Statistics Homeworks

// HOMEWORK LIST

1. Draw Figures
2. HW 2
   • 2.1: Calculate Distribution
   • 2.2: CheatSheet
   • 2.3: Uniform random variates
3. Attack Simulation
4. Improved HW. 2.1
5. Poisson Distribution
6. Gambler's Ruin Problem
7. Stochastic Differential Equation (SDE)
   • Optional part

// THESES LIST

• Th. 1: The LLN Meaning, Proof, Simulations
• Th. 2: The CLT Meaning, Proof, Simulations
• Th. 3: The Gaussian Distribution Meaning, Derivations, Simulations
• Th. 4: The Glivenko–Cantelli theorem, Proof, Simulations
• Th. 5: Statistical Distributions: Continuous, Discrete, Properties and simulations
• Th. 6: Algorithms for random variates generation
  • Main Thesis (PDF)
• Th. 7: "Online" Algorithms (Data Streams): Ideas and code
• Th. 8: Stochastic processes and SDE's
• Th. 9: The Poisson Process: Meaning, Properties, Simulations
• Th. 10: The Wiener process and the GBM, Derivations and simulations
• Th. 11: The functional CLT (Donsker's invariance principle): Proof, Simulations
• Th. 12: Ito Integration and Calculus, Concept and Didactical Simulations