2S: Statistics

2S: Statistics

Autumn 2017

Tuesdays 4pm-5pm room TBA

Thursdays 9am-10am room TBA

Examples class: Tuesday 5pm-6pm LAW LT-1 in weeks 3,5,7,9, 11

Instructor

Will Perkins

w.f.perkins@bham.ac.uk

Office: Watson 211

Office Hours: Thursdays 10:00am-11:30am, or by appointment

Course Information

Main Topics of the Course:

The statistical method
- Descriptive statistics
- Statistical inference
- Probabilistic models
- Big data vs small
Probability theory
- Independence and conditioning
- Random variables and vectors
- Expectation and variance
- Conditional expectation
Probabilistic methods
- First moment method
- Second moment method
Limit theorems
- Convergence of random variables
- The Law of Large Numbers
- The Central Limit Theorem
Probabilistic models
- Random walks and stochastic processes
- Random graphs

Syllabus

References

Schedule

Sep 26 Aims and methods of statistics
Sep 28 Descriptive statistics
Oct 3 Probabilistic models for data
Oct 5 Outcomes, events, and probability
Oct 10Inclusion, exclusion
Examples class
Oct 12Independence and conditioning
Problem sheet 1 due
Oct 17Discrete random variables
Oct 19 Political polling
Oct 24 Continuous random variables
Examples class
Oct 26Random vectors
Problem sheet 2 due
Oct 31 Class Test
Nov 2Expectation
Nov 7 Variance
Examples class
Nov 9Covariance matrices
Problem sheet 3 due
Nov 14Second moment method
Nov 16Law of Large Numbers
Nov 21Convergence of random variables
Examples class
Nov 23 Central Limit Theorem
Nov 28Class Test
Nov 30Medical testing
Problem sheet 4 due
Dec 5 Random walks
Examples class
Dec 7 Review class