CVE 5811 - Applied Statistics and Modeling

• Compare two or more treatments or data sets for differences using the t-test, Tukey HSD or non-parametric tests
• Evaluate the effects of one or more variables on the response of a system using full and fractional factorial designs
• Design testing programs to control the probability of Type I and Type II errors
• Build mathematical models of systems using linear and non-linear regression analysis, and time series analysis and estimate confidence intervals for model parameters
• Design experiments using full and partial factorial models and analyze the results of such experiments
• Compose artificial data sets suitable for modeling purposes using Monte Carlo simulation
• Utilize a commercial statistical package with facility to perform statistical analysis

• None

• Review of statistics and definitions, data visualization, estimating percentiles, software introduction and use
• Performing hypothesis testing using parametric tests: “proving” difference or equivalence; understanding Type I and Type II error
• Non-parametric testing for “proving” difference; experimental design: design testing programs to control the probability of Type I and Type II errors
• Building models using linear regression, parsimony; transformations, problems with linearization
• Experimental design: measuring the effects of variables on an outcome using full and fractional factorial designs
• Time series analysis, auto and partial auto-correlations, smoothing
• Identifying distributions, Monte Carlo simulation
• Signal versus noise, Bayes theorem