Statistical Models

Lecture Slides

Authors
Affiliation

University of Hull

University of Hull

Published

15 Jan 2024

Welcome

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

S.Fanzon@hull.ac.uk

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

canvas.hull.ac.uk/courses/70065

and on the Course Webpage hosted on my website

silviofanzon.com/blog/2024/Statistical-Models/

Slides

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 TBA
Lecture 8 TBA
Lecture 9 TBA
Lecture 10 TBA
Lecture 11 TBA

Supplementary Material

Statistical Tables: Download here

Lecture Material
Lecture 4 Code: One-Sample t-test
Lecture 5 Code: Varance ratio test
Lecture 11 Code: 2008 Crisis, Data: 2008 Crisis, Data: Family Guy

Readings

Main textbooks: These slides are self-contained and 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]

References

[1]
Bingham, Nicholas H., Fry, John M., Regression, linear models in statistics, Springer, 2010.
[2]
Fry, John M., Burke, Matt, Quantitative methods in finance using R, Open University Press, 2022.
[3]
Casella, George, Berger, Roger L., Statistical inference, second edition, Brooks/Cole, 2002.
[4]
DeGroot, Morris H., Schervish, Mark J., Probability and statistics, Fourth Edition, Addison-Wesley, 2012.
[5]
Dalgaard, Peter, Introductory statistics with R, Second Edition, Springer, 2008.
[6]
Davies, Tilman M., The book of R, No Starch Press, 2016.