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3006 Advanced Mathematical Methods:
Probability and Statistics

Second half of taught course with Karen Page. [Syllabus]

Course Textbooks

A. Papoulis, “Probability and Statistics,” Prentice Hall, 1990.
R.J. Freund and W.J. Wilson, “Regression Analysis,” Academic Press, 1998.
C.M. Grinstead and J.L. Snell, "Introduction to Probability," [link]

Week 1: Probability and Random Variables

Slides - Lecture Notes - Quiz - Questions for Problem Class

Reading:

• A. Papoulis, “Probability and Statistics,” Prentice Hall, 1990. Chapters 1,2,4.
•  D.J. MacKay, “Information Theory, Inference and Learning Algorithms,” Cambridge, 2003.  Chapter 2.

Week 2: Special Probability Distributions

Slides - Lecture Notes - Questions for Problem Class

Reading:

• A. Papoulis, “Probability and Statistics,” Prentice Hall, 1990. Chapters 2,3,4,5.

Week 3: Sampling, Estimation and Hypothesis Testing

Slides - Lecture Notes - Questions for Problem Class - Statistical Tables

Reading:

• A. Papoulis, “Probability and Statistics,” Prentice Hall, 1990. Chapters 8,9,10.

Week 4: ANOVA, Linear Regression, Multiple Regression

Slides - Lecture Notes - Questions for Problem Class

Reading:

• R.J. Freund and W.J. Wilson, “Regression Analysis,” Academic Press, 1998, Chapters 1-3.

Week 5: The General Linear Model, Generalized Linear Models

Slides - Lecture Notes

Reading:

• R.J. Freund and W.J. Wilson, “Regression Analysis,” Academic Press, 1998, Chapter 9.

• A.J. Dobson, “An Introduction to Generalized Linear Models,” Chapman and Hall, 2002, Chapters 4-5.