Statistical Models

Lecture Slides


University of Hull

University of Hull


15 Jan 2024


These are the Slides of the module Statistical Models 551305 for T2 2023/24 at the University of Hull. If you have any question or find any typo, please email me at

Up to date information about the module will be published on the University of Hull Canvas Webpage

and on the Course Webpage hosted on my website


There are 11 lectures in this module. Links to the slides and lecture titles are below.

Slides Title
Lecture 1 An introduction to Statistics
Lecture 2 Multivariate distributions
Lecture 3 Random samples
Lecture 4 Hypothesis tests in R – Part 1
Lecture 5 Hypothesis tests in R – Part 2
Lecture 6 Two-sample hypothesis tests
Lecture 7 The chi-squared test
Lecture 8 The maths of regression
Lecture 9 General linear regression
Lecture 10 Practical regression
Lecture 11 Violation of regression assumptions and ANOVA
Appendix More on R

Statistical tables

R Codes

Lecture Codes
Lecture 4 One-Sample t-test
Lecture 5 Variance ratio test
Lecture 6 Two-Sample t-test
F-test First Principles
Lecture 7 Goodness-of-fit
Goodness-of-fit First Principles
Monte Carlo \(\pi\)
Monte Carlo p-value
Goodness-of-fit Contingency
Independence Test
Lecture 8 Least-squares Solution 1
Least-squares Solution 2
Lecture 9 Multiple Regression
R2 multiple regression
Lecture 10 Simple Regression
Longley regression
Longley selection
Lecture 11 Residual graphs
Autocorrelation graphic tests
Stepwise regression: Longley
Stepwise regression: Divorces
Anova models
Appendix 2008 Crisis



Main textbooks: These slides are self-contained and largely based on the books

  • Bingham and Fry [1]
  • Fry and Burke [2]

Secondary References: In addition we reccomend the following

  • Probability & Statistics Manual: Casella and Berger [3]
  • Easier Probability & Statistics Manual: DeGroot and Schervish [4]
  • Concise Statistics with R: Dalgaard [5]
  • Comprehensive R manual: Davies [6]


Bingham, Nicholas H., Fry, John M., Regression, linear models in statistics, Springer, 2010.
Fry, John M., Burke, Matt, Quantitative methods in finance using R, Open University Press, 2022.
Casella, George, Berger, Roger L., Statistical inference, second edition, Brooks/Cole, 2002.
DeGroot, Morris H., Schervish, Mark J., Probability and statistics, Fourth Edition, Addison-Wesley, 2012.
Dalgaard, Peter, Introductory statistics with R, Second Edition, Springer, 2008.
Davies, Tilman M., The book of R, No Starch Press, 2016.