syllabus.md

Introduction to Probability and Statistics for Engineers

Philip B. Stark http://www.stat.berkeley.edu/~stark

University of Padova

28 June--7 July 2015

software requirements

• LaTeX
• Jupyter 3.0

Pseudo-random number generation

• Desirable properties:
  • uniform
  • uncorrelated
  • long period
  • behave like U(0,1) random variables
• Marsaglia's DIEHARD tests http://en.wikipedia.org/wiki/Diehard_tests
• Requirements for Statistics weaker than for cryptography
• Mersenne Twister is adequate for most statistical purposes
• Linear congruential are not. Notably, Wichmann-Hill
• Setting seed explicitly helps make analysis reproducible

Introduction to R

Key data analysis verbs (from H. Wickham):

• Select
• Filter
• Mutate
• Summarize
• Arrange

Example of R code inline

x <- c(1,2,3);
x
3*x
x^2