Mini-course: Basic Statistics Applications and Practice

Time: to  Ngày 01/01/0001

Venue/Location:

Content:

Time: April 7 – 11, 2015

14:00 – 16:15 April 7, 2015

+ 14:00 – 15:00: lecture

+ 15:00 – 15:15: break

+ 15:15 -16:15: lecture

9:00 – 11:15, April 8 – 11, 2015

+ 9:00 – 10:00: lecture

+ 10:00 – 10:15: break

+ 10:15 -11:15: lecture

Location: VIASM Lecture Hall.

Lecturer: Benoit Truong (Institute of Mathematics, Toulouse University)

Abstract:

In this course we recall main concepts of basic statistics and stress on applications and pratice according to the following plan.

1- Estimation
Pratical work 1 : Understanding parameters, randomness and estimators with classical Monte Carlo method
using software Scilab or Matlab

Pratical work 2 : Understanding parameters, randomness and estimators with simple uniform sampling
using software Scilab or Matlab

2- Hypotheses testing
Pratical work 3 : Tests on Gaussian populations with genuine data
using software R

3- Linear model
Pratical work 4 : Statistical analysis of Black-Scholes on Intraday (or daily) values of market stocks
using software Scilab or Matlab

Pratical work 4 : Estimating the seasonal component of the well-known time series “Accidental death”
using software Scilab or Matlab

Download Abstract: here

Materials Lecture 1 (April 7)

Answers to Practical Work

Registration: here