Advanced Probability and Statistical Methods
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Advanced Probability and Statistical Methods
This course is part of Statistical Methods for Computer Science Specialization
Instructors: Ian McCulloh
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What you'll learn
Learn to analyze relationships between random variables through joint probability distributions and independence concepts.
Understand how to calculate and interpret expected values, variances, and correlations for random variables.
Acquire essential skills in conducting statistical tests, including T-tests and confidence intervals, for data analysis.
Explore the principles of Markov chains and their applications in modeling systems with memoryless properties and calculating entropy.
Skills you'll gain
Tools you'll learn
Details to know
22 assignments
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There are 6 modules in this course
The course "Advanced Probability and Statistical Methods" provides a deep dive into advanced probability and statistical methods, essential for mastering data analysis in computer science. Covering joint distributions, expectation, statistical testing, and Markov chains, you'll explore key concepts and techniques that underpin modern data-driven decision-making. By engaging with real-world problems, youβll learn to apply these methods effectively, gaining insights into the relationships between random variables and their applications in diverse fields.
Completing this course equips you with the skills to analyze complex data sets and make informed predictions, enhancing your proficiency in statistical reasoning and inference. Unique to this course is its blend of theoretical foundations and practical applications, ensuring that you can not only understand the principles but also implement them using tools like R. Whether you're pursuing a career in data science, machine learning, or any data-centric discipline, this course will empower you to tackle challenging statistical problems and drive meaningful insights from data.
This course provides a comprehensive overview of probability theory and statistical inference, covering joint probability distributions, independence, and conditional distributions. Students will explore expected values, variances, and key statistical theorems, including the central limit theorem. Hypothesis testing, regression analysis, and stochastic processes such as Poisson processes and Markov chains will also be examined. Through practical applications and problem-solving, participants will gain essential skills in data analysis and interpretation.
What's included
2 readings1 plugin
2 readingsβ’Total 10 minutes
- Course Overviewβ’5 minutes
- Instructor Biography - Dr. Tony Johnsonβ’5 minutes
1 pluginβ’Total 1 minute
- Instructor Biography - Dr. Ian McCullohβ’1 minute
This module presents the joint distributions of multiple random variables, both discrete and continuous and introduces the concept of independence.
What's included
9 videos4 readings5 assignments1 ungraded lab
9 videosβ’Total 126 minutes
- Overviewβ’14 minutes
- Joint Distributionsβ’15 minutes
- Joint Probability Space and Joint PMFβ’24 minutes
- Joint Density Function (PDF)β’14 minutes
- Expected Value and Marginal Distributionsβ’6 minutes
- Joint PDF Example Problemβ’12 minutes
- Conditional Joint Probability Distributionsβ’13 minutes
- Independence of Joint Random Variablesβ’15 minutes
- R Tutorialβ’15 minutes
4 readingsβ’Total 480 minutes
- Reading Referencesβ’120 minutes
- Reading Referencesβ’120 minutes
- Reading Referencesβ’120 minutes
- Reading Referencesβ’120 minutes
5 assignmentsβ’Total 120 minutes
- Joint Distributed Random Variablesβ’60 minutes
- Joint Distributed Random Variablesβ’15 minutes
- Advanced Concepts in Joint Density Functions and Marginal Distributionsβ’15 minutes
- Exploring Joint PDFs and Conditional Probability Distributionsβ’15 minutes
- Independence of Joint Random Variables and R Implementationβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Practice Lab: Exploring Joint PMFs, Density Functions, and Probability Distributions with Rβ’60 minutes
This module focuses on the expectation of a random variable and joint random variable. Students will solve problems using the linearity of expectation and identify when its application is inappropriate. We will also explore variance, covariance, and correlation.
