Statistics · Columbia University
Introduction to calculus-based statistics, a recap of prior statistics courses I've taken with a calculus spin on it. - I
I learned about probability and stats. I learned about pdfs and cdfs. We used calculus to manipulate random variables. We also learned about statistics and hypothesis testing.
- 1 Columbia University: Arts & Sciences Fall 2023 Course: STATGR5261_001_2023_3-STATISTICALMETHODSINFINANCE : STATGR5261_001_2023_3 - STATISTICAL METHODS IN FINANCE Instructor: Hammou Elbarmi
Learned the bases of inference, and topics such as estimation, testing, and general statistical dexterity. The entire course is founded in calculus and probability, so it gives you a strong background for taking future courses in statistics or machine learning, which I enjoyed!
I learned about probability and statistics.
A large part of the course was dedicated to learning about probability density functions and various mechanical problems associated with them. Closer to the end of the semester, we talked about different distributions, their properties, and finally studied some statistical inference by applying CLT, confidence intervals etc.
I learn many financial instruments such as stock as well as bond and their prices. I also learned some models such as CAPM as well as copula. Besides, I learned to use these method to solve real problems.
Estimation, hypothesis testing, some statistical inference
Design and analysis of experiments, survival analysis, logistic regression.
Introduction to Probability (Set Theory and Probability Theory), Conditional Probability, Random Variables, Expectation, Special Distributions, Large Random Samples, Estimation, Sampling Distribution of Estimators, Testing Hypotheses