Introduction to Statistics
Online Lectures in English and Danish

Given to you by DTU Informatics/Per Bruun Brockhoff (using www.forskningsnettet.dk)

For lectures in Danish, go to: www.imm.dtu.dk/~pbb/statistikonline.html


For more advanced lectures go to: 
(From the courses 02429 and 27411)
Statistics:

No
Main subject More description
(And videos on extra mathematical details beyond the  basic curriculum - Spring 2012)
English Lecture (from Spring 2010)
1


Introduction
Simple graphical methods
What is statistics?
Why this course?
EXTRA MATH: The derivation of the variance formula(7 minutes)

48 minutes

Software: R.
How to get started?
 
9 minutes
2

Discrete distributions
Binomial- and Poisson distr.
Some basic probability for systems
with categorical outcomes
EXTRA MATH: The mean of a binomial distribution.(6 minutes)
EXTRA MATH: The derivation of the variance formula(3 minutes)
EXTRA MATH: The Variance of the binomial distribution(7 minutes)
EXTRA MATH: The derivation of the poisson distribution (11 minutes)
EXTRA MATH: The mean and variance of the Poisson distribution(6 minutes)

61 minutes
3
  
Continuous distributions
The normal distribution
Uniform and log-normal distributions
Some basic probability for systems
with quantitative continous outcomes
EXTRA MATH: Mean and variance for the Uniform distribution (4.5 minutes)
EXTRA MATH: Mean and variance for the Normal distribution (8 minutes)

73 minutes
4

The exponential distribution
E(aX+b) and Var(aX+b)
Normal plot
Transformations
Some more basic probability for systems
with quantitative continous outcomes
EXTRA MATH: Mean and variance for the Exponantial distribution (6 minutes)

59 minutes
5
Inference concerning the mean
Random Samples
Sampling distributions
Learning statistical thinking related to
the intelligent use of a computed average.
Confidence interval for a mean.


Part 1, 44 minutes

Part 2, 34 minutes

6
 
Test of hypothesis

Hypothesis concerning one mean
Learn the basic concepts of hypothesis testing
EXTRA MATH: Introduction to likelihood theory (14 minutes)
EXTRA MATH: Maximum likelihood estimation for the binomial model (6 minutes)
EXTRA MATH: Maximum likelihood estimation for the poisson model (3.5 minutes)
EXTRA MATH: Maximum likelihood estimation for the normal model (10 minutes)

68 minutes
7


 
Tests and confidence intervals
OC-curves
Inference concerning two means
Randomization and pairing
Compare two means using
confidence bands and
hypothesis testing.
Paired and independent samples t-test.
EXTRA MATH: Power and sample size formula (one sample case) (14 minutes)


75 minutes
8

 
Inferences concerning variances
Sampling distributions
(Resume of lecture 5-6-7)
Quantifying the uncertainty of a computed variance.
Comparing two variances.
EXTRA MATH: Sums of random variables and moment generating functions(14 minutes)
EXTRA MATH: Non-linear transformations of distributions (18 minutes)
EXTRA MATH: Sampling distribution of the sample variance (11 minutes)
EXTRA MATH: Derivation of the t-distribution (15 minutes)

73 minutes
9
Inference for proportions
Chi-square tests
Uncertainty and testing of one or more proportions.
2x2 frequency tables
rxc frequency tables



86 minutes
10
Statistics by simulation
Simulation intro (example: A=XY)(25 minutes)
Non-linear error propagation (15 minutes)
Bootstrap confidence limits, one-sample (21 minutes)
Bootstrap confidence limits, two-sample (8 minutes)
Hypothesis testing by simulation (permutation test)(17 minutes)

11


Regression analysis
Inferences based on LS
Correlation

Learning statistical thinking related to the relation between two sets of measurements
EXTRA MATH: The basic handcomputational formulae (3 minutes)
EXTRA MATH: Finding the least squares estimates(10 minutes)
EXTRA MATH: The LS estimates are also Maximum Likelihood Estimates (5 minutes)

84 minutes
12
Analysis of variance Comparing the means of several groups.
Randomized  and  randomized block experiments
EXTRA MATH: Why is the F-statistic F-distributed? (8 minutes)
EXTRA MATH: Parameter solutions in ANOVA models(12 minutes)

86 minutes
13
Summary
A summary of the entire course
63 minutes


Old lecture 10
 Non-parametric methods
 
One and two sample statistics without normality assumptions
(62 minutes - OLD lecture 10)

(*a) The autumn 2008 version uses the Splus programme and the 7th Ed of the book whereas the 2010 version uses the R software and the 8th Edition. The two softwares are for most practical purposes the same, although the graphical user interface is somewhat different. The R software is Open source.

The DTU introductory statistics course :
For  more details see: (slide handouts, detailed reading plan, exercises, solutions etc)
Homepage of course 02402 Introduction to Statistics

Book: "Miller & Freund's Probability and Statistics", R.A. Johnson, Prentice Hall, 8.edition 2009

NB: The course 02402  runs in both semesters and the same course runs as a 3-weeks course in June as 02403.
Both courses are always open for participants (from DTU and from outside DTU), and can be followed as distant
learning/self study courses, since there are no compulsary appearences or projects/hand ins, apart from the exam.

Get the diploma for your competences by signing up and passing the written exam!


Want to learn more about applied statistics using R - directly built on top of the basic course?

  1. Sign up for the 3-week intensive  course 02441  running each January.

General Linear (Mixed) Models (using SAS or R):

Module 1: General introduction to mixed models.
(An executable, that after downloaded will unzip AND automatically start the presentation in your web browser. The presentation is made by Microsoft Producer and include video - runs best under Microsoft Explorer )

Want to learn more about applied mixed linear models? (ANOVA and Regression for non-standard settings)
  1. Go to the  complete 12 module online lecture material on mixed model  (Available here).
  2. Sign up for course 02429 (is also given as distant learning course with online lectures)(running in Autumns)

Applied  Multivariate Analysis
(The presentations here are Powerpoint slide shows with audio - download the files and start them on your  own computer)
Want to learn more about Multivariate Data Analysis and/or other statistical and data analytical methods?:
Sign up for one of the many courses given by  DTU Informatics on this topic. Go to DTU Course Database
(click  "02  Department of  Informatics and Mathematical Modelling" - primarily look at "024" and "025" courses)
(also check the Biosys/Informatics Course 27411: Biological Data Analysis and Chemometrics)

For more advanced lectures go to:  (From the courses 02429 and 27411)