Homepage of SMD: STATISTICAL METHODS (Math. Theory with Data Science Applications), BSM (2024 fall) reading course

---

• Course syllabus, grading, homepage and contact details of the lecturer
• Homework exercises 1.
Deadline: 14 October, 2024.
• Homework exercises 2.
Deadline: 28 October, 2024 (the day of the Midterm test).
• Homework exercises 3.
Deadline: 25 November, 2024.
• Homework exercises 4.
Deadline: 9 December, when the FINAL test is.
• Preliminaries: combinatorial analysis, probability spaces, and random variables
• Exercises to independence, Bayes rule, and inclusion--exclusion
• Sufficient statistics and ML estimation (only page 1,3, and the very end of page 5)
• Notable distributions (table)
• Laws of large numbers and the Central Limit Theorem
• Hypothesis testing and parametric tests (only the first 1-3 pages)
• Confidence intervals, Lukacs' Theorem
• Testing the population mean in multivariate normal models (need not know it, but can read it for understanding the BMDP outputs)
• Non-parametric tests, chi2-test
• Regression and correlation
• Multivariate regression
(does not belong to the material of the reading course)
• Analysis of variance (ANOVA)
(does not belong to the material of the reading course)
• Principal Component and Factor Analysis
(does not belong to the material of the reading course)
• ANOVA tables (see on the Multivariate Statistics homepage)
(does not belong to the material of the reading course)
• Percentile values of the standard normal, t, and chi-square distributions
• Percentile values of the F-distribution
• Formulas of statistical tests and regression
• Textbook
• Sample Final
• BMDP outputs for analyzing real world data
• Tribute to Prof. C.R. Rao 100
• Pictures of C.R. Rao with his famous co-authors
• Awards for C.R. Rao