Ma 442: Probability & Statistics II
Type of convergence in probability, law of large numbers, Chebyshev's inequality, central limit theory proven, development of point and interval estimates and hypothesis testing, regression, ANOVA, Chi square. Required calculator: TI 89 or Nspire CAS. Prerequisite(s): Ma 441. 3 Credits.
Spring 2024 Course Information
- Instructor: Melissa Gardenghi
- Course Syllabus
Course Resources
- Project Information - Data is available in Canvas
- Modeling the Frequency and Severity by Omari et. al.
- Course Schedule for Project Planning Purposes
- Process Summary - Completion Plan Template
- Work Log Template
- Loss Models, Ch 10, 11, 14
Tentative Course Content and Recommended Homework Problems
The tentative plan for covering course content includes the following sections (in roughly the given order). Recommended problems from the book are provided for each chapter.
Unit 1 Advanced Single Variate/Multivariate
Ch 6: Sections 3-4
# 52, 53, 60
Ch 3: Sections 5-7
# 44, 45, 97, 101, 69, 71, 73, 76, 82, 104, 105, 107 ... for #105, 107: also compute all expected values, covariances, correlations, conditional expected values, marginal expected values (and anything else you can think of)
Ch 4: Sections 6-8
# 46, 47, 49, 50, 51, 53
Ch 5: Sections 8-9
# 83, 85-87
Ch 6: Section 7
# 43, 45, 46, 48, 49
Unit 2 Functions of RVs and Sampling Distributions
Ch 7: Sections 2-5
# 1-8, 50, 51, 10-12, 16-18, 20, 22, 23, 28, 32-35, 38, 52, 59, 60, 63, 65, 67, 69, 70
Ch 8: Sections 2-7
# 46-48, 88, 52-54, 58
Unit 3 Modeling and Assessing Distributions
Simulation - see Introduction to Simulation Using R by Rakhshan and Pishro-Nik
Ch 14 Loss Models (see link in Resources): Sections 1-2
# 1-3, 7, 8a (only do mean and st dev), 9 (do mean and var instead)
Ch 13: Section 8
# 80-83
Ch 10: Sections 2-6, 7, 8
# 1, 5, 7, 11, 12, 80, 23, 24, 78, 25, 36, 37, 42-44, 78, 50, 52, 55, 84, 57, 87, 67, 88, 61, 62, 71, 92, 81, 83
Ch 11 - overview/review
Ch 12: Sections 4-6
# 1, 4, 6, 8, 31, 32, 9, 11, 12, 15, 16, 38, 20, 21, 44, 26, 39
Ch 13: Sections 6-7
Ch 15: Sections 2-3
Ch 14: Sections 1-3, 4-5
Additional problems dependent on what time allows.
Project Resources
Anderson-Darling Test (a goodness of fit test)
Chi-Square Goodness of Fit Test
Kolmogorov-Smirnov Goodness of Fit Test
Introduction to Simulation Using R