Applied Statistics - Week 7

Monday the 9th - Friday the 13th of January 2023

The following is a description of what we will go through during this week of the course. The chapter references and computer exercises are considered read, understood, and solved by the beginning of the following class, where I'll shortly go through the exercise solution.

General notes, links, and comments:

Monday:
The lecture will be a relatively thorough walk through the Problem Set. I'll go each problem, and discuss the solution. From this, we hope that our grading (which will appear on Friday the 13th) becomes clear.
In the exercises, we'll try a simple example of doing integration in many dimensions using simple simulation. First, it is the estimate of pi, followed by the rational numbers in front of (hyper) volumes of balls in many dimensions!
Reading:

A good introduction is in actually Wikipedia on Monte Carlo simulations.
Lecture(s):

Problem Set - Solutions, Comments, and Scores (To be uploaded!).
Zoom:

Link to lecture.
Computer Exercise(s):

Estimating pi and hypersphere size from simulation: PiEstimate_original.ipynb


Tuesday:
The subject of the day will be fitting, moving towards advanced cases of fitting. As stated, fitting is a bit of an artform, and there is little literature on the subject - only (bitter?) experience! I've tried my best in the reading list below.
Reading:

Possibly Barlow page 184, section 10.2.2.

Possibly Cowan page 65.

Possibly Bevington chapters 6-8 (best of the three!).
Lecture(s):

Advanced Fitting
Zoom:

Link to lecture.
Computer Exercise(s):

Advanced fitting: FitAndTestingDistributions_original.ipynb

Friday:
The day will focus on time series, which is a separate subject, yet fairly straight forward, once you get the hang of the idea. The associated exercise is inspired by .

Reading:

No reading - logic and reason suffices.
Lecture(s):

Zoom:

Link to lecture.
Computer Exercise(s):

Time series: TimeSeries_original.ipynb

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Last updated: 4th of January 2023.