Anil Aswani

4119 Etcheverry

Office hours – Tu 230-330P; Th 1130-1230p

aaswani [at] berkeley [dot] edu

4119 Etcheverry

Office hours – Tu 230-330P; Th 1130-1230p

aaswani [at] berkeley [dot] edu

Matt Olfat

molfat [at] berkeley [dot] edu

molfat [at] berkeley [dot] edu

TuTh 1230-200P, 105 North Gate

Section 1: W 4-5P, 3108 Etcheverry

Section 2: F 4-5P, 3106 Etcheverry

Section 2: F 4-5P, 3106 Etcheverry

IEOR 172 or STAT 134 or an equivalent course in probability theory

Project (20%); homeworks (20%); midterm (20%); final exam (40%)

Tuesday, March 19, 2019 1230-200P

Thursday, May 16, 2019 3-6P

This course will introduce students to basic statistical techniques such as parameter estimation, hypothesis testing, regression analysis, analysis of variance. Applications in forecasting and quality control.

Specific topics that will be covered include:

- Regression – Basic optimization; maximum likelihood estimation; least squares regression; high-dimensional regression; support vector machines (SVM's) (about 6 weeks)
- Forecasting – ARAR algorithm; Holt-Winters algorithm; Holt-Winters seasonal algorithm (about 1 week)
- Hypothesis Testing – Review of probability;
*t*-test; confidence intervals; Mann-Whitney*U*test; multiple testing; ANOVA; Kruskall-Wallis test; likelihood ratio tests; quality control (about 6 weeks)

- Jan 22
- Probability Review; Course Syllabus
- Jan 24
- Method of Moments
- Jan 29
- Linear Regression
- Jan 31
- Linear Regression
- Feb 05
- Diagnostics
- Feb 07
- Heteroscedasticity
- Feb 12
- Maximum Likelihood Estimation
- Feb 14
- Maximum Likelihood Estimation
- Feb 19
- Bias-Variance Tradeoff
- Feb 21
- Regularization
- Feb 26
- Cross-Validation
- Feb 28
- Distribution Estimation
- Mar 05
- Semiparametric Models
- Mar 07
- Support Vector Machines
- Mar 12
- Markov Processes; Holt-Winters Algorithm
- Mar 14
- Midterm Review
- Apr 02
- Null Hypothesis Testing
- Apr 04
- One-Sample Location Tests
- Apr 09
- Confidence Intervals
- Apr 11
- Two-Sample Location Tests
- Apr 16
- Multiple Testing
- Apr 18
- Multiple Comparisons
- Apr 23
- Quality Control
- Apr 25
- Weighted Control Charts
- Apr 26
- Neyman-Pearson Testing
- May 02
- Final Review

- Feb 01
- Homework 1 – Due Friday, February 15, 2019

(Solutions) - Feb 18
- Homework 2 – Due Friday, March 1, 2019

(Solutions) - Feb 27
- Homework 3 – Due Friday, March 15, 2019

(Solutions) - Apr 12
- Homework 4 – Due Friday, April 19, 2019

(Solutions) - Apr 19
- Homework 5 – Due Friday, April 26, 2019

(Solutions)

Z-Table and t-Table - Apr 29
- Homework 6 – Due Friday, May 10, 2019

(Solutions)

Z-Table and t-Table

- Mar 21
- Course Project – Due Wednesday, May 8, 2018

winequality-red.csv

wholesale-customers.csv

- Mar 19
- Midterm Solutions