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ST01: Statistical Methods in MATLAB

This course provides an introduction to statistical tools in MATLAB and the Statistics Toolbox, including:

  • Data file input and output
  • Handling large and incommensurate data sets
  • Computing descriptive statistics
  • Statistical plotting and visualization
  • Fitting distributions to data
  • Bivariate and multivariate regression
  • Random number generators, simulation, and basic inferential methods
  • Examples and exercises from a cross-section of applications in science, engineering, and finance
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 Detailed course outline

 

Course Overview
Introduction

Objectives:

  • Obtain a quick overview of The MathWorks and the family of products
  • Discuss course set-up, materials, and logistics
  • Provide a “big picture” view of the course ahead
Data and Statistics

Objective: Learn to work with data in the MATLAB environment, compute basic descriptive statistics, and visualize data in a variety of ways

  • What is statistics?
  • Statistical sampling and modeling
  • Statistical questions
  • Data analysis
Working with data
  • Data I/O
  • Tabular data and case lists
  • Incommensurate data
  • Missing data
Descriptive statistics
  • Measures of center, spread, and shape
Statistical plotting
  • Histograms, scatter plots, and box plots
  • Grouped data
  • Preprocessing and reexpression
Exercise
  • Time series
Probability and Distributions

Objective: Review the basics of probability and random variables and explore the variety of probability distributions available in the Statistics Toolbox

Probability concepts
  • Probability measures
  • Random variables
  • Probability distributions
Distribution concepts
  • Discrete distributions
  • Continuous distributions
  • Distributions in the Statistics Toolbox
  • Distribution parameters
  • Computing probabilities
Data and distributions
  • Sampling distributions
  • Choosing a distribution
  • Parameter estimation
  • Nonparametric density functions
  • Bootstrapping and simulation
  • Distribution testing
Exercise
  • Distribution diagnostics
Regression Analysis

Objective: Explore regression analysis for bivariate data

  • Regression concepts
  • Predictors and responses
  • Linear and nonlinear models
  • Scatter plots
  • Correlation and covariance

 

Linear methods
  • Quantiles and quantile plots
  • Solving systems of linear equations with the backslash operator
  • Linear least squares
  • Polynomial fitting
  • Graphical user interface tools for linear regression
  • Curve Fitting Toolbox
  • Generalized linear models
Nonlinear methods
  • Graphical user interface tools for nonlinear regression
  • Using the Curve Fitting Toolbox for nonlinear regression
Exercise
  • National debt
Multivariate Statistics

Objective: Extend the concepts of the previous section to data sets with many variables and introduce specialized techniques for multivariate analysis and visualization

  • Multivariate plotting
  • 3-D scatter plots
  • Response surfaces
Principal component analysis
  • Principal component analysis
  • Concepts
  • Set-up and analysis
Factor analysis
  • Concepts
  • Set-up and analysis
Cluster analysis
  • Concepts
  • Set-up and analysis
  • Hierarchical clustering and k-means clustering
Exercise
  • Winning the decathlon
Random Numbers and Simulation

Objective: Understand the random number generators in MATLAB and the Statistics Toolbox and their use in Monte Carlo methods

  • Pseudorandom numbers
  • Randomness
  • Multiplicative congruential algorithms

 

Uniform random numbers
  • rand and its algorithm
Gaussian random numbers
  • randn and its algorithm
Writing new generators
  • Inverse transform method
  • Acceptance-rejection method
  • Random number generators in the Statistics Toolbox
Monte Carlo methods
  • Integration
  • Simulation
Exercises
  • Writing a random number generator
  • Monte Carlo integration
Inferential Statistics

Objective: Explore hypothesis testing and its application to analysis of variance

  • Hypothesis tests
  • Terminology
  • Assumptions
  • Tests in the Statistics Toolbox
One-way analysis of variance
  • Set-up and analysis
Two-way analysis of variance
  • Set-up and analysis
N-way analysis of variance
  • Set-up and analysis
Multivariate analysis of variance
  • Set-up and analysis
Exercise
  • Nutritional data

Prerequisites

Working knowledge of the MATLAB language and basic statistics.

Class Time: 8:30 - 12:30 EST

Course Length - 2 half-days

Price - $650.00

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