Statistical Inference
This course aims to estimate and draw conclusions about the characteristics of one or multiple populations based on samples. It introduces students to the design, implementation (using Python), and interpretation of various statistical tests to provide a foundation for selecting data analysis models.
Prerequisites
It is necessary to have prior knowledge in Probability. Therefore, it is advisable to have a solid understanding of the following:
- Elementary Probability concepts (expectation, variance, conditional expectation, etc.).
- Probability distributions (random variables and common distributions, e.g., normal, Bernoulli, etc.).
- Convergence of distributions (law of large numbers, central limit theorem, etc.).
- Descriptive and mathematical statistics (frequency distribution, probability distribution, probability density function, cumulative distribution function, etc.).
Educational Goals
This course is designed to provide a quick introduction to statistical inference for data engineers. As such, it meets different educational objectives:
- Understand the principles of statistical inference.
- Choose and apply statistical tests to real data.
- Interpret the result of a statistical test.
- Evaluate the reliability of a statistical test.
- Use Python to design a test.
Course Program
The course is divided in multiple parts of varying length (each symbol approximately corresponds to 1.5 hour)
- Tutorial class on the concepts of statistical inference ( Slides)
- Tutorial exercices
- Tutorial class on tests of conformity ( Slides)
- Principles of Mean, Variance, and Proportion Conformity Tests
- Distributions: Student’s t-distribution, Chi-squared, Bernoulli
- Tutorial exercices
- Tutorial class on tests of homogeneity ( Slides)
- Tutorial exercices
- Principles of Mean, Variance, and Proportion Homogeneity Tests
- Distributions: Student’s t-distribution, Fisher
- Tests: Fisher, Levene, Student, Welch
- Tutorial exercices
- Lab exercise: The Italian Grand Prix ( Jupyter notebook)
- Descriptive statistics
- Conformity tests
- Data visualization
- Lab exercise: UFO Sightings ( Jupyter notebook)
- Extracting statistical traits
- Independence tests
- Data visualization
Course Materials
SlidesIntroduction
Statistical Tests
Tests of Conformity
Tests of Homogeneity
Paired Samples Tests
Tests of Independence
Tests of Normality