Statistics second slides

La Défense from Paris-Dauphine, Nov. 15, 2012This is the next chapter of my Statistics course, definitely more standard, with some notions on statistical models, limit theorems, and exponential families. In the first class, I recalled the convergence notions with no proof but counterexamples and spend some time on a slide not included here, borrowed from Chris Holmes’ talk last Friday on the linear relation between blood pressure and the log odds ratio of an heart condition. This was a great example, both to illustrate the power of increasing the number of observations and of using a logistic regression model. Students kept asking questions about it.

One Response to “Statistics second slides”

  1. Nice slides. I’ve glimpsed only at the first twenty ones. Regarding Slutsky’s lemma, I would prefer the “couple” version: if $X_n$ tends in distribution to the law of $X$ and $Y_n$ tends in distribution to a constant $c$ (equivalently in probability) then the couple $(X_n,Y_n)$ tends in distribution to the law of the couple $(X,c)$.

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