Homepage of SMD: STATISTICAL METHODS (Math. Theory with Data Science Applications), BSM (2024)
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Course syllabus, grading, homepage and contact details of the lecturer
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Homework exercises 1.
deadline: 6 March, 2024.
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Homework exercises 2.
deadline: 20 March, 2024, when the Midterm test is due.
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Homework exercises 3.
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Homework exercises 4.
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Preliminaries: combinatorial analysis, probability spaces, and random variables
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Exercises to independence, Bayes rule, and inclusion--exclusion
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Sufficient statistics and ML estimation
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Notable distributions (table)
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Hypothesis testing and parametric tests
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Testing the population mean in multivariate normal
models (need not know it by heart, but necessary to understand BMDP outputs)
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Non-parametric tests, chi2-test
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Regression and correlation
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Multivariate regression
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Analysis of variance (ANOVA)
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Principal Component and Factor Analysis
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ANOVA tables (see on the Multivariate Statistics homepage)
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Percentile values of the standard normal, t, and chi-square distributions
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Percentile values of the F-distribution
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Formulas of statistical tests and regression
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Textbook
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BMDP outputs for analyzing real world data
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Tribute to Prof. C.R. Rao 100
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Pictures of C.R. Rao with his famous co-authors
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Awards for C.R. Rao