London School of Economics and Political Science (LSE)

Modules

04b Statistics 2 (half unit)

This half unit takes the content of Statistics 1 as a prerequisite and requires the student to develop the ideas of measurement and hypothesis testing which have already been introduced. Some competence in Mathematics is assumed.

Basic background
To have reached the level of Statistics 1

Topics are:

Probability
Independence for several events, random variables, manipulation of E, V and Cov.

Distribution Theory
Moments of distributions. Important distributions including binomial, uniform, exponential and Poisson, Student’s t, F. Joint probability distributions.

Inference
Bias, Mean square error. Efficiency. Hypothesis testing and confidence intervals for parameters such as mean, proportion, difference between means and proportions, a, b and r^2.

Goodness of fit tests
Chi-squared test of goodness-of-fit for simple contingency table models.

Anova
One-way and two-way analysis of variance tables. The use of the F test.

Regression
Least squares. Interval estimation. Diagnostics. Several explanatory variables.