Statistics II
General data
Course ID: | 1100-5FM11 |
Erasmus code / ISCED: | (unknown) / (unknown) |
Course title: | Statistics II |
Name in Polish: | Statystyka II |
Organizational unit: | Faculty of Physics |
Course groups: |
(in Polish) ZFBM, II stopień; Fizyka medyczna (in Polish) ZFBM, II stopień; Neuroinformatyka |
ECTS credit allocation (and other scores): |
7.00
|
Language: | English |
Prerequisites (description): | The goal is to familiarize the student with modern methods used in statistical reasoning and model building with emphasis on Bayesian methods. During Computer Lab time students will get hands on experience with different methods of statistical inference using high level symbolic language Mathematica (no previous knowledgeof Mathematica is assumed) |
Mode: | Classroom |
Short description: |
Course: modern Bayesian approach to statistics. Linear models and Stochastic Series will be discussed. Lab: using Mathematica Language students will analise a variety of models and explore different method of exploring experimental data |
Full description: |
1) difference between probability theory and statistics. Three schools: classical, Bayesian, game theoretic 2) Basic probability methods: Fourier transform, convolution, moment generating functions 3) Basic distributions: constant, binomial, Poisson, Gaussian 4) Stable distributions; Levy distributions, heavy tailed distributions 5) Maximum likelihood and it's Bayesian interpretation 6) Chi squared - the case of systematic errors 7) Monte Carlo parameter error estimation 8) Contingency tables 9) Linear models - ANOVA, factor analysis, discrimination analysis 10) Stochastic series, Wiener-Khinchin theorem 11} Random walks, ARIMA models |
Bibliography: |
UNDERSTANDING AND USING ADVANCED STATISTICS Jeremy Foster Emma Barkus Christian Yavorsky FUNDAMENTALS OF PROBABILITY AND STATISTICS FOR ENGINEERS T.T. Soong Jayanta K. Ghosh Mohan Delampady Tapas Samanta An Introduction to Bayesian Analysis Theory and Methods |
Learning outcomes: |
Student should confidently use and understand modern statistics methods |
Assessment methods and assessment criteria: |
Successful completion of Lab Oral exam |
Classes in period "Winter semester 2023/24" (past)
Time span: | 2023-10-01 - 2024-01-28 |
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MO TU CW
WYK
W TH CW
FR |
Type of class: |
Classes, 60 hours, 20 places
Lecture, 30 hours, 20 places
|
|
Coordinators: | Katarzyna Grabowska | |
Group instructors: | Katarzyna Grabowska, Paweł Jędrejko | |
Students list: | (inaccessible to you) | |
Examination: |
Course -
Examination
Lecture - Examination |
Classes in period "Winter semester 2024/25" (future)
Time span: | 2024-10-01 - 2025-01-26 |
Navigate to timetable
MO TU CW
WYK
W TH CW
FR |
Type of class: |
Classes, 60 hours, 20 places
Lecture, 30 hours, 20 places
|
|
Coordinators: | Katarzyna Grabowska | |
Group instructors: | (unknown) | |
Students list: | (inaccessible to you) | |
Examination: |
Course -
Examination
Lecture - Examination |
Copyright by University of Warsaw.