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:

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

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