Lectures: Tuesdays, Thursdays, 12:30-1:45PM, in CIWW (Courant Institute) 201.
Office hours: Tuesdays 10:00-11:00AM, Wednesdays 12:30-1:30pm, Thursdays 2:00-3:00PM Office WWH926.
If needed, possibility to set up appointments by email (
thomasl@math.nyu.edu)
Recitation sessions: Fridays, 2:00-3:15PM in CIWW 201. T.A.
Alexisz Gaál (Office WWH830).
Course description:
An introduction to statistics, on the mathematical side.
Prerequisites: Theory of probability (UA.0233). Basic linear algebra can help, but is not mandatory.
Textbook:
"All of statistics", by L. Wasserman.
Available for free (PDF/EPUB format) from the publisher via the NYU network. See also
the book webpage for errata and data.
Other references:
- The excellent material (slides, videos, etc.) of the MIT class "Statistics for applications" is accessible online. There is a large intersection with our class (perhaps a bit more "applied" and less "technical").
- If you are interested by an introduction to "data science" in Python this is a great book (there are of course many other resources online).
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This book is a very good, non-technical introduction to "statistical learning"
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This (Stochastics by H.-O. Georgii) could be another textbook, more technical than the one we use.
This (Introduction to Mathematical Statistics and Its Applications, by Larsen and Marx) is a more "user-friendly" textbook, that can be interesting to look at.
Grading: Homework (25%), Midterm (35%), Final (40%)