-
Statistics homework 9
Theory: What is the “Brownian motion” and what is a Wiener process. History, importance, definition and applications (Bachelier, Wiener, Einstein, …): An “analog” of the CLT for stochastic process: the standard Wiener process as “scaling limit” of a random walk and the functional CLT (Donsker theorem) or invariance principle. Explain...
-
Statistics homework 8
Theory: Distributions of the order statistics: look on the web for the most simple (but still rigorous) and clear derivations of the distributions, explaining in your own words the methods used. Do a research about the general correlation coefficient for ranks and the most common indices that can be derived...
-
Statistics homework 7
Theory: History and derivation of the normal distribution. Touch, at least, the following three i mportant perspectives, putting them into an historical context to understand how the idea developed: as approximation of binomial (De Moivre) as error curve (Gauss) as limit of sum of independent r.v.’s (Laplace) Practice: Create a...