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Statistical Theory

statisticsmatt via YouTube

Overview

This course covers advanced topics in statistical theory, including alternative formulas for expected value, order statistics, inequalities, moment generating functions, and properties of various distributions. Students will learn to derive and apply complex statistical concepts, proofs, and methods using R. The course aims to enhance students' understanding of statistical theory and its practical applications, making it suitable for intermediate to advanced learners in the field of statistics.

Syllabus

Statistical Theory: Sum of Squared Normal mean=mu var=1 variables.
"Best" predictors of Y using a function of X..
Alternative Formula for the Expected Value.
Incomplete Beta Function as the Sum of Binomial Probabilities.
CI for Population Median using Order Statistics.
Discrete Order Statistics with Illustration using R.
Sum of Poisson Probabilities equal a Chi-square Probability.
Using R to Find an Exact CI for a Poisson Parameter.
The Median Minimizes Absolute Loss. 3 proofs when X is continuous..
Markov Inequality. Chebyshev Inequality. Weak Law of Large Numbers..
Proof of Binomial Theorem with specific cases of the General Binomial Theorem.
Big O, Little o Notation. Examples with Cumulant and Moment Generating Functions.
Proof of Holm Bonferroni Correction Method.
Proof of Simes Correction Method.
2 formulas between the determinant, trace and eigen values of a matrix.
Properties of the Gamma Function (part 1 of 2).
Properties of the Gamma Function (part 2 of 2).
Chi square approximation to an F Distribution.
Asymptotic C I for the Difference of 2 Independent Population Means.
Exact C I for the difference of 2 independent normal population means.
1st 4 moments of the sample mean when x is a Bernoulli random variable.
A df=1 noncentral chi sq distribution as a Poisson weighted mixture of central chi sq distributions.
Using R: Calculating Probability for a Bivariate Normal Random Variable.
Statistical Distance.
Extended Cauchy-Schwarz Inequality.
Rotational Invariance.
Generating Double Exponential Data from Scratch.
Kruskal's Proof of the Joint Distribution of the Sample Mean and Variance.
Derive the CDF of an Inverse Gamma Distribution.

Taught by

statisticsmatt

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