Bayesian Inference
Likelihood principles, sufficiency, natural conjugate and hierarchical priors, empirical Baysian analysis for estimation and testing.
Likelihood principles, sufficiency, natural conjugate and hierarchical priors, empirical Baysian analysis for estimation and testing.
Definition and classification of stochastic processes, renewal theory and applications, Markov chains, continuous time Markov chains, queueing theory, epidemic processes, Gaussian processes.
Convergence concepts (Central Limit Theorem), Sampling from a Normal Distribution, Order Statistics, Methods for finding point and interval estimates, methods for finding hypothesis tests, sufficiency principle, methods for evaluating point estimators (mean square error, unbiasedness, Carmer-Rao lower bound), Asymptotic of point estimates, interval estimates, and hypothesis testing procedures.
Multivariate normal distribution, linear models in matrix notation, multiple linear regression (distribution results, categorical predictors, interactions, connection to ANOVA, sums of squares, diagnostics, ridge and nonparametric regression), Generalized linear models (binomial, poisson, and gamma regression), overdispersion, mixed models, diagnostics, professional presentation of results.
Introduction to methods of analyzing data from experiments and surveys; the role of statistics in research, statistical concepts and models; probability and distribution functions; estimation; hypothesis testing; regression and correlation; analysis of single and multiple classification models; analysis of categorical data.
Simple random sampling, statistics and their sampling distributions, sampling distributions for normal populations; concepts of loss and risk functions; Bayes and minimax inference procedures; point and interval estimation; hypothesis testing; introduction to nonparametric tests; regression and correlation.
Topics selected from stochastic models, decision making under uncertainty, inventory models with random demand, waiting time models and decision problems.
Data collection, description, and factor "association" versus causal relationship; "Confidence" - statistical versus practical; and Hypothesis testing - All of these covered in a conceptual approach while relying heavily on the mathematical language of probability (e.g., population and sample distributions; sampling; regression on one variable) and use of simulated and real data.
Data collection, description, and factor "association" versus causal relationship; "Confidence" - statistical versus practical; and Hypothesis testing - All of these covered in a conceptual approach while relying heavily on the mathematical language of probability (e.g., population and sample distributions; sampling; regression on one variable) and use of simulated and real data.
Set theory; fundamental concepts of probability, including conditional and marginal probability; random variables and probability distributions (discrete and continuous); expected values and moments; moment-generating and characteristic functions; random experiments; distributions of random variables and functions of random variables; limit theorems.