Mathematical statistics

Mathematical Statistics Course, summer 2020.

Course certificate is here.

Introduction

These materials contain:

• Lectures on the course of mathematical statistics. Statistical criteria are structured by topic.

• Tasks and solutions, including using the Scipy library.

Lectures and problem solving

Point estimates

• Maximum likelihood estimation
• Method of moments

Сonfidence intervals

• Stratified samples
• Confidence intervals
• Chi-square, Student, Fisher distributions

Statistical hypotheses

• Statistical hypotheses

Homogeneity criteria

• Nonparametric tests
• Parametric tests
• ANOVA

Distribution hypotheses

• Normality test
• Methods for Testing Uniformity Statistics
• Chi-square, Kolmogorov tests
• Сomparison of quality characteristics

Regression analysis

• Building linear regression
• Multiple linear regression
• Residue analysis
• Correlation analysis

Final test

• Final test