nparm stat SS13

k.utikal

Intro

·       there will be plenty of programming every lecture

·       homeworks will be turned, graded, returned on a weekly basis: they consist of programming and statistical analyses

·       there will be a written final. No programming will be required for that.

·       There will be some class notes on each topic that participants are encouraged to complete by themselves

·       Group work will be encouraged but is not required

 

contents

 

1.      intro R:  intro intro, intro R (1 wochen)

2.      intro stats: uniform distribution, diskrete distributionen, stetige verteilungen, parameter, normal density, t-distribution, chi2, F, exponential (1 woche)

3.      intro sims: uniform random number generators, discrete random numbers, coin throws, random walks, continuous random numbers, histograms (2 wochen)

4.      data analysis: box plots, quantile plots,  empirical distributions (ecdf), running histograms, nparm dichte schätzer (1 woche)

5.      nparm tests: p-values, 1,2 – sample-t-test, mean-median. Ranks, Wilcoxon 1,2-sample rank tests, Levene test, Kolmogorov-Smirnov (2 wochen)

6.      bootstrap: Permutation tests, Simulating estimator distribution, Bootstrap estimation:  mean, standard deviation, (studentized) conf intervals (2 wochen)

7.      Curve estimation: lin regression, shifted slopes, intercepts, regression splines, weighted lin regression,  local regression (2 wochen)

 

Program (bauStelle!)

Lastmintstuff hier

last changes 29.06.13@20.00

Date

ch

Themes

Rprogs 

Xtras &linx

xc

11.04

1

Intro2course

 

downoadR

 

12.04

1

Intro2R

 

tutorial 4Xperts  RinEmpFinance

ex1

18.04

1-2

 

 

refcardR

 

19.04

2

introStats

Disc_pval  hypGeo

KstatB1&2 KstatB3 KstatB4&5 KstatB6&7

ex2

25.04

2

 

 

 

 

26.04

3

introSim

rng  lln simRW arcsine simDistMed

 

ex3

02.05

3

 

 

 

 

03.05

3

 

 

 

ex4

09.05

 

No class

 

 

 

10.05

4

introDatan 

ecdf  quantiles 

fesDens

runningHist

bwSelect kernels

FES76

ex5

16.05

4

 

 

 

 

17.05

4-5

Nparm tests

Pval 1Rank 2Rank  Glivenk KS_1 KS_2

MCWilcox roomw

Krusk Friedm Levene

roomw

ex6

23.05

 

No class

 

 

 

24.05

 

No class

 

 

 

30.05

5

 

 

 

 

01.06

5

 

 

 

 

06.06

5

 

 

 

 

07.06

6

 

 

 

ex7

13.06

6

bootstrap

bootCI CI4med corCof Glivenko introBoot

introSim mc-t-dist roomwidth

 

 

14.06

6

 

 

 

ex8 

harmonic means

20.06

6

 

 

 

 

21.06

6-7

 

maxSmooth

bootRegCases bootRegRes

computingTime

 

ex9   

27.06

7

curveEstimation

 

Curve estimation kneip

 

28.06

7

 

 

 

ex10

04.07

7

 

 

 

 

05.07

7

 

 

 

ex11

11.07

 

Wdhg

 

 

 

12.07

 

Wdhg

 

KlausurSS09

ex12

18.07

 

No class

 

 

 

19.07

 

No class

 

 

 

16.07

 

klausUr1term

 

 

 

19.09

 

klausUr2term

 

 

 

 

Literature:  lmgtfy.com

Bücher von Fahrmeir et al.

Efron & Tibshirani: bootstrap

Kneip: statistikB

Kneip: http://www.uni-bonn.de/~kutikal/SS09/Nparm/Mainkurven.pdf