Tutor Statistics

Autumn 2017

(Last updated: 18-9 2017)


 



Organizers: Dr Erwin M Bakker and Dimitris Sevastakis

 

Period: September 2016 - December 2016

Place:  Room 403 (LIACS, Snelliusgebouw)

Time:   11.00 - 12.45

 

ECTS: 10

 

Description: The course consists of a series of lectures/sessions and assignment on probability theory and statistics.

 

Grading:

There will be several assignments and an exam. The final grade is equal to the grade of the exam.

 

Exam:

 

Material (will be updated!): Chapters 1 - 5 (not 4.5) , 7.1 - 7.3, 8.1 - 8.5, 9.1 - 9.3, 13.1 - 13.4 of the book: J.A. Rice, Mathematical Statistics and Data Analysis 3rd Edition.

Date: ~ end of January - February 2017

Time: xxx

Place: to be announced

Note: It will be a open book exam. You are allowed to use a calculator and your own notes.

 

Book:

  • [1] J.A. Rice, Mathematical Statistics and Data Analysis 3rd Edition (Paperback)

Materials:

  1. C.M. Grinstead, J.L. Snell, Introduction to Probability, 2nd Edition, American Mathematical Society, 2006.

  2. All slides used during the lectures.

Schedule (tentative):

 
Date   Tentative List of Subjects
19-9
 Session 1  Introduction, Induction Intro & Notes
26-9
 Session 2  Probability: Basic Definitions
3-10
 Session 3  Continuous Probability Densities
10-10
 Session 4  Combinatorics, Conditional Probability
17-10  Session 5  Distributions and densities
24-10  Session 6  Expected Value and Variance
7-11    Mid-term Test and Assignments Complex Numbers, Vector Spaces
14-11
 Session 7  Sums of Random Variables
21-11
 Session 8  Law of Large Numbers
28-11
 Session 9  Central Limit Theorem
5-12
 Session 10  Hypothesis Testing
12-12
 Session 11  Survey Sampling
19-12
 Session 12  Estimation of Parameters and Fitting of Probability Distributions; Testing Hypotheses and Assessing Goodness of Fit
     
     Other Important Subjects


 Summarizing Data


 Comparing Two Samples


 The Analysis of Variance


 The Analysis of Categorical Data


 Linear Least Squares


 Decision Theory and Bayesian Inference

 

*) During the break right after the Swarm Based Computing class.

 

Reading Assignments:

  • Due 3-10

    • Read Chapter 1 of the book [1]

  • Due ...

    • Read Chapter 2 of the book [1]

    • Read the rules for derivation and integration from the Refresh Section and apply them to some examples.

  • Due ...

    • Read Chapter 3.1 - 3.3

  • Due  ...

    • Read Chapter 3.

  • Due  ...

    • Read Sections 4.1, 4.2

  • Due  ...

    • Mid-term Test

  • Due  ...

    • Read Sections 4.3, 4.4

  • Due  ...

    • Read Chapter 4

  • Due  ...

    • Read Chapter 5

  • Due  ...

    • 7.1 - 7.3 (20p)

    • 8.1 - 8.5 (30p)

    • 9.1 - 9.3 (10p)

    • 13.1 - 13.4 (20p)

Assignments:

  • Due 26-9

    • Proof that the order of the power set of a given set S is equal to 2|S|.

    • Assignments given during the first session.

  • Due ...

    • Assignment given at the last slide of the lecture on the Discrete Probability Distributions.

    • Chapter I: assignments 1-12, 34, 41, 47, 69, 72.

  • Due ...

    • Chapter II: assignments 1-12.

  • Due...

    • Chapter II: 35, 39, 41, 46, 49, 56

  • Due ...

    • Chapter III: 1, 2, 3, 5, 7, 9, 11, 13, 27

  • Due ...

    • Chapter III: 12, 15, 18, 27, 38a, 44, 47, 50, 55, 77, 81

  • Due ...

    • Chapter IV: 3, 5, 7, 9, 15, 17 (scan by e-mail)

    • Chapter IV: 18, 27, 38a, 44, 47, 50, 55, 77, 81

  • Due ...

    • Chapter IV: 12, 14, 31, 36, 39, 41, 47:

    • Chapter V: 3, 13, 15,17

     

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