統計學

  • Descriptive Statistics
  • Correlation
    • ++Pearson Correlation (皮爾森相關係數)++
    • Spearman’s Rank Correlation Coefficient (皮斯爾曼等級相關係數)
    • Kendall’s Rank Correlation Coefficient (肯德爾等級相關係數)
    • Cramér’s V Coefficient (克雷莫 V 係數)
    • Estimation and Testing of Correlation Coefficients (相關係數的估計和檢定)
    • Autocorrelation Coefficient (自我相關係數)
  • Probability
    • Events and Probability
    • Principle of Inclusion-Exclusion
    • Random Variables
      • Discrete random variables: Bernoulli distribution, Binomial distribution
      • Continuous random variables: Uniform distribution, Normal distribution, Student’s t distribution, F distribution
      • ++Probability Density Function (PDF)++
      • ++Cumulative Distribution Function (CDF)++
    • Expectation and Variance
    • Independent Events and Independent Random Variables
    • ++Law of Large Numbers++
    • ++Central Limit Theorem++
    • Chebyshev’s Inequality (柴比雪夫不等式)
    • Hoeffding’s inequality (霍夫丁不等式)
  • Probability Distributions
    • Bernoulli Distribution, Binomial Distribution
    • Geometric Distribution, Negative Binomial Distribution
    • Poisson distribution (卜瓦松分布)
    • Hypergeometric Distribution (超幾何分布)
    • Uniform Distribution, Exponential Distribution
    • ++Normal Distribution++
    • Weibull Distribution, Pareto Distribution, Lognormal Distribution
    • Multinomial Distribution
    • Multivariate Normal Distribution
    • Distribution family tree (visual)
    • Random number generation (RNG)
    • Pseudo-random numbers (Python random)
    • Inverse transform sampling (sampling from a distribution via CDF)
  • Regression Analysis
    • Ordinary Least Squares
  • Time Series Analysis
    • Moving Average
    • Autoregression
    • ARMA/ARIMA Model
    • Seasonality Features

Reading List