Statistics for Data Science II
Sampling, estimation, hypothesis testing and the beginnings of statistical inference.
§ 1Calendar
- Quiz 1—
- Quiz 2—
- End-term examination—
§ 2Previous Year Questions
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Foundation previous term papers
Past quizzes and end term papers with answer keys, for all foundation courses.
medium.comby Pratham Bhalla
§ 3Resources
Course material9
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Official course page
study.iitm.ac.in
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Live session channel
youtube.com
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Book 1: Joint Discrete Distributions
drive.google.comIITM login required
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Book 2: Joint Continuous Distributions
drive.google.comIITM login required
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Probability and Statistics with Examples using R (free book)
psweur.github.io
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Lecture slides (Drive folder)
drive.google.comIITM login required
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Lecture transcripts (Drive folder)
drive.google.comIITM login required
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MyCampus YouTube playlist
youtube.com
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End term exam formula sheet
drive.google.comIITM login required
Notes3
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Course notes
Notes and study material for this course.
iitmbsdegree.inby IITM BS Students' Corner -
Topic-wise notes
Topic-wise notes on ML Study Hub.
degreedost.comby ML Study Hub -
Stats 2 notes on Medium
Written notes for Statistics for Data Science 2.
medium.comby Pratham Bhalla
Syllabus
The official course syllabus, transcribed from the IITM BS Data Science & Applications course booklet.
§ 1Course Description
This second course builds on the introductory statistics course, further exploring key statistical problems and their solution methods.
Lectures-Tutorials-Practicals-Credits: 4-0-0-4
§ 2Faculty
- Prof. Andrew Thangaraj, Department of Electrical Engineering, IIT Madras
§ 3Week-by-week
Week 1: Multiple random variables - joint, marginal, conditional PMFs; Conditioning and examples.
Week 2: Independence of random variables; Functions and visualisation (one and two variables); Sum, minimum and maximum; Examples.
Week 3: Expectation (properties, simulation); Variance and standard deviation; Covariance and correlation; Probability bounds.
Week 4: Continuous random variables - CDF, PDF; Discrete vs continuous; Approximation; Common distributions; Colab illustrations.
Week 5: Continuous random variables - functions and expectations; Joint distributions (discrete and continuous); Motivation.
Week 6: Jointly continuous random variables; Marginal and conditional densities; Independence; From data to distributions; 1D/2D histograms (Colab).
Week 7: Statistics from i.i.d. samples; Empirical distribution and descriptive statistics; Sum of independent random variables; Data illustrations.
Week 8: Moment generating functions; Central Limit Theorem; Distributions and properties; Descriptive statistics of normal samples.
Week 9: Parameter estimation; Error, bias, variance and risk; Method of moments and maximum likelihood estimation; Evaluation of ML estimators; Real-life statistical problems.
Week 10: Bayesian estimation; Choice of priors; Estimation problems; Model estimation.
Week 11: Hypothesis testing - introduction and types; Size and power of tests; z-test and p-value; Problem solving and data-based inference.
Week 12: t-test (mean, unknown variance); Chi-squared test (variance); Two-sample tests (z/F); Tests for normal samples; Problem solving.