ORF 245: Statistics

Lectures Based on

- 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

- Wed, Sept 16, 2014: Chapter 1

- Click here.

- Click here.

- Statistics and Data: types, models, samples, populations, etc.
- Displaying and Summarizing a Single Variable: categorical vs. quantitative
- Samples, Resampling and Bootstrap
- Displaying and Summarizing the Relationship between Two Variables
- Time Series
- Regression Models

- Statistical Modeling: transformations, multiple regression, etc.
- Probability: sample spaces, events, moments
- Bayes' Rule
- Continuous Random Variables
- Important Random Variables: Bernoulli, Geometric, Binomial, Poisson, Normal, Exponential
- Sampling Distribution of a Proportion
- Sampling Distribution of a Mean – Central Limit Theorem
- Estimation – unbiasedness and variance
- Confidence Intervals
- Hypothesis Testing: P-values, Alpha Levels, Significance, Power
- Inference for Regression
- Linear Regression
- Time Series Components
- Smoothing

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.
- AIs:
Koushiki Bose Carson Eisenach Huanran Lu Elahesdat Naghib Yuyan Wang - 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