What's included
7 videos3 readings4 assignments1 ungraded lab
7 videosβ’Total 65 minutes
- Expected Value & Medianβ’7 minutes
- Mean Time to Failureβ’9 minutes
- Linearity of Expectationβ’9 minutes
- Hat Check Problemβ’7 minutes
- Sum of Indicator Variablesβ’7 minutes
- Varianceβ’16 minutes
- R Tutorialβ’10 minutes
3 readingsβ’Total 540 minutes
- Reading Referencesβ’180 minutes
- Reading Referencesβ’180 minutes
- Reading Referencesβ’180 minutes
4 assignmentsβ’Total 105 minutes
- Expectationβ’60 minutes
- Understanding Expected Value, Median, and Mean Time to Failureβ’15 minutes
- Linearity of Expectation and the Hat Check Problemβ’15 minutes
- Variance Analysis and Indicator Variables with R Tutorialβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Practice Lab: Exploring Expectations and Ambulance Travel Distance Using Rβ’60 minutes
This module will apply several limit theorems to solve problems to include the central limit theorem, the Markov inequality, and the Chebyshev inequality. We will also prove Murphyβs Law.
What's included
9 videos4 readings5 assignments1 ungraded lab
9 videosβ’Total 94 minutes
- Rare Events & Markovβ’8 minutes
- Markov Examplesβ’13 minutes
- Murphy's Lawβ’7 minutes
- Chebyshev Inequalityβ’6 minutes
- Central Limit Theoremβ’10 minutes
- Example CLTβ’9 minutes
- Hypothesis Testβ’15 minutes
- Card Trickβ’12 minutes
- R Tutorial β’14 minutes
4 readingsβ’Total 240 minutes
- Reading Referencesβ’60 minutes
- Reading Referencesβ’60 minutes
- Reading Referencesβ’60 minutes
- Reading Referencesβ’60 minutes
5 assignmentsβ’Total 120 minutes
- Inequalities and Central Limit Theoremβ’60 minutes
- Markov Chains, Rare Events, and Murphy's Lawβ’15 minutes
- Chebyshev Inequality and the Central Limit Theoremβ’15 minutes
- Central Limit Theorem Examples and Hypothesis Testingβ’15 minutes
- Card Tricks and R Tutorial for Statistical Analysisβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Practice Lab: Statistical Distributions and Hypothesis Testing in Rβ’60 minutes
This module develops student proficiency in probabilistic models to include Markov chains. Students will be introduced to problems involving surprise, uncertainty, and entropy.
What's included
4 videos2 readings3 assignments1 ungraded lab
4 videosβ’Total 98 minutes
- Statistical Hypothesis Testingβ’10 minutes
- T-Testβ’20 minutes
- Regressionβ’37 minutes
- R Tutorial- Statistical Testingβ’31 minutes
2 readingsβ’Total 120 minutes
- Understanding Data and Basis Statisticsβ’60 minutes
- Understanding Data and Basis Statisticsβ’60 minutes
3 assignmentsβ’Total 90 minutes
- Statistical Testingβ’60 minutes
- Statistical Hypothesis Testing and T-Testsβ’15 minutes
- Regression and R Tutorialβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Practice Lab: Simulation of Arbitrary Random Variables and Statistical Analysis in Medical Imagingβ’60 minutes
This module develops student proficiency in probabilistic models to include Markov chains. Students will be introduced to problems involving surprise, uncertainty, and entropy.
What's included
8 videos4 readings5 assignments1 ungraded lab
8 videosβ’Total 103 minutes
- The Poisson Processβ’13 minutes
- Examples of the Poisson Processβ’18 minutes
- Markov Chainsβ’7 minutes
- Markov Chain Exampleβ’21 minutes
- Limiting Probabilitiesβ’8 minutes
- R Tutorialβ’14 minutes
- Markov chain using Jupyter Notebookβ’9 minutes
- Applying Markov Chainβ’14 minutes
4 readingsβ’Total 135 minutes
- Reading Referencesβ’40 minutes
- Reading Referencesβ’40 minutes
- Reading Referencesβ’40 minutes
- Application of Markov Chains to COVID-19 estimation COVID Bayesian Data August PDFβ’15 minutes
5 assignmentsβ’Total 120 minutes
- Markov Chainβ’60 minutes
- Statistical Hypothesis Testing and T-Testsβ’15 minutes
- Regression and R Tutorialβ’15 minutes
- Limiting Probabilities and R Tutorialβ’15 minutes
- Mastering Markov Chains: From Jupyter Notebook Basics to Real-World Applicationsβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Practice Lab: Markov Analysis in Rβ’60 minutes
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