University at Buffalo 3 credits Computational Data-Enabled Sci
Topics include: review of probability, conditional probability, Bayes’ Theorem; random variables and distributions; expectation and properties; covariance, correlation, and conditional expectation; special distributions; Central Limit Theorem and applications; estimations, including Bayes; estimators, maximum likelihood estimators, and their properties. Includes use of sufficient statistics to ‘improve’ estimators, distribution of estimators, unbiasedness, hypothesis testing, linear statistical models, and statistical inference from the Bayesian point of view.
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