## Autoregressive Models

Autoregressive Models An autoregressive model is a regression where that a value from a time series is regressed on previous values from that same time series. The order of an autoregression is the number of immediately preceding values in the series that are used to predict the value at the present time. A first-order autoregression[=autoregressive […]

## Mathematical Statistics 2 | MA | Course

Brief Information Name : Mathematical Statistics 2 Lecturer : Lee Myungsook 이명숙 Semester : 2016 Spring Major : BS, Mathematics Syllabus : Syllabus_2016-5-1__Mathematical Statistics 2.pdf Textbook 여인권·송문섭·허문열 (2009) 『이론통계』. 박영사 The Slides itself My own reference 한근식 (2015)『데이터처리입문 Introduction to Data Processing』. 개정판. 그린 In short 범주형자료분석 categorical data analysis 분산분석 variance analysis 회귀분석 regression analysis Summary Mathematical Statistics […]

## Studying ‘Financial Engineering’

Financial Engineering and Risk Management Part I | Columbia University | Coursera Recommended by someone who majored in the financial engineering. Financial Engineering and Risk Management Part II | Columbia University | Coursera David G. Luenberger (2013) Investment Science. 2nd Ed. Oxford University Press very good introduction to mathematical finance – Amazon users’ reviews This textbook introduces […]

## The 7 Things to Check When to Grasp a Probability Distribution

The random variable Check whether the variable discrete or continuous The probability (Mass/Density) Function [PMF/PDF] The cumulative distribution function [CDF] The expectation The variance The standard deviation [SD] The moment-generating function [MGF] The quantiles The shape of the graph

## Mathematical Statistics 1 | MA | Course

Brief Information Name : Mathematical statistics 1 Lecturer : 지은숙 Semester : 2014 Fall Course : BM. Mathematics Textbook : 여인권, 송문섭, 허문열 (2009) 이론통계. 박영사 Syllabus [link] In short Introduction to Statistics. 2-semester course:  Mathematical statistics 1 and Mathematical statistics 2 Trace lectures Assignments None Summarize themes [After mid-term exam] t-distribution F-distribution Desirable characteristics of estimators Bias Small […]

## Studying ‘R’

Summary R language version : 3.1.1, 3.2.0 IDE : RStudio Good articles Data Types in R Interactive R training swirl: Learn R, in R. Try R Free Introduction to R Programming Online Course | Datacamp  References The R Project for Statistical Computing The main R homepage The R manual | The R Project the official R […]

## Studying ‘Statistics’

Fields of Statistics (From Wikipedia) Computational statistics Data mining Regression Simulation Bootstrap Design of experiments Block design Analysis of variance Response surface methodology Sample Survey Sampling theory Statistical modelling Multivariate analysis Structural equation model Time series Reliability theory Quality control Statistical theory Decision theory Mathematical statistics Probability Survey methodology   Fields of Statistics  (From Namu […]