Statistics, Spring 2024

Course Calendar
Lecture Topic(s) Reference* Dates Homework / Remarks
1 Introduction, origins, importance, descriptive statistics FPP 3 02-Jan Plotting Histograms
2 Measures of centrality, dispersion, moments FPP 4 04-Jan PS 1
3 Probability basics, counting FPP 13, W 1.1 09-Jan Coin toss simulation
4 Conditional Probability, Bayes theorem, Independence, Random variable FPP 13-14, W 1.5-1.9 11-Jan Testing Independence, PS 2
5 Probability distributions, Multivariate distributions, Marginal distribution W 2.1-2.6 16-Jan Gaussian table
6 Expectation, Moment generating functions, Jensen's inequality, Random walk W3.1-3.6 18-Jan Random walk: microbit demo, PS 3
7 Probability inequalities, WLLN, Convergence of random variables W4, 5.1-5.3 23-Jan
8 Central limit theorem W 5.4 25-Jan PS 4
9 Sampling from a distribution, Monte-Carlo integration, MCMC W 24.2-24.5 30-Jan Monte-Carlo demo, PS4
10 Normal approximation for data, measurement errors FPP 5-7 01-Feb Quiz
11 Correlation: Bivariate distribution, scattered plot, correlation coefficient, features, correlation vs causation FPP 8-9 06-Feb
12 Curve fitting, least square method, regression FPP 10-12 08-Feb
13 Correlation, regression and curve fitting problems FPP 8-12 13-Feb PS 5, Using software for curve fitting, Case study
14 Design of experiments FPP 1-2 15-Feb
MID SEM EXAMS 17-Feb to 23-Feb
15 Sampling theory 1: basics FPP 16-18, 21 27-Feb
16 Sampling theory 2: methods FPP 19,20,22,23 29-Feb PS 6
17 Sampling theory 3: test of significance (hypothesis testing), z-test FPP 26-27, W 10.1-2 01-Mar
18 Sampling theory 4: t-test, chi-square test, test for randomness FPP 26-28, W 10.3, 10.10.2 05-Mar Hypothesis testing on R
19 Sampling theory 5: test for difference between two means and variances, Fisher's z-distribution FPP 27 07-Mar PS 7
20 Statistical inference 1: Theory of estimation, Cramer-Rao bound, Fisher inequality, max likelihood 12-Mar
21 Statistical inference 2: Neyman-Pearson lemma, power of test, types of error W 10.10.1 14-Mar
22 Advanced Topics: EM algorithms, f-divergence 21-Mar
23 Statistical learning introduction, bias-variance tradeoff, regression, parameter estimation W 20.1, JWHT 1-2 28-Mar
24 Multiple linear regression, qualitative prediction JWHT 3 02-Apr
25 Perceptron, logistic regression, multiple linear regression, LDA JWHT 4.1-3 04-Apr
26 Project Presentation 09-Apr
27 Course Summary 11-Apr
*FPP:Freedman, Pisani and Purves; W: Wasserman; JWHT: James,Witten, Hastie and Tibshirani