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This course offers a broad treatment of statistics, concentrating on specific statistical techniques used in science and industry.
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Description
Topics include: hypothesis testing and estimation, confidence intervals, chi-square tests, nonparametric statistics, analysis of variance, regression, and correlation.
OCW offers an earlier version of this course, from Fall 2003. This newer version focuses less on estimation theory and more on multiple linear regression models. In addition, a number of Matlab examples are included here.
Course content
- Overview of some Probability Distributions Unlimited
- Maximum Likelihood Estimators Unlimited
- Properties of Maximum Likelihood Estimators Unlimited
- Multivariate Normal Distribution and CLT Unlimited
- Confidence Intervals for Parameters of Normal Distribution Unlimited
- Gamma, Chi-squared, Student T and Fisher F Distributions Unlimited
- Testing Hypotheses about Parameters of Normal Distribution, t-Tests and F-Tests Unlimited
- Testing Simple Hypotheses and Bayes Decision Rules Unlimited
- Most Powerful Test for Two Simple Hypotheses Unlimited
- Chi-squared Goodness-of-fit Test Unlimited
- Chi-squared Goodness-of-fit Test for Composite Hypotheses Unlimited
- Tests of Independence and Homogeneity Unlimited
- Kolmogorov-Smirnov Test Unlimited
- Simple Linear Regression Unlimited
- Multiple Linear Regression Unlimited
- General Linear Constraints in Multiple Linear Regression and Analysis of Variance and Covariance Unlimited
- Classification Problem, AdaBoost Algorithm Unlimited
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Instructor
Massachusetts Institute of Technology
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