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Statistics

The Jordan_Decomposition, goodness_of_fit, and regression_analysis directories mainly cover selected examples/ exercises from 'Introduction to Probability and Mathematical Statistics' [second ed.] by from Bain and Engelhardt.

time_series_and_cointegration directory will likewaise follow the book 'Time Series: Theory and Methods' by Peter Brockwell and Richard Davis in order to cover some fundamentals of time-series analysis, and this is a warm-up/ pre-requisite to the more advanced topicof cointegration -- a project which follows the work 'Time Series' by James Hamilton. From the white paper pdf files of these topics it should be clear some time went into these projects.

Likewise, an appreciable amount of time and effort went into the jordan_decomposition project. Jordan decomposition, as I see it, is the heart and sould of the mathematics of matrices, and therefore it is a cornerstone of data analysis, so though the notion of any direct application of it might seem abstract, I still think it was worth the effort.

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