Revising probability: Axioms of probability, Conditional probability, Baye’s theorem, Random Variable, commonly used distributions (continuous and discrete), Cumulative Distribution Function (CDF) and Probability Density Function (PDF) their properties
Revising probability: Joint distributions, Function of random variables. Independence of Random Variables, Correlation of Random Variables, Correlation coefficient, Markov and Chebyshev inequality, Convergence of RVs, Limit theorems.
Introduction to python. Data visualization and fitting data to a given distribution.
Exponential Family of Distributions, Population and Random Sampling, Sample mean, variance and standard deviation, Sampling from Normal distribution, Student’s t- distribution, F-distributions
Order Statistics, Generating Random Samples: Direct and Indirect methods, Accept Reject method,
Metropolis Hastings algorithm, Generation of random samples using Python
Data reduction principles, Sufficiency principle, Sufficient statistics, factorization theorem
Point estimators: Likelihood functions, maximum likelihood estimator, Method of moments, Bayes method, Expectation Maximization (EM) methods, Consistency of estimators
Bias, Mean squared error, Evaluating Estimators, Cramer’s Rao inequality, Information inequality, Fischer Information
Hypothesis testing, Likelihood Ratio Test (LRT), Type-I and Type-II errors, Method of Evaluating Tests
Interval Estimators, Confidence intervals, Simple Linear regression, multivariate regression, logistic regression, Goodness of fit,
p-test, Kolmogorov-Smirnoff test, f-score and other statistical tests. Application of tests on sample datasets using Python.