 3:30-4:20pm and 7:30-8:20pm on Mondays and Tuesdays.
- Office Hours:
Mon: XXX 2:00 -- 3:30pm, Sherrerd XXX. Tue: XXX 11:00 -- 12:30pm, Sherrerd XXX. Wed: XXX 2:30 -- 4:00pm, Sherrerd XXX. Thu: XXX 10:00 -- 11:30am, Sherrerd XXX. Thu: XXX 3:00 -- 4:30pm, Sherrerd XXX. Fri: Prof. Vanderbei 1:30 -- 3:00pm, Sherrerd 209. - Old Midterms and Final Exams: click here