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| MATH0213-1 | Mathematical Statistics | |||||
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| Duration : | 30h Th, 10h Pr | |||||
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| Credits/ECTS : |
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| Holder(s) : | Paul Gérard | |||||
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| Course contents : | The course starts with the study of the normal general linear model: description of the model, hypotheses, how to fit the model to the data, parameters estimation, multiple estimations, comparisons of models. some particular models are studied in details: one-way and two-way anova (fixed, random, mixed models), factorial designs, multiple regression, ancova. Non parametric statistics: test about position and dispersion, Kruskal-Wallis test and Friedman analysis. Maximum likelyhood estimation and categorical data analysis: conformity to a distribution, contingency tables, relative risk, odds ratio, ... The course ends with an introduction to the theory of the generalized linear models and its apllication to logistic regression. | |||||
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| Course objective : | The central point of the course is the notion of statistical model. The purpose is to become able to choose, fit and use an adequate model to extract information from the data. Learning to interrogate the data by comparing several models is the main goal. | |||||
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| Prerequisites : | A first course in probability theory and mathematical statistics (for example: MATH 2010-1) | |||||
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| Organization : | Le cours est illustré par des exemples traités à l'aide du logiciel Statistica pendant le cours. Les travaux pratiques sont organisés et consacrés au traitement de données réelles. Un court travail de traitement de données à l'aide d'un logiciel de statistique est demandé. | |||||
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| Written notes : | Reference books: Applied linear statistical models. J.Neter, M.H.Kutner, Ch.J.Nachtsheim, W.Wasserman. Wcb McGraw-Hill Applied multivariate data analysis volume1: regression and experimental design. J.D.Jobson Distribution free tests. H.R.Neave, P.L.Worthington. Unwin-Hyman | |||||
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| Assessment : | Final evaluation is based on 1) an oral examination about theory, 2) a written exam about exercices, 3) the evaluation of the homework | |||||
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| Contacts : | Paul GERARD, Institut de Mathématique, Bât.B37, Grande Traverse 12, 4000-Liège (Sart Tilman),Tél. 00-32-(0)4366.93.84, Fax : 00-32-(0)4366.95.47, courriel : paul.gerard@ulg.ac.be Laetitia Comté, Institut de Mathématique, Bât.B37, Grande Traverse 12, 4000-Liège (Sart Tilman),Tél. 00-32-(0)4366.94.60, Fax : 00-32-(0)4366.95.47, courriel : l.comte@ulg.ac.be | |||||
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ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
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