Statistics II 1100-5FM11

